نتایج جستجو برای: keywords generalized method of moment gmm
تعداد نتایج: 21634114 فیلتر نتایج به سال:
This study examines the impacts of real exchange rate fluctuations on the companies' strategic investments in Iran. The data of 92 listed companies in Tehran Stock Exchange during the period of 2002-2015areused. First, the volatility of exchange rate is estimated by the Generalized Autoregressive Conditional Heteroskedasticity (GARCH). The model is estimated by GMM and system GMM methods. The r...
abstract according to increase in electricity consumption in one hand and power systemsreliability importance in another , fault location detection techniqueshave beenrecentlytaken to consideration. an algorithm based on collected data from both transmission line endsproposed in this thesis. in order to reducecapacitance effects of transmission line, distributed parametersof transmission line...
The study investigates macroeconomic and bank-specific determinants of credit for commercial banks from 2010Q1–2022.Q4 in Indonesia. banking is divided into an investment, working capital, consumption credits. aims to address a gap the literature since most prior studies are concentrated on developed markets. A system generalized method moment (GMM) estimator employed investigate impact central...
While most literature on natural resource curse highlight its effect on the growth rate and the level of income, this paper shifts the focus toward the effect of oil dependence on the distribution of income in oil-rich developing countries (includiong Iran and 18 other countries). Moreover, the paper studies the impact of institutional quality and the interaction effect of different institution...
In this article, the identi...cation of instrumental variables and generalized method of moment (GMM) estimators with multi-period perceptions is discussed. The state space representation delivers a conventional ...rst order condition that is solved for expectations when the Generalized Bézout Theorem holds. Here, it is shown that although weak instruments may be enough to identify the paramete...
Financial inclusion and climate change are two important aspects of development. The issue of whether financial inclusion will improve environmental quality or not is contentious. It can provide a good perspective for countries to plan for economic development. We estimate dynamic relationship between financial inclusion and CO2 emission in developing countries with the highest level of polluti...
Most rational expectations models involve equations in which the dependent variable is a function of its lags and its expected future value. We investigate the asymptotic bias of generalized method of moment (GMM) and maximum likelihood (ML) estimators in such models under misspecification. We consider several misspecifications, and focus more specifically on the case of omitted dynamics in the...
Following the very recent line of work on the “generalized min-max” (GMM) kernel [7], this study proposes the “generalized intersection” (GInt) kernel and the related “normalized generalized min-max” (NGMM) kernel. In computer vision, the (histogram) intersection kernel has been popular, and the GInt kernel generalizes it to data which can have both negative and positive entries. Through an ext...
in the area of vocabulary teaching and learning although much research has been done, only some of it has led to effective techniques of vocabulary teaching and many language learners still have problem learning vocabulary. the urge behind this study was to investigate three methods of teaching words. the first one was teaching words in context based on a traditional method of teaching that is,...
In this paper, we considered the half logistic model and derived a probability density function that generalized it. The cumulative distribution function, the $n^{th}$ moment, the median, the mode and the 100$k$-percentage points of the generalized distribution were established. Estimation of the parameters of the distribution through maximum likelihood method was accomplished with the aid of c...
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