نتایج جستجو برای: growth equation and gmm

تعداد نتایج: 16976991  

2014
Yoonseok Choi Sunghyun Kim

This paper tests whether consumption pattern in Korea exhibits a time-inconsistent discounting behavior using a quasi-hyperbolic Euler equation estimated by the generalized method of moments (GMM). In particular, we examine whether consumers change their discounting behavior during financial crises in 1997 and 2008. The estimation results show that Korean consumers exhibit a time-inconsistent q...

2016
Naoya Yokoyama Daiki Azuma Shuji Tsukiyama

In statistical methods, such as statistical static timing analysis, Gaussian mixture model (GMM) is a useful tool for representing a non-Gaussian distribution and handling correlation easily. In order to repeat various statistical operations such as summation and maximum for GMMs efficiently, the number of components should be restricted around two. In this paper, we propose a method for reduci...

2003
Jingdong Wang Jianguo Lee Changshui Zhang

In this paper, we present a kernel trick embedded Gaussian Mixture Model (GMM), called kernel GMM. The basic idea is to embed kernel trick into EM algorithm and deduce a parameter estimation algorithm for GMM in feature space. Kernel GMM could be viewed as a Bayesian Kernel Method. Compared with most classical kernel methods, the proposed method can solve problems in probabilistic framework. Mo...

2003
Stan Z. Li Dong Zhang Chengyuan Ma Harry Shum Eric Chang

The Gaussian mixture models (GMM) has proved to be an effective probabilistic model for speaker verification, and has been widely used in most of state-of-the-art systems. In this paper, we introduce a new method for the task: that using AdaBoost learning based on the GMM. The motivation is the following: While a GMM linearly combines a number of Gaussian models according to a set of mixing wei...

2006
CHIROK HAN PETER C. B. PHILLIPS P. C. B. PHILLIPS

1 This paper provides a first order asymptotic theory for generalized method of moments (GMM) estimators when the number of moment conditions is allowed to increase with the sample size and the moment conditions may be weak. Examples in which these asymptotics are relevant include instrumental variable (IV) estimation with many (possibly weak or uninformed) instruments and some panel data model...

2005
T. W. Anderson Naoto Kunitomo Yukitoshi Matsushita

We compare four different estimation methods for a coefficient of a linear structural equation with instrumental variables. As the classical methods we consider the limited information maximum likelihood (LIML) estimator and the two-stage least squares (TSLS) estimator, and as the semi-parametric estimation methods we consider the maximum empirical likelihood (MEL) estimator and the generalized...

Journal: :the international journal of humanities 2015
sajjad faraji dizaji ebrahim hosseini nasab peter a.g. van bergeijk abbas assari

this paper investigates the short- run and long-run effects of government size and exports on the economic growth of iran as a developing oil export based economy for the period of 1974 - 2008 using an autoregressive distributed lags (ardl) framework. a modified form of feder (1982) and subsequently ram’s (1986) model has been applied to include both government size and exports in growth equati...

2008
Naoto Kunitomo Yukitoshi Matsushita

We compare four different estimation methods for the coefficients of a linear structural equation with instrumental variables. As the classical methods we consider the limited information maximum likelihood (LIML) estimator and the two-stage least squares (TSLS) estimator, and as the semi-parametric estimation methods we consider the maximum empirical likelihood (MEL) estimator and the generali...

2008
Yun Lei John H. L. Hansen

Variability in speech due to dialect is a major factor limiting speech system performance for speech recognition, spoken document retrieval, and dialog systems. In this study, we propose a novel discriminative algorithm to improve dialect classification for unsupervised spontaneous speech in Arabic. No transcripts are used for either training or testing, and all data are spontaneous speech. The...

2007
Bent E. Sørensen

Generalized Method of Moment (GMM) estimation is one of two developments in econometrics in the 80ies that revolutionized empirical work in macroeconomics. (The other being the understanding of unit roots and cointegration.) The path breaking articles on GMM were those of Hansen (1982) and Hansen and Singleton (1982). For introductions to GMM, Davidson and MacKinnon (1993) have comprehensive ch...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید