Stochastic Generalized Method of Moments.

The Welfare Cost of Inflation: Theory with an Application of Generalized Method of Moments (GMM) to Ira

Application of semi-analytic method to compute the moments for solution of logistic model

The population growth, is increase in the number of individuals in population and it depends on some random environment effects. There are several different mathematical models for population growth. These models are suitable tool to predict future population growth. One of these models is logistic model. In this paper, by using Feynman-Kac formula, the Adomian decomposition method is applied to ...

A Generalized Version of the Perturbation-based Stochastic Finite Difference Method for Elastic Beams

The main idea of this paper is to demonstrate a stochastic computational technique consisting of the generalized stochastic perturbation method using the Taylor expansions of random variables and the classical Finite Difference Method based on regular grids. As it is documented by computational illustrations, it is possible to determine, using this approach, also higher probabilistic moments fo...

Optimal Government Budget Allocation According to Aggregate Welfare using Generalized Method of Moments

How should the government budget be allocated to public education, higher education, health, transportation, IT, energy, or indirect public services including expenses on laws and regulations, business governance, and tax reforms. We examine data between 1989 and 2019 of public spending and their outcomes for each affair and title. The results show that despite that number of students declined ...

Examining the effect of CEO ower confidence on banks risk taking using the Generalized Method of Moments(GMM)

The aim of this study is to investigate the effect of CEO Overconfidence on banks Risk Taking using the Generalized Method of Moments (GMM) of banks in Tehran Stock. These Three dimensions Corporate Risk Taking in our tests :( Total Risk, Idiosyncratic Risk and Systematic Risk). For this purpose one hypotheses are developed and data on the 16 Bank in Tehran Stock Exchange for the period of 1390...

A generalized stochastic perturbation technique for plasticity problems

The main aim of this paper is to present an algorithm and the solution to the nonlinear plasticity problems with random parameters. This methodology is based on the finite element method covering physical and geometrical nonlinearities and, on the other hand, on the generalized nth order stochastic perturbation method. The perturbation approach resulting from theTaylor series expansion with unc...