In longitudinal data, it is important to account for the correlation due to repeated measures and timedependent covariates. Generalized method of moments can be used to estimate the coefficients in longitudinal data, although there are currently limited procedures in SAS ® to produce GMM estimates for correlated data. In a recent paper, Lalonde, Wilson, and Yin provided a GMM model for estimati...

Generalized Pareto distribution play an important role in reliability, extreme value theory, and other branches of applied probability and statistics. This family of distributions includes exponential distribution, Pareto distribution, and Power distribution. In this paper, we established exact expressions and recurrence relations satisfied by the quotient moments of generalized order statistic...

This study offers a different empirical approach to examining the e?ects of culture and religion on economic growth using time series data for period 1994-2020. I constructed cultural index through Principle Component Analysis (PCA) technique achieve this goal. employs seven leading indicators from World Values Survey (WVS) European Study (EVS) development, such as control, trust, respect, obed...

The study aims to provide empirical evidence on the impact of corporate social responsibility (CSR) and accounting comparability (AC) earnings persistence (EP) in listed firms Vietnamese stock market. Data were collected from 76 companies that have disclosure financial statements, annual reports, CSR market period 2014 2017. used Generalized Method Moments (GMM) regression method evaluate corre...

The study investigates the association between board independence, directors' ownership, and organisational profitability. To illustrate links, case of listed nonfinancial enterprises on Dhaka Stock Exchange 2015 2019 is examined. effectively manage concern endogeneity, generalized method moments (GMM) used as econometric techniquein this research. reveals that independence has a negative signi...

The GMM (generalized min-max) kernel was recently proposed [5] as a measure of data similarity and was demonstrated effective in machine learning tasks. In order to use the GMM kernel for large-scale datasets, the prior work resorted to the (generalized) consistent weighted sampling (GCWS) to convert the GMM kernel to linear kernel. We call this approach as “GMM-GCWS”. In the machine learning l...

T he method of moments approach to parameter estimation dates back more than 100 years (Stigler, 1986). The notion of a moment is fundamental for describing features of a population. For example, the population mean (or population average), usually denoted m, is the moment that measures central tendency. If y is a random variable describing the population of interest, we also write the populati...

This research study aims to determine the relationship between financial failure risk and firm value in lodging companies operating European industry. The impact of risks on is tested with Generalized Method Moments (GMM) several econometric models established for study. As a result analysis, according Fulmer H Score, Ohlson Springate Score models, it determined that values increase as decrease...

A bst r act This paper invest igates a generalized method of moments (GMM) approach to the est imat ion of autoregressive roots near unity with panel data. The two moment condit ions studied areobtained by const ruct ing bias correct ions to thescore funct ions under OLS and GLS det rending, respect ively. I t is shown that the moment condit ion under GLS det rending corresponds to taking thepr...