scholarly journals Robust Generalized Method of Moment Estimator for the Contaminated Stochastic Logistic Diffusion Model

2013 ◽  
Vol 02 (04) ◽  
pp. 114-118
Author(s):  
雪梅 胡
Keyword(s):  
Diffusion Model ◽  
Method Of Moment ◽  
Moment Estimator ◽  
Generalized Method Of Moment ◽  
Method Of Moment Estimator

Ranking of Economic Journals: A Statistical Survey and Analysis

2003 ◽  
Vol 47 (1) ◽  
pp. 82-90 ◽  
Author(s):  
Lall B. Ramrattan ◽  
Michael Szenberg
Keyword(s):  
Econometric Model ◽  
A Priori ◽  
Sample Survey ◽  
Multivariate Techniques ◽  
Method Of Moment ◽  
Economic Journals ◽  
Economics Journals ◽  
Statistical Survey ◽  
Generalized Method Of Moment ◽  
Method Of Moment Estimator

This paper presents the results of a sample survey of economics journals and investigates the implications of unanswered questions raised in the literature especially those involving the supply side that is the production or input characteristics of journals. First, we explored the data using standard multivariate techniques. Based on the input characteristics, we were able to discern two rankings of 41 and 72 journals, respectively, depending on whether or not compensation data was included. Second, we specified a simultaneous econometric model using the Generalized Method of Moment estimator to extract significant coefficients for a priori specified parameters in the literature. The results offer newer insights on the ongoing question of the place of journals in the discipline of economics.

Estimation of Parameters of Pert Distribution by Using Method of Moments

2021 ◽  
Vol 9 (9) ◽  
pp. 1621-1629
Author(s):  
K. Srinivasa Rao
Keyword(s):  
Method Of Moments ◽  
Parameter Estimates ◽  
Grouped Data ◽  
Mean Absolute Deviation ◽  
Method Of Moment ◽  
Moment Estimator ◽  
Estimation Of Parameters ◽  
Absolute Deviation ◽  
Absolute Bias ◽  
Method Of Moment Estimator

Abstract: The method of moments has been widely used for estimating the parameters of a distribution. Usually lower order moments are wont to find the parameter estimates as they're known to possess less sampling variability. The method of moments may be a technique for estimating the parameters of a statistical model. It works by finding values of the parameters that end in a match between the sample moments and therefore the population moments (as implied by the model). the Method of moment Estimator is used to find out Estimates the parameters of PERT Distribution. We also compare equispaced and unequispaced Optimally Constructed Grouped data by the method of an Asymptotically Relative Efficiency. We also computed Average Estimate (AE), Variance (VAR), Standard Deviation (STD), Mean Absolute Deviation (MAD), Mean Square Error (MSE), Simulated Error (SE) and Relative Absolute Bias (RAB) for both the parameters under grouped sample supported 1000 simulations to assess the performance of the estimators. Keywords: Method of Moments, PERT Distribution, equispaced and unequipped Optimal Grouped sample

Credit Market Depth and Income Inequality in Vietnam: A Panel-Data Analysis

2016 ◽  
pp. 5-18
Author(s):  
Hoi Le Quoc ◽  
Hoi Chu Minh
Keyword(s):  
Data Analysis ◽  
Panel Data ◽  
Income Inequality ◽  
Financial Development ◽  
Inflection Point ◽  
Panel Data Analysis ◽  
Credit Market ◽  
Method Of Moment ◽  
Market Depth ◽  
Generalized Method Of Moment

Financial development could exert various effects on income distribution of a country. By employing Generalized Method of Moment, this paper aims at examining the impacts of credit market depth, one of most used financial development barometers, on income inequality in Vietnam. The empirical findings show that expanding credit market in the country could lead to higher income inequality. We have not found evidence that supports the hypothesis of an inverted U-shaped relation ever introduced by Greenwood and Jovanovich, although this hypothesis may still hold in a sense that Vietnam has not reached to the inflection point to generate such a curve alike.

scholarly journals Movement of Inflation and New Keynesian Phillips Curve in ASEAN

Economies ◽  
2021 ◽  
Vol 9 (1) ◽  
pp. 34
Author(s):  
Adhitya Wardhono ◽  
M. Abd. Nasir ◽  
Ciplis Gema Qori’ah ◽  
Yulia Indrawati
Keyword(s):  
Inflation Rate ◽  
Phillips Curve ◽  
New Keynesian ◽  
Inflation Expectations ◽  
New Keynesian Phillips Curve ◽  
Method Of Moment ◽  
Inflation Model ◽  
Wage Inflation ◽  
Generalized Method Of Moment ◽  
Forward Looking

The development of the theory of dynamic inflation begins by linking wage inflation and unemployment. In further developments, factor of expectation is classified into inflation model. The study used inflation data is important for ASEAN, because ASEAN is one of the strengths of the international economy. This study analyzes the dynamics of inflation in the ASEAN using framework the New-Keynesian Phillips Curve (NKPC) model. The data used is the quarterly panel data from 5 ASEAN members in the period 2005.QI–2018.QIV. The study of this dynamic inflation applies quarter to quarter inflation data, meaning that the inflation rate is the percentage change in the general price of the current quarter compared to last quarter general price divided by the last quarter. The empirical results are estimated by using the Generalized Method of Moment (GMM), both of the system and first different indicates that the pattern formation of inflation expectations are backward-looking and forward-looking. In addition, the estimated NKPC models show the backward-looking behavior is more dominant than the forward looking. Changes in inflation are not entirely influenced by expectations of inflation in each country. Changes in inflation are also influenced by the output gap, changes in money supply, and exchange rate. Based on the findings of this study, it can be concluded that the NKPC models can explain the dynamics of inflation in each country in the ASEAN region.

scholarly journals Do Economic Reforms Spur Bancarisation Rate in the CEMAC Region? Empirical Analysis

2016 ◽  
Vol 8 (4) ◽  
pp. 123
Author(s):  
Gérard Tchouassi
Keyword(s):  
Rural Areas ◽  
Central Africa ◽  
Economic Reforms ◽  
Method Of Moment ◽  
Institutional Reforms ◽  
Modeling Framework ◽  
Public And Private ◽  
Financial Reforms ◽  
Bank Accounts ◽  
Generalized Method Of Moment

<p>The aim of this paper is to empirically analyze the effect of the economic reforms on the bancarisation rate in the Central Africa Economic and Monetary Community (CEMAC). Data of six countries from the sub-region from 2001 to 2011 was used in a generalized method of moment (GMM) modeling framework. The following results are obtained: Financial liberalization has facilitated the opening of bank accounts. The opening of bank accounts demand is an increasing function of Gross Domestic Product per capita. The literacy rate contributes to the improvement of financial and banking services. Public and private infrastructures promote decentralization and delocalization of the banking network to smaller cities and rural areas. Institutional reforms work best for increasing the bancarisation rate where financial and banking activities are weak. So, the economic policy to be implemented is to continue the economic and financial reforms and ameliorate the quality of the institutions in the CEMAC region.</p>

scholarly journals Pola Perdagangan Global pada Perusahaan-Perusahaan Berteknologi Tinggi

2021 ◽  
Vol 21 (1) ◽  
pp. 77-94
Author(s):  
Dyah Wulan Sari ◽  
Wenny Restikasari
Keyword(s):  
Generalized Method Of Moments ◽  
High Tech ◽  
Global Trade ◽  
Trade Integration ◽  
Method Of Moment ◽  
Export Intensity ◽  
Firm Level ◽  
Level Data ◽  
Vertical Trade ◽  
Generalized Method Of Moment

This study deals with firm level data of Indonesian high-tech manufacturing industries to determine firm’s production, especially among global trade variables, such as export intensity, vertical trade integration, and two-way trade. This study employs a generalized method of moments (GMM) approach to examine the most important factors of a global trade phenomenon. In the full-sample, the result demonstrates that vertical trade integration and two-way trade are significant determinants on firm’s production while export intensity is not. In ordinary trader sub-sample, export intensity is a significant determinant of firm’s production, whereas in vertical trader sub-sample export intensity is not. ........................................... Penelitian ini menggunakan data tingkat perusahaan pada industri manufaktur berteknologi tinggi di Indonesia untuk menentukan kemampuan produksi suatu perusahaan, dari berbagai variabel perdagangan global, seperti intensitas ekspor, perdagangan vertikal yang terintegrasi, dan perdagangan dua arah terhadap. Penelitian ini menggunakan pendekatan generalized method of moment (GMM) untuk menguji faktor terpenting dari fenomena perdagangan global. Pada sampel penuh, hasil penelitian menunjukkan bahwa perdagangan vertikal yang terintegrasi dan perdagangan dua arah merupakan faktor penentu yang signifikan terhadap kemampuan produksi perusahaan sedangkan intensitas ekspor tidak. Pada sub-sampel pedagang biasa, intensitas ekspor merupakan faktor penentu yang signifikan terhadap kemampuan produksi perusahaan, sedangkan pada sub-sampel pedagang vertikal intensitas ekspor bukan merupaka faktor penentu. 

scholarly journals Protectivity Versus Productivity And Economic Growth: Empirical Evidence From Selected Countries

2011 ◽  
Vol 7 (10) ◽  
Author(s):  
Hamid Shahrestani ◽  
Nahid Kalbasi Anaraki
Keyword(s):  
Economic Growth ◽  
Good Governance ◽  
Country Risk ◽  
Method Of Moment ◽  
Cross Section Data ◽  
Factor Productivity ◽  
Macroeconomic Variables ◽  
Section Data ◽  
Generalized Method Of Moment ◽  
Country Specific

This paper tries to cast light on the effects of terrorism on some macroeconomic variables at the international level. Using the Generalized Method of Moment (GMM) we investigate the effects of terrorism on such variables as GDP growth, foreign direct investment (FDI) and total factor productivity (TFP) with cross section data of 2005 for a sample of both developed and developing countries. The results suggest that terrorism has adversely and significantly affected economic growth, FDI and TFP around the world. In line with Abadie and Gardeazabal (2007) we find that once the effects of other country-specific characteristics such as country risk, good governance, and restrictions on FDI are taken into account these results are still robust.

The impact of foreign direct investment on trade in Pakistan: the moderating role of terrorism

2020 ◽  
Vol 47 (5) ◽  
pp. 1137-1154
Author(s):  
Syed Hasanat Shah ◽  
Hafsa Hasnat ◽  
Delpachitra Sarath
Keyword(s):  
Foreign Direct Investment ◽  
Direct Investment ◽  
Trade Deficit ◽  
Method Of Moment ◽  
Content Type ◽  
The Face ◽  
External Sector ◽  
Generalized Method Of Moment ◽  
The Impact

PurposePakistan suffered with the menace of terrorism for long and become a front line state in the “War on Terror”. Terrorism shattered Pakistan economy and rendered her external sector vulnerable to instability and uncertainties.Design/methodology/approachTherefore, using system generalized method of moment (GMM), this paper investigates the impact of foreign direct investment (FDI) on exports, imports and trade deficit in the face of unabated terrorism in Pakistan.FindingsThe findings of the paper suggest that as terrorism in Pakistan increased, FDI contribution to Pakistan exports decreased while FDI contribution to Pakistan imports significantly increased. Terrorism also disrupted the chain of local production and increased Pakistan reliance on imports. Thus terrorism widened Pakistan trade deficit of Pakistan and expose Pakistan to external imbalances.Originality/valueDespite rise in organized acts of terrorism and its adverse impact on various departments of economy, hardly any study bothers to check its impact on trade and investment nexus. This is the first study of its nature that looks deep down to understand how terrorism affects the relation of major economic variables.

Effectiveness Analysis of Agricultural Protection Policy on Food Supply, Export and Farmer-Welfare in Nigeria: Generalized Method of Moment Approach

2018 ◽  
Vol 1 (1) ◽  
pp. 38-59
Author(s):  
Emmanuel Ejiofor Omeje ◽  
Chukwuemeka John Arene ◽  
Benjamin Chiedozie Okpukpara
Keyword(s):  
Food Supply ◽  
Method Of Moment ◽  
Agricultural Export ◽  
Protection Policy ◽  
Secondary Sources ◽  
Effectiveness Analysis ◽  
Moment Approach ◽  
Generalized Method Of Moment ◽  
Agricultural Food ◽  
Farmer Welfare

This study examined the effectiveness of agricultural protection policy and other macroeconomic variables on food supply, agricultural export, and farmers welfare in Nigeria, from 1980-2016 with a special interest in their relationship with the political economy. The specific objectives were to (i) estimate the degrees of agricultural protection, domestic agricultural food supply and economic welfare to farmers in Nigeria, (ii) determine the effectiveness of agricultural protection on food self-supply, agricultural export; and farmer-welfare. Data were obtained from secondary sources. Descriptive statistics and generalized method of moment (GMM) were used. Nigeria’s self-food supply was slightly above 50% while the rest of the consumption depended on importation. The welfare measure to farmers was relatively poor and not good enough to motivate them. There was a positive and significant relationship between export and agricultural protection. A significant and positive relationship also exists between farmer-welfare and protection in the sector.

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