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What is Generalized Method of Moments (GMM)

Handbook of Research on Global Business Opportunities
An econometric method for estimating parameters in statistical models where the maximum likelihood estimation is not applicable.
Published in Chapter:
Do Nonperforming Assets Alone Determine Bank Performance?
Rituparna Das (Faculty of Policy Science, National Law University, India)
Copyright: © 2015 |Pages: 19
DOI: 10.4018/978-1-4666-6551-4.ch024
Abstract
The post-crisis period in India witnessed economic slowdown consequent upon economy wide loan default in the infrastructure, real estate, and construction sectors. The asset quality problem of the Indian commercial banks became so acute that many of the weak banks were to be merged with strong banks in the interest of the depositors in order to arrest any contagion effect. The old generation private sector banks in India do not have government patronage or continuing support of the founder communities. This chapter analyzes the key financial ratios of these banks and tries to find out whether nonperforming assets are the sole determinants of the performances of these banks.
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Corruption, Economic Development, and Insecurity in Colombia
An estimation technique of static parameters that allow the interpretation and analysis of majority of estimation methods in dynamic panel data.
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Impact of Information and Communication Readiness on the Tourism Industry: A Dynamic GMM Approach
Generalized method of moments (GMM) is a generic method for estimating parameters in statistical models. Usually it is applied in the context of semiparametric models, where the parameter of interest is finite-dimensional, whereas the full shape of the data's distribution function may not be known, and therefore maximum likelihood estimation is not applicable.
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