Sökning: "GMM method"

Visar resultat 16 - 20 av 39 uppsatser innehållade orden GMM method.

  1. 16. The New Keynesian Phillips Curve in a Swedish context

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Alexandra Rojas Mullor; [2018]
    Nyckelord :New Keynesian Phillips Curve; inflation; marginal cost; output gap; Business and Economics;

    Sammanfattning : This paper investigates if inflation dynamics in Sweden can be properly modelled by the New Keynesian Phillips Curve (NKPC). Four versions of the NKPC are tested on quarterly data between 1995 and 2016 using Generalized Method of Moments (GMM) as the estimation method. LÄS MER

  3. 17. Evaluation of Text-Independent and Closed-Set Speaker Identification Systems

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Berk Gedik; [2018]
    Nyckelord :;

    Sammanfattning : Speaker recognition is the task of recognizing a speaker of a given speech record and it has wide application areas. In this thesis, various machine learning models such as Gaussian Mixture Model (GMM), k-Nearest Neighbor(k-NN) Model and Support Vector Machines (SVM) and feature extraction methods such as Mel-Frequency Cepstral Coefficients (MFCC) and Linear Predictive Cepstral Coefficients (LPCC) are investigated for the speaker recognition task. LÄS MER

  4. 18. Half-panel jackknife estimation of GMM models with fixed effects

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Adrian Mehic; [2018]
    Nyckelord :econometrics; dynamic panel data; jackknife; Business and Economics;

    Sammanfattning : In empirical economics, the generalized method of moments (GMM) is one of the most widely used methods for estimating models with fixed effects, such as the dynamic panel model. For the dynamic panel model, the two most widely used GMM-based estimators are the so-called difference GMM and system GMM estimators. LÄS MER

  5. 19. Income inequality regression models with applications

    Magister-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Adrian Mehic; [2017]
    Nyckelord :dynamic panel data; income inequality; endogenity; Gini coefficient; Mathematics and Statistics;

    Sammanfattning : This thesis addresses three topics in income inequality. First, a cross- sectional dataset of 30 countries is used to investigate the causes of between- country differences in income inequality. Secondly, a panel of the same countries is used to examine the drivers behind the change in inequality between 1985 and 2013. LÄS MER

  7. 20. Short-Term Interest Rate Models: An Application of Different Models in Multiple Countries

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Yajie Zhao; Boru Wang; [2017]
    Nyckelord :The Vasicek model; the CIR model; General Method of Moments.; Business and Economics;

    Sammanfattning : The purpose of this study is to compare the different short-term interest rate models, and to identify the better model within multiple countries. We selected three different types of data from the United States, the United Kingdom, and New Zealand. LÄS MER