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In econometrics and statistics, the 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.
Firstly, the model parameters and the () can be randomly initialized. In the E-step, the algorithm tries to guess the value of () based on the parameters, while in the M-step, the algorithm updates the value of the model parameters based on the guess of () of the E-step. These two steps are repeated until convergence is reached.
With several coauthors such as Kenneth J. Singleton, Scott F. Richard, and Robert Hodrick, Hansen applied GMM to study models of asset valuation. Together with Ravi Jagannathan he showed that the ratio of any stochastic discount factor 's standard deviation to its mean is at least as great as any asset's Sharpe ratio ; this result is known as ...
In statistics, a generalized estimating equation (GEE) is used to estimate the parameters of a generalized linear model with a possible unmeasured correlation between observations from different timepoints.
Marketing mix modeling (MMM) is an analytical approach that uses historic information to quantify impact of marketing activities on sales. Example information that can be used are syndicated point-of-sale data (aggregated collection of product retail sales activity across a chosen set of parameters, like category of product or geographic market) and companies’ internal data.
With CFP positioning on the line in many of these games, here is how to watch all of the action today that will shape the playoff.
Crossing the Chasm: Marketing and Selling High-Tech Products to Mainstream Customers or simply Crossing the Chasm (1991, revised 1999 and 2014), is a marketing book by Geoffrey A. Moore that examines the market dynamics faced by innovative new products, with a particular focus on the "chasm" or adoption gap that lies between early and mainstream markets.
Every year, celebrities try to capitalize on the holiday season by releasing festive music. Singers like Mariah Carey, Ariana Grande, and Michael Bublé managed to perfect the cheesy art form ...