Penaksiran Generalized Method of Moments dengan Penggunaan Metode Marquardt-Levenberg

Nurul Mukhlisah Abdal(1*), Wahyudin Nur(2), Ainun Mawaddah Abdal(3),

(1) Universitas Negeri Makassar
(2) Universitas Sulawesi Barat
(3) Universitas Hasanuddin
(*) Corresponding Author




DOI: https://doi.org/10.26858/ijfs.v6i1.13943

Abstract


Generalized Method of Moments is a method for estimating parameters using sample moments. GMM is used by the researcher particularly in economics to determine econometrical models which their distribution function is hardly known. Not only for economics, but GMM also is useful for agriculture, transportation, health care, etc. Research methodology for this article is review of literature. This article describes the combination of GMM and Marquardt-Levenberg algorithm along with the example of its use

Keywords


Generalized Method of Moments, GMM, Marquardt-Levenberg algorithm, parameter estimation

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References


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This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.



Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.