Bayesian generalized method of moments [PDF]
Bayesian Analysis, 2009 We propose the Bayesian generalized method of moments (GMM), which is particularly useful when likelihood-based methods are difficult. By deriving the moments and concatenating them together, we build up a weighted quadratic objective function in the GMM framework.
Yin, G
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Evaluating the Efficiency and Robustness of Beta and Stochastic Discount Factor Methods in Iranian Stock Market [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2022 Extensive applications of asset pricing in the fields of finance and economics lead to an increasing importance of this issue, which has attracted more attentions of researchers in theoretical and empirical aspects. Due to this issue, the main purpose of
Hossein Talakesh Naeini +3 more
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An Analysis of the Interaction Between Monetary and Fiscal Policies in Brazil [PDF]
PSL Quarterly Review, 2019 This paper examines monetary and fiscal policy rules in Brazil for the period 2003-2014, based on a New Keynesian Macro Model estimated via GMM System.
Lívia Carolina Machado Melo +1 more
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Analyzing determinants of poverty in Central Java with Generalized Method of Moments [PDF]
Industrija, 2023 The purpose of this study is to examine determinants of poverty in regencies/cities in Central Java. This study examined poverty, investment, savings, and infrastructure as the research variables by focusing on the vicious cycle of poverty.
Yesi Elisandi Dian Natalia +2 more
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The determinants of dual listing decision of firms from ASEAN-5
Cogent Economics & Finance, 2021 This study aims to examine the determinants that encouraged firms to have a dual listing. Practically, there is a noticeable lack of empirical evidence, as well as the situation of the ASEAN markets integration which is going against the theoretical ...
Awadh Saeed Bin-Dohry +2 more
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Impact of Institutional Reforms on Export Diversification in Selected Developing Countries [PDF]
مدلسازی اقتصادسنجی, 2022 Positive role of institutional reforms on economic growth and productivity has been proven. Researchers are now focusing on the factors such as R&D, export diversification and innovation influencing this relationship.
Mohammad Fardin Harighi +2 more
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Generalized Method of Moments and Inverse Control [PDF]
SSRN Electronic Journal, 2007 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gregory Erin Givens, Michael K. Salemi
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The Effect of Political Instability on Bank Profitability: Evidence from Ethiopia
JISR Management and Social Sciences & Economics, 2021 The study aims to examine the effect of political instability on Bank profitability. To achieve this object, the researcher used the World Bank database and data from annual audit financial statements of 15 selected commercial Banks for the period 2012 ...
Mengistu Nega Lakew
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The effect of stock market liquidity on the market power of banks [PDF]
سیاستگذاری اقتصادی, 2023 Introduction: Banks and capital markets play important roles in the global economy, especially through financing. Recent innovations and increased liberalization in the financial system have led to less disparity of banks and capital markets ...
Mostafa Sargolzaei +2 more
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Investigating Energy Intensity Convergence in the Iranian Manufacturing Industries [PDF]
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2020 Air pollution concerns, climate change, and sustainable development necessitate the discussion of the dynamics of energy intensity. Nowadays, energy convergence is widely used as a tool for considering the dynamics of energy intensity.
Zahra Dehghan Shabani +2 more
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