Results 31 to 40 of about 335,692 (188)
On the Interpretation of Instrumental Variables in the Presence of Specification Errors
Econometrics, 2015 The method of instrumental variables (IV) and the generalized method of moments (GMM), and their applications to the estimation of errors-in-variables and simultaneous equations models in econometrics, require data on a sufficient number of instrumental ...
P.A.V.B. Swamy +2 more
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Folia Oeconomica Stetinensia, 2014 This paper examines the application of the so called generalized Student’s t-distribution in modeling the distribution of empirical return rates on selected Warsaw stock exchange indexes.
Purczyńskiz Jan +1 more
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TL-moments of the exponentiated generalized extreme value distribution
Journal of Advanced Research, 2010 TL-moments and LQ-moments of the exponentiated generalized extreme value distribution (EGEV) will be obtained and used to estimate the unknown parameters of the EGEV distribution.
Noura A.T. Abu El-Magd
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Generalized Autoregressive Method of Moments [PDF]
SSRN Electronic Journal, 2015 We introduce a new estimation framework which extends the Generalized Method of Moments (GMM) to settings where a subset of the parameters vary over time with unknown dynamics. To filter out the dynamic path of the time-varying parameter, we approximate the dynamics by an autoregressive process driven by the score of the local GMM criterion function ...
Creal, Drew +3 more
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Factors That Influence Dividend Policy: Do Macroeconomic Factors Matter?
Finance, Accounting and Business AnalysisPurpose: This research examines the effects of macroeconomic variables (money supply, interest rates, inflation, and exchange rates) on the dividend policies of firms in the Ghana Stock Exchange.
Emmanuel Kwame Doffour +3 more
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Investigating the Effects of Financial Inclusion on Economic Growth: A Generalized Method of Moments and Quantile Approach [PDF]
تحقیقات مالیObjectiveFinancial inclusion is a key driver of economic growth. This article examines the impact of financial inclusion on economic growth in middle-income countries. The study measures financial inclusion based on three dimensions: banking penetration,
Akram Ghoreishvandiabrak +3 more
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Factors Affecting Credit Risk of Commercial Banks of Iran with Emphasis on Banking and Macroeconomic Specific Factors [PDF]
Journal of Asset Management and Financing, 2018 As banks’credit risk instability has a critical role on monetary and financial system, this study focuses on factors affecting both specific banking factors and macroeconomics factors on the credit risk of commercial banks in Iran.
Mohammadreza Rostami +2 more
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GMM Estimation of Affine Term Structure Models [PDF]
, 2015 This article investigates parameter estimation of affine term structure models by means of the generalized method of moments. Exact moments of the affine latent process as well as of the yields are obtained by using results derived for p-polynomial ...
Hlouskova, Jaroslava, Sögner, Leopold
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Does the quality of public policies and institutions matter for entrepreneurial activity? Evidences from the European Union’s member states [PDF]
Panoeconomicus, 2016 By using data related to the 15 European Union “old” and “new” Member States, for a time span between 2001 and 2014, the present paper supports the thesis of a positive and significant correlation between the quality of governance and ...
Dima Bogdan +2 more
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, 2019 We propose a verified computation method for partial eigenvalues of a Hermitian generalized eigenproblem. The block Sakurai-Sugiura Hankel method, a contour integral-type eigensolver, can reduce a given eigenproblem into a generalized eigenproblem of ...
Imakura, Akira +2 more
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