Results 21 to 30 of about 39,652 (196)
Higher Order Mean Squared Error of Generalized Method of Moments Estimators for Nonlinear Models
Discrete Dynamics in Nature and Society, 2014 Generalized method of moments (GMM) has been widely applied for estimation of nonlinear models in economics and finance. Although generalized method of moments has good asymptotic properties under fairly moderate regularity conditions, its finite sample ...
Yi Hu +3 more
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GMM Estimation of a Partially Linear Additive Spatial Error Model
Mathematics, 2021 This article presents a partially linear additive spatial error model (PLASEM) specification and its corresponding generalized method of moments (GMM).
Jianbao Chen, Suli Cheng
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Energy Reports, 2019 We use a panel data set of 193 countries over 1990–2017 period, by employ the Seemingly unrelated regression (SUR), three stage least squares regression (3SLS), dynamic model two-step generalized method of moments and two-step system generalized method ...
Sher Khan +2 more
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Fiscal decentralization, economic growth, and human development: Empirical evidence
Cogent Economics & Finance, 2022 The objective of this paper is to examine the simultaneous relationship between fiscal decentralization, economic growth, and human development using the panel data of 18 countries over the 2011–2017 period.
Nguyen Thanh Hung, Su Dinh Thanh
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Johansen’s Reduced Rank Estimator Is GMM
Econometrics, 2018 The generalized method of moments (GMM) estimator of the reduced-rank regression model is derived under the assumption of conditional homoscedasticity.
Bruce E. Hansen
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Investigating the effect of trust on economic growth in developed and developing countries (Generalized Method of Moments (GMM)) [PDF]
مجله توسعه و سرمایه, 2022 Objective: According to studies, one of the main determinants of economic growth and development is social capital, which has different components. One of the main components of social capital is "trust", which is an essential aspect of economic and ...
Afson Rahimi +2 more
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SELECTION MOMENTS AND GENERALIZED METHOD OF MOMENTS FOR HETEROSKEDASTIC MODELS [PDF]
Economica, 2016 In this paper, the authors describe the selection methods for moments and the application of the generalized moments method for the heteroskedastic models. The utility of GMM estimators is found in the study of the financial market models.
Constantin ANGHELACHE +2 more
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, 2017 The study examines the factors influencing auditor independence among listed companies in Nigeria. A sample of 65 firms out of the 194 listed on the Nigerian Stock Exchange (NSE) were purposively selected for analysis, these comprise 14 money deposit ...
M. Salawu
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Determinants of Supply of and Demand for Trade Credit: Static and Dynamic Approaches [PDF]
مجله دانش حسابداری, 2020 Objective: One of the short-term financing methods that have received less attention in domestic research is the use of trade credit in financing. In this study, the impacts of some financial variables in firms on the supply of and demand for trade ...
Abbas Aflatooni (Ph.D), Mohammad Norouzi
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Investigation of the Effects of Ownership Structure on Firms Value: Evidence from Tehran Stock Market [PDF]
تحقیقات مالی, 2013 Privatization advocates believe that transfer to private sector increases firm’s performance and value, business environment, and therefore economic growth and welfare improves.
Sasan Mehrani +3 more
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