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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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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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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IJEBD (International Journal of Entrepreneurship and Business Development), 2022 Purpose: High growth is expected to overcome various economic problems. Therefore, various efforts have been made by the government in synergy with other related institutions as a form of optimization of economic growth. That is why economic growth is an important indicator for the development of a country.
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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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Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators [PDF]
, 2018 I propose a nonparametric iid bootstrap that achieves asymptotic refinements for t tests and confidence intervals based on GMM estimators even when the model is misspecified.
Seojeong Lee
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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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Corporate social responsibility performance, reporting and generalized methods of moments (GMM): A structured review of corporate governance determinants and firms financial consequences [PDF]
Corporate Ownership and Control, 2022 In line with the business case argument for corporate social responsibility (CSR), CSR performance and reporting should lead to positive firms’ financial outputs. As CSR issues may be linked with greenwashing behavior and self-impression management, effective corporate governance as a monitoring tool should increase CSR reporting and performance. While
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Journal of Econometrics, 2018 According to the conventional asymptotic theory, the two-step Generalized Method of Moments (GMM) estimator and test perform as least as well as the one-step estimator and test in large samples.
Jungbin Hwang, Yixiao Sun
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