Results 71 to 80 of about 39,652 (196)

First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study [PDF]

This paper compares the performances of the generalized method of moments (GMM) estimator of dynamic panel data model wherein unobserved individual effects are removed by the forward orthogonal deviation or the first difference.
Kazuhiko Hayakawa
core  

Corporate Cash Holdings and Adjustment Behaviour in Chinese Firms: An Empirical Analysis Using Generalized Method of Moments

, 2015
This study is intended to find out the motives of cash holding in Chinese firms and theories associated with these motives. The study is unique because it not only estimates the adjustment speed of corporate cash holdings but also discuss several firm ...
Ajid ur Rehman, M. Wang
semanticscholar   +1 more source

"Asymptotic Expansions of the Distributions of Semi-Parametric Estimators in a Linear Simultaneous Equations System" [PDF]

Asymptotic expansions are made of the distributions of a class of semi-parametric estimators including the Maximum Empirical Likelihood (MEL) method and the Generalized Method of Moments (GMM) for the coefficients of a single structural equation in the ...
Naoto Kunitomo, Yukitoshi Matsushita
core  

Assessing GMM Estimates of the Federal Reserve Reaction Function [PDF]

Estimating a forward-looking monetary policy rule by the Generalized Method of Moments (GMM) has become a popular approach since the influential paper by Clarida, Gali, and Gertler (1998).
Clémentine Florens, Eric Jondeau, Hervé Le Bihan   +2 more
core   +3 more sources

Robust Small Sample Accurate Inference in Moment Condition Models [PDF]

Procedures based on the Generalized Method of Moments (GMM) (Hansen, 1982) are basic tools in modern econometrics. In most cases, the theory available for making inference with these procedures is based on first order asymptotic theory.
Elvezio Ronchetti, Serigne N. Lo
core  

Impacts of the U.S.-Central America-Dominican Republic Free Trade Agreement (CAFTA-DR) on U.S. Fruit Exports - the Apple Case [PDF]

The U.S.-Central America-Dominican Republic Free Trade Agreement (CAFTA-DR) levels the playing field of trade between the United States and the six CAFTA-DR partner countries. Half of U.S. farm products gain immediate tariff-free access to the markets of
Ames, Glenn C.W., Epperson, James E., Fu, Shengfei   +2 more
core   +1 more source

The relationship between financial stability and transparency in social-environmental policies [PDF]

EconomiA
Purpose – This work analyzes, through social-environmental reports, whether banks with higher transparency in social-environmental policies better safeguard financial stability in Brazil.
Claudio De Moraes, André Pinto Bandeira de Mello   +1 more
doaj   +1 more source

GMM Estimation with Noncausal Instruments [PDF]

Lagged variables are often used as instruments when the generalized method of moments (GMM) is applied to time series data. We show that if these variables follow noncausal autoregressive processes, their lags are not valid instruments and the GMM ...
Lanne, Markku, Saikkonen, Pentti
core   +1 more source

Determinan Permintaan Pariwisata di ASEAN (Analisis Data Panel Dinamis 2000-2015) [Tourism Demand Determinants in ASEAN (Dynamic Panel Data Analysis 2000-2015)]

DeReMa (Development Research of Management): Jurnal Manajemen, 2018
The purpose of this study is to examine the determinants of tourism demands in ASEAN during the period of 2000-2015. This study uses Generalized Method of Moments (GMM) to measure the impact of tourism price, infrastructure, health, openness, government ...
Christina Ruth Elisabeth
doaj   +1 more source