Results 161 to 170 of about 143,775 (287)

Finite Sample Properties of One-step, Two-step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation [PDF]

This paper compares conventional GMM estimators to empirical likelihood based GMM estimators which employ a semiparametric efficient estimate of the unknown distribution function of the data.
Joachim Inkmann
core  

Semantic indexing using GMM supervectors and tree-structured GMMs

Semantic indexing using GMM supervectors and tree-structured GMMs
identifier:oai:t2r2.star.titech.ac.jp ...
openaire  

Board Governance as a Strategic Mechanism: Carbon Risk and Firm Performance

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT Carbon emissions are a major contributor to global warming and pose significant threats to the environment. In response to the urgency of climate change, firms are under increasing pressure to adopt policies that enhance environmental performance while reducing carbon risk.
Sarmad Ali, Muhammad Farooq, Qadri Al‐Jabri, Hassan Mujtaba Nawaz Saleem   +3 more
wiley   +1 more source

GMM estimation with noncausal instruments under rational expectations [PDF]

There is hope for the generalized method of moments (GMM). Lanne and Saikkonen (2011) show that the GMM estimator is inconsistent, when the instruments are lags of noncausal variables.
Lof, Matthijs
core   +1 more source

Exploring the Interrelationships Among Supply Chain Emissions, Financial Performance, Market Value, and Board Sustainability: An Exploration of the European Landscape

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT National and supranational institutions are establishing emission trading systems and control schemes in an attempt to manage stakeholders' willingness to engage with regulatory systems and reduce greenhouse gas emissions (GHG). Nonetheless, despite the national and supranational focus on carbon neutrality, little research has been centered ...
Daniele Giordino, Martina Panero, Nourah O. Alshaghdali, Judith Petra Koltai   +3 more
wiley   +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

Sustainable Development, Environmental Certification and the Financial Performance of the Road Passenger Transportation Sector

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT Within the framework of sustainable development and environmental policy, environmental certification is regarded as a mechanism through which road passenger transport companies (RPTCs) could mitigate their adverse environmental impacts and attain competitive advantages that may enhance their financial performance.
Jose Antonio Cavero‐Rubio, Monica Gonzalez‐Morales   +1 more
wiley   +1 more source

Governance for Pension Plans' Sustainable Transition: The Moderating Role of Corporate Social Identity

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT Pension plans may either limit their sustainability approach to commercial purposes or adopt governance practices aligned with sustainability principles, thereby strengthening their Corporate Social Identity (CSI). This paper explores the moderating role of CSI in the relationship between traditional corporate governance mechanisms and pension
Elisa Bocchialini, Paola Ferretti, Federica Ielasi   +2 more
wiley   +1 more source

Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters [PDF]

This papers studies and compares the asymptotic bias of GMM and generalized empirical likelihood (GEL) estimators in the presence of estimated nuisance parameters.
Joaquim J. S. Ramalho, Richard Smith, Whitney K. Newey   +2 more
core  

Beyond Symbolism: Examining the Impact of Sustainable Finance on Product Responsibility and the Moderating Role of Board Environmental Expertise—Evidence From UK Non‐Financial Firms

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT Despite the growing emphasis on sustainable finance in today's corporate landscape, its impact on product responsibility remains underexplored, particularly the moderating role of board environmental expertise. This study addresses these gaps by examining non‐financial companies listed on the London Stock Exchange, chosen for the UK's ...
Bright Akwasi Gyamfi, Richard Arhinful, Leviticus Mensah, Hayford Asare Obeng, Simplice A. Asongu   +4 more
wiley   +1 more source