Search Results - subject:"Fully modified least squares"

The interactions between COVID-19 cases in the USA, the VIX index and major stock markets

Grima, Simon; Özdemir, Letife; Özen, Ercan; … - In: International Journal of Financial Studies 9 (2021) 2, pp. 1-19

major stock markets. We then subjected this data to the Johansen co-integration test and the fully modified least-squares …

Persistent link: https://www.econbiz.de/10013200351

The interactions between COVID-19 cases in the USA, the VIX index and major stock markets

Grima, Simon; Özdemir, Letife; Özen, Ercan; … - In: International Journal of Financial Studies : open … 9 (2021) 2, pp. 1-19

major stock markets. We then subjected this data to the Johansen co-integration test and the fully modified least-squares …

Persistent link: https://www.econbiz.de/10012545153

The effects of resource rent, human capital and government effectiveness on government health expenditure in organization of the petroleum exporting countries

Nikzadian, Ali; Agheli, Lotfali; Assari Arani, Abbas; … - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 2, pp. 381-389

Persistent link: https://www.econbiz.de/10012027087

The effect of financial liberalization on Malaysian economic growth

Azzouza, Amani - In: Theoretical and applied economics : GAER review 28 (2021) 2/627, pp. 19-32

Persistent link: https://www.econbiz.de/10012693377

The impact of private sector credit on economic growth in Nigeria

Amoo, Ganiyu B. A.; Eboreime, Matthew I.; Adamu, Yusuf; … - In: CBN Journal of Applied Statistics 08 (2017) 2, pp. 1-22

credit in the Nigerian economy for the period 1993:Q1 to 2013:Q4 using fully modified least squares. Findings show that …

Persistent link: https://www.econbiz.de/10011961667

The impact of private sector credit on economic growth in Nigeria

Amoo, Ganiyu B. A.; Eboreime, Matthew I.; Adamu, Yusuf; … - In: CBN journal of applied statistics 8 (2017) 2, pp. 1-22

credit in the Nigerian economy for the period 1993:Q1 to 2013:Q4 using fully modified least squares. Findings show that …

Persistent link: https://www.econbiz.de/10011843545

هيكل الدين العام في الأردن وتأثيره على النمو الاقتصادي (1980 - 2012)

AL-Adayleh, Radi; AL-amro, Hassan; AL-Gralleh, Huthaifa - Volkswirtschaftliche Fakultät, … - 2014

as independent variables and the total debt relative to GDP as the dependent variable, Also Fully modified least squares …

Persistent link: https://www.econbiz.de/10011113883

Demand for international reserves: evidence from East Asia

Nor, Eliza; Azali, M.; Law, Siong Hook - In: American Journal of Finance and Accounting 1 (2009) 3, pp. 297-311

This paper examines the demand for international reserves in nine East Asian economies during the period 1970-2005 using panel cointegration and Fully Modified Ordinary Least Squares (FMOLS). The panel cointegration tests find the existence of a long-run relationship between the demand for...

Persistent link: https://www.econbiz.de/10005048737

Demand for international reserves: evidence from East Asia

Nor, Eliza; Azali, M.; Law, Siong Hook - In: American Journal of Finance and Accounting 1 (2009) 3, pp. 297-311

Persistent link: https://www.econbiz.de/10008539442

Fully Modified IV, GIVE and GMM Estimation with Possibly Non-Stationary Regressions and Instruments

Kitamura, Yuichi; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 1994

This paper develops a general theory of instrumental variables (IV) estimation that allows for both I(1) and I(0) regressors and instruments. The estimation techniques involve an extension of the fully modified (FM) regression procedure that was introduced in earlier work by Phillips-Hansen...

Persistent link: https://www.econbiz.de/10005634719