Search Results - subject:"GMM Estimation."

Is illiquidity priced in an international factor pricing model? : a dynamic panel data application with robust IV

Racicot, François-Éric; Rentz, William F.; Théoret, … - 2025

Persistent link: https://www.econbiz.de/10015337872

ESG investing and the performance of JSE-listed real estate firms : a system GMM approach

Kitulazzi, David; Ametefe, Frank Kwakutse; Karimu, Amin; … - In: Journal of property investment & finance 43 (2025) 2, pp. 222-243

Persistent link: https://www.econbiz.de/10015404120

Does institutional framework shape the corporate social responsibility?

Orazayeva, Assem; Arslan, Muhammad - In: International journal of business environment : IJBE 16 (2025) 2, pp. 225-244

Persistent link: https://www.econbiz.de/10015408053

Does managerial pay depend on financial performance, organisational characteristics, and governance? : Evidence from the Indian manufacturing sector

Pal, Brajaballav; Das, Sanjib; Roy, Poulomi - In: International journal of business governance and ethics … 19 (2025) 3/4, pp. 388-405

Persistent link: https://www.econbiz.de/10015408445

The implementation of IFRS9 in Gulf banks : using the GMM and the difference-in-differences with multiple time periods approaches

Abuaddous, Murad - In: Journal of Islamic accounting and business research 16 (2025) 1, pp. 125-146

Persistent link: https://www.econbiz.de/10015414642

Effectiveness of agricultural supports across OECD and selected countries under the WTO spell

Baştan, Emine Meltem; Songül, Hüseyin - In: International journal of food and agricultural … 7 (2019) 4, pp. 303-311

Persistent link: https://www.econbiz.de/10012267994

Doing safe by doing good : ESG investing and corporate social responsibility in the U.S. and Europe

Bannier, Christina E.; Bofinger, Yannik; Rock, Björn - 2019

This paper examines the profitability of investing according to environmental, social and governance (ESG) criteria in the U.S. and Europe. Based on data from 2003 to 2017, we show that a portfolio long in stocks with the highest ESG scores and short in those with the lowest scores yields a...

Persistent link: https://www.econbiz.de/10012025370

Asymptotics for GMM Estimators with Weak Instruments

Stock, James H.; Wright, Jonathan H. - 2022

regression and GMM estimation of Euler equations obtained from the consumption-based capital asset pricing model with power …

Persistent link: https://www.econbiz.de/10014158848

Targeting Moments for Calibration Compared with Indirect Inference

Meenagh, David; Minford, Patrick; Xu, Yongdeng - 2022

A common practice in estimating parameters in DSGE models is to nd a set that when simulated gets close to an average of certain data moments; the model s simulated performance for other moments is then compared to the data for these as an informal test of the model. We call this procedure...

Persistent link: https://www.econbiz.de/10014077516

Profile GMM Estimation of Panel Data Models with Interactive Fixed Effects

Hong, Shengjie; Su, Liangjun; Jiang, Tao - 2022

with the idiosyncratic error terms. We propose a two-step profile GMM estimation procedure to estimate the parameters of …-norm-regularization (NNR) based profile GMM procedure. In the second step, via an iterative procedure, we conduct post-NNR profile GMM … estimation of the slope coefficient, factors, and factor loadings, with an improved convergence rate for the estimate of the …

Persistent link: https://www.econbiz.de/10014077905