Search Results - subject:"generalised method of Moments"

Does Public Investment Boost Economic Growth? Evidence from An Open-Economy Macro Model for India

Pal, Soubarna - Economics Section, Cardiff Business School - 2008

Using annual data for India for the period 1984-2003 and employing parametric technique (GMM), the present paper jointly determines GDP growth, real exchange rate and net foreign assets in Indian economy. There is evidence that public investment exerts a significant influence on real exchange...

Persistent link: https://www.econbiz.de/10005212012

Stock market development, banks and firms growth: empirical evidence from Saudi Arabia

Masoud, Najeb; Hardaker, Glenn - In: American Journal of Finance and Accounting 3 (2014) 2/3/4, pp. 185-216

This study provides new and updated empirical investigation on the effect of stock market development, banks development and firms growth using Saudi Arabia industrial firm-level data set for the period 1995-2013 and applying GMM, MG techniques model developed for dynamic panels. The econometric...

Persistent link: https://www.econbiz.de/10010761799

Impact of foreign direct investment on economic growth in CEMAC region: an analysis of transmission mechanisms

Nkoa, Bruno Emmanuel Ongo - In: International Journal of Sustainable Economy 6 (2014) 4, pp. 303-326

The aims of this paper are firstly to access the contribution of foreign direct investment (FDI) to economic growth in countries of the countries CEMAC region, and secondly to show how these foreign investments contribute to the growth of the CEMAC. The basic theory is that of endogenous growth....

Persistent link: https://www.econbiz.de/10010944793

Climate change and agricultural productivity in sub-Saharan Africa : a spatial sample selection model

Ward, Patrick; Florax, Raymond J. G. M.; … - In: European review of agricultural economics : ERAE 41 (2014) 2, pp. 199-226

Persistent link: https://www.econbiz.de/10010426630

Assessing the impacts of food and non-food grants on poverty alleviation in the Philippines : the case of Pasay City

Conchada, Mitzie Irene P.; Rivera, John Paolo R. - In: Malaysian journal of economic studies 50 (2013) 1, pp. 53-78

Persistent link: https://www.econbiz.de/10010244137

Understanding interactions in social networks and committees

Bhattacharjee, Arnab; Holly, Sean - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 1, pp. 23-53

Persistent link: https://www.econbiz.de/10009723151

Unit roots: Identification and testing in micro panels

Bond, Stephen; Nauges, Céline; Windmeijer, Frank - 2005

We consider a number of unit root tests for micro panels where the number of individuals is typically large, but the number of time periods is often very small. As we discuss, the presence of a unit root is closely related to the identification of parameters of interest in this context....

Persistent link: https://www.econbiz.de/10010318498

Examining private investment heterogeneity: Evidence from a dynamic panel

Luintel, Kul B.; Mavrotas, George - 2005

We investigate domestic private investment behaviour in a panel of 24 low-income and middle-income countries spanning a period of 1981-2000. The paper rigorously addresses (i) the cross-country heterogeneity in private investment behaviour, and (ii) endogeneity. Indicators of financial sector...

Persistent link: https://www.econbiz.de/10010279263

Unit roots: identification and testing in micro panels

Bond, Steve; Nauges, Céline; Windmeijer, Frank - Centre for Microdata Methods and Practice (CEMMAP) - 2005

consider, and discusses (under)identification in the unit root case for both Generalised Method of Moments (GMM) and Maximum … Method of Moments, Identification, Unit Root Tests ∗ Acknowledgments: We would like to thank Min Ahn, Manuel Arellano …-tests based on ordinary least squares estimators perform particularly well. JEL Classification: C12, C23 Key Words: Generalised …

Persistent link: https://www.econbiz.de/10005811460

Examining Private Investment Heterogeneity: Evidence from a Dynamic Panel

Luintel, Kul B.; Mavrotas, George - World Institute for Development Economic Research … - 2005

Persistent link: https://www.econbiz.de/10005031894