Search Results - subject:"generalized method of moments."

The determinants of dual listing decision of firms from ASEAN-5

Bin-Dohry, Awadh Saeed; Hanita Kadir Shahar; Sabki, … - In: Cogent economics & finance 9 (2021) 1, pp. 1-26

theoretical debate raises the need for more empirical studies. As a result, the Generalized Method of Moments (GMM) model was …

Persistent link: https://www.econbiz.de/10013183899

Pricing process in Mexico : new evidence on the inflation dynamics

Loría, Eduardo; Valdez Bonecchi, Gustavo Javier; … - In: Ecos de economía 25 (2021) 52, pp. 4-25

Persistent link: https://www.econbiz.de/10013170705

More efficient estimation of multiplicative panel data models in the presence of serial correlation

Brown, Nicholas; Wooldridge, Jeffrey M. - 2023

for combining our new moment conditions with those that define the FEP estimator to obtain a generalized method of moments …

Persistent link: https://www.econbiz.de/10014451084

Consistent Estimation of Panel Data Sample Selection Models

Baltagi, Badi H.; Jimenez-Martin, Sergi; Labeaga, José M. - 2023

generalized method of moments-instrumental variables estimators in both static as well as dynamic panel data models are …. Furthermore, the first-differenced generalized method of moments estimator uncorrected for sample selection as well as the … for such correlation. Under the same circumstances, the system generalized method of moments estimator adding more moments …

Persistent link: https://www.econbiz.de/10014469396

Environmental tax, carbon emmission and female economic inclusion

Soku, Michael Gift; Amidu, Mohammed; William, Coffie - In: Cogent Business & Management 10 (2023) 2, pp. 1-19

employs a quantitative research method, utilizing the Generalized method of moments (GMM) on a dataset of 65 countries from …

Persistent link: https://www.econbiz.de/10014527326

Improving banks' profitability through income diversification and intellectual capital: The sub-Saharan Africa perspective

Mawutor, John Kwaku Mensah; Boadi, Isaac; Antwi, Samuel; … - In: Cogent Economics & Finance 11 (2023) 2, pp. 1-35

This study explores the impact of revenue diversification and intellectual capital on the performance of sub-Saharan African banks. The study applied a panel regression technique to a data set containing information on 80 banks from 21 countries from 2000 to 2020. Secondary data was collected...

Persistent link: https://www.econbiz.de/10015074709

Nexus between macroeconomic factors and corporate investment : empirical evidence from GCC markets

Farooq, Umar; Tabash, Mosab I.; Hamouri, Basem; Daniel, … - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-15

establishes the empirical analysis by employing the system generalized method of moments (GMM) technique. The empirical results …

Persistent link: https://www.econbiz.de/10013550074

N Moments Optimal Portfolio

UBERTI, PIERPAOLO - 2023

The paper presents a general theoretical framework to include in the portfolio optimization model the moments of the returns distribution up to a generic order N. The proposed approach is a generalization of the standard mean-variance model. The higher order moments are introduced in the...

Persistent link: https://www.econbiz.de/10014353465

Currency Substitution in a World of Looming Retail CBDCs : Suggestive Currency Substitution-Based Evidence

Chen, Hongyi; Siklos, Pierre L. - Hong Kong Institute for Monetary and Financial Research - 2023

with varying degrees of openness. First, we estimate for a panel using Generalized Method of Moments whether the degree of … support those obtained using the Generalized Method of Moments method although the size of the currency substitution effect is …

Persistent link: https://www.econbiz.de/10014354151

Estimation Error and Partial Moments

Nawrocki, David; Viole, Fred - 2023

While partial moments like semivariance, lower and upper partial moments have seen acceptance by both academics and investment professionals, there are some who consider these measures to be ad hoc measures of investment performance. This paper seeks to provide the academic foundation for the...

Persistent link: https://www.econbiz.de/10014354807