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

On the asymptotic distribution of ridge regression estimators using training and test samples

Sengupta, Nandana; Sowell, Fallaw - In: Econometrics : open access journal 8 (2020) 4/39, pp. 1-25

The asymptotic distribution of the linear instrumental variables (IV) estimator with empirically selected ridge regression penalty is characterized. The regularization tuning parameter is selected by splitting the observed data into training and test samples and becomes an estimated parameter...

Persistent link: https://www.econbiz.de/10012312086

European bank's performance and efficiency

Neves, Elisabete Duarte; Gouveia, Maria do Castelo; … - In: Journal of risk and financial management : JRFM 13 (2020) 4/67, pp. 1-17

countries through a dynamic evaluation, in the period between 2011 and 2016. To achieve this aim, the generalized method of … moments estimator technique is used to analyze the influence of some bank-specific characteristics, controlled by management …

Persistent link: https://www.econbiz.de/10012302543

Energy prices, income and electricity consumption in Africa : the role of technological innovation

Owoeye, Taiwo; Olanipekun, Dayo Benedict; Ogunsola, … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 5, pp. 392-400

Persistent link: https://www.econbiz.de/10012506467

Directors' remuneration and performance : evidence from the textile sector of Bangladesh

Akter, Sharmin; Ali, Md. Hossain; Abedin, Md. Thasinul; … - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 6, pp. 265-275

Persistent link: https://www.econbiz.de/10012667953

Diversification, industry concentration, and bank margins : empirical evidence from an emerging South Asian economy

Sarwar, Bilal; Muhammad, Noor; Uz Zaman, Nadeem - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 7, pp. 349-360

Persistent link: https://www.econbiz.de/10012668116

Robust inference in the capital asset pricing model using the multivariate t-distribution

Galea, Manuel; Cademártori Rosso, David; Curci, Roberto; … - In: Journal of risk and financial management : JRFM 13 (2020) 6/123, pp. 1-22

In this paper, we consider asset pricing models under the multivariate t-distribution with finite second moment. Such a distribution, which contains the normal distribution, offers a more flexible framework for modeling asset returns. The main objective of this work is to develop statistical...

Persistent link: https://www.econbiz.de/10012309041

Reinsurance demand and liquidity creation : a search for bi-causality

Desjardins, Denise; Dionne, Georges; Koné, N'Golo - 2020

Persistent link: https://www.econbiz.de/10012232687

Finite-sample corrected inference for two-step GMM in time series

Hwang, Jungbin; Valdés, Gonzalo - 2020

Persistent link: https://www.econbiz.de/10012214073

The conundrum of bank capital structure : empirical evidence from Pakistan

Sarwar, Bilal; Noor, Muhammad; Uz Zaman, Nadeem; Ur … - In: Cogent economics & finance 8 (2020) 1, pp. 1-20

This paper aims to analyze factors explaining the capital structure puzzle in the banking sector of Pakistan. Capital Adequacy Ratio (CAR) is used as a proxy for bank capital structure. Secondary data has been collected from the publications of the State Bank of Pakistan and the annual reports...

Persistent link: https://www.econbiz.de/10013179668

The Calvo parameter revisited : an unbiased insight

Elminejad, Ali - In: Applied economics letters 32 (2025) 2, pp. 210-217

Persistent link: https://www.econbiz.de/10015195247