Search Results - subject:"gmm estimators"

Determinants of social spending in Latin America during and after the Washington consensus : a dynamic panel error-correction model analysis

Martín Mayoral, Fernando; Fernández Sastre, Juan - In: Latin American economic review : LAER ; official … 26 (2017), pp. 1-32

This paper examines the determinants of social spending in Latin America during the period 1990–2012 and how they differed between the years of the Washington Consensus (1990–2000) and the period that followed (2001–2012). Special attention is also paid to the evaluation of convergence...

Persistent link: https://www.econbiz.de/10011885734

Subset-continuous-updating GMM estimators for dynamic panel data models

Ashley, Richard A.; Sun, Xiaojin - In: Econometrics 4 (2016) 4, pp. 1-13

The two-step GMM estimators of Arellano and Bond (1991) and Blundell and Bond (1998) for dynamic panel data models have … computationally feasible variation on these standard two-step GMM estimators by applying the idea of continuous-updating to the … not alter the asymptotic distribution of the two-step GMM estimators, and it therefore retains consistency. Our simulation …

Persistent link: https://www.econbiz.de/10011755350

Bayesian indirect inference and the ABC of GMM

Creel, Michael D.; Gao, Jiti; Hong, Han; Kristensen, Dennis - 2016

Persistent link: https://www.econbiz.de/10011781486

Subset-continuous-updating GMM estimators for dynamic panel data models

Ashley, Richard A.; Sun, Xiaojin - In: Econometrics : open access journal 4 (2016) 4, pp. 1-13

Persistent link: https://www.econbiz.de/10011650481

Bootstrap inference for penalized GMM estimators with oracle properties

Camponovo, Lorenzo - In: Econometric reviews 39 (2020) 4, pp. 362-372

Persistent link: https://www.econbiz.de/10012181428

The effect of FDI on the relationship between fiscal decentralisation and economic growth in Vietnam : empirical evidence from provincial data

Van Bon Nguyen - In: Theoretical economics letters 9 (2019) 6, pp. 2093-2109

Persistent link: https://www.econbiz.de/10012241375

Banking Intermediation and Economic Growth : Some Evidence from MENA Countries

Taha, Zaghdoudi; Anis, Ochi; Hassen, Soltani - In: Advances in management & applied economics 3 (2013) 4, pp. 51-57

In this paper, we’ll try to study the impact of banking intermediation on the economic growth in ten countries in the MENA region over the period 1990–2009 using the method of GMM estimation for dynamic panels. Our results generally show a negative correlation between all variables of...

Persistent link: https://www.econbiz.de/10009759707

How do Islamic versus conventional equity markets react to political risk? : dynamic panel evidence

Ahmed, Walid M. A. - In: International economics : a journal published by CEPII … 156 (2018), pp. 284-304

Persistent link: https://www.econbiz.de/10012027294

How foreign direct investment affects CO2 emission levels in the Chinese manufacturing industry : evidence from panel data

Sung, Bongsuk; Song, Woo-Yong; Park, Sang-Do - In: Economic systems 42 (2018) 2, pp. 320-331

Persistent link: https://www.econbiz.de/10012125613

Examining the link between meetings, incentive, exhibitions, and conventions (MICE) and tourism demand using generalized methods of moments (GMM) : the case of Singapore

Lim, Christine; Zhu, Liang - In: Journal of travel and tourism marketing 35 (2018) 7, pp. 846-855

Persistent link: https://www.econbiz.de/10011941759