Search Results - subject_exact:"Momentenmethode"

Energy sources diversification towards achieving energy independence

Karlibaeva, Raya; Matkarimov, Feruz; Isaev, Fakhriddin; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015617193

A new IV estimator of a panel VAR(p) model

Mehic, Adrian; Nordström, Marcus - 2026

We propose a novel dynamic panel estimator. Different from the commonly used difference and system GMM, our proposed estimator requires only one of the crosssectional dimension (N) or the time dimension (T) to grow large to be asymptotically unbiased. This improves reliability in panels with...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015618071

Estimation and inference for stochastic volatility models with heavy-tailed distributions

Rodriguez Rondon, Gabriel; Dufour, Jean-Marie; Ahsan, Nazmul - 2026 - Last updated: March 6, 2026

Statistical inference-both estimation and testing-for stochastic volatility (SV) models is known to be challenging and computationally demanding. We propose simple and efficient estimators for SV models with conditionally heavy-tailed error distributions, particularly the Student's t and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015612285

Copula joint estimation for spatial dynamic panel data models with endogeneity issues

Lin, Yanli; Song, Yichun - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015554930

Household preferences in an emerging economy : robust estimates of discount factor and coefficient of relative risk aversion for Pakistan

Ahmed, Waqas; Rehman, Muhammad; Iqbal, Javed; Sheraz, Sahar - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015586903

Systemic operational risk in Morocco's banking sector : an empirical analysis using panel VAR

El Khadi, Kawtar; Firano, Zakaria - 2026

This study examines the systemic operational risk in Morocco's banking sector using a Panel VAR model based on data from three banks over ten years. The model includes real GDP, interbank rate (TMP), and bank credit, alongside indicators of operational, credit, and liquidity risks. The Impulse...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015591384

Estimating the New Keynesian Phillips Curve in Vietnam

Hung, Trinh Phuc; Vasilev, Aleksandar - 2026

This research aimed to identify existence of a New Keynesian Phillips Curve in Vietnam. The examined period was 2012Q2 - 2025Q2, using secondary macroeconomics data and the Generalised Moments Method at 95% level of confidence. The dependent variables were price inflation and wage inflation,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015604707

Effect of inflation on insurers' main financial indicators with panel data in the US P&C insurance industry

Dionne, Georges; Desjardins, Denise - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015604941

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Effect of inflation on insurers' main financial indicators with panel data in the US P&C insurance industry

Dionne, Georges; Desjardins, Denise - 2025

Book / Working Paper

Trade, growth, and logistics performance : dynamic and distributional insights into the drivers of CO₂ emissions in the Mediterranean Basin

Katrakylidis, Ioannis; Athanasenas, Athanasios; Madas, … - 2026

This paper examines how logistics performance conditions the relationship between trade openness, economic growth and per capita CO₂ emissions in Mediterranean economies. Using an unbalanced panel of 20 countries over the period 2007-2022, we combine static fixed-effects, dynamic panel...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015626012

Capacity of innovation and entrepreneurship development in Africa : does institutional quality matter?

Abdulai, Alhaji; Hussain, N. Raja; Queku, Yaw Ndori - 2026

This paper investigates the interacting role of institutional quality in the capacity of innovation and entrepreneurship development nexus in Africa. The paper operationalises the entrepreneurship development from the perspective of new venture creation in Africa, while innovation is based on an...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015626663

FDI and corruption : panel evidence from EU member states

Mance, Davor; Trbojević, Mara; Balaž, Davorin - 2026

This paper examines the relationship between corruption and foreign direct investment (FDI) inflows in European Union member states using a dynamic panel framework. Using an unbalanced EU panel from 2002 to 2022 and an Arellano-Bond difference-GMM specification, we model inward FDI inflows per...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628392

Plausible GMM : a quasi-Bayesian approach

Chernozhukov, Victor; Hansen, Christian; Kong, Lingwei; … - 2026

Structural estimation in economics often makes use of models formulated in terms of moment conditions. While these moment conditions are generally well-motivated, it is often unknown whether the moment restrictions hold exactly. We consider a framework where researchers model their belief about...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643933

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Plausible GMM : a quasi-bayesian approach

Chernozhukov, Victor; Hansen, Christian; Kong, Lingwei; … - 2025 - Date: June 30, 2025

Edition: Date: June 30, 2025

Book / Working Paper

Plausible GMM : a quasi-Bayesian approach

Chernozhukov, Victor; Hansen, Christian; Kong, Lingwei; … - 2025

Book / Working Paper

Is inference conditional on not rejecting a pre-test less reliable than unconditional inference?

Chaisemartin, Clément de; D'Haultfœuille, Xavier - 2026

Assume that an estimator is asymptotically normal for a target parameter under some conditions. Suppose also that one can test these conditions, and one conducts inference for the target only if the pre-test is not rejected. Does such pre-testing undermine inference? We show that if the tested...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015644454

On causal inference with model-based outcomes

Arkhangelsky, Dmitry; Yanagimoto, Kazuharu; Zohar, Tom - 2026

We study the estimation of causal effects on group-level parameters identified from microdata (e.g., child penalties). We demonstrate that standard one-step methods (such as pooled OLS and IV regressions) are generally inconsistent due to an endogenous weighting bias, where the policy affects...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015650738

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On causal inference with modelbased outcomes

Arkhangelsky, Dmitry; Yanagimoto, Kazuharu; Zohar, Tom - 2026

Book / Working Paper

On causal inference with model-based outcomes

Arkhangelsky, Dmitry; Yanagimoto, Kazuharu; Zohar, Tom - 2025

Book / Working Paper

Banking sector stability and economic growth in Ethiopia : the two-step system GMM analysis

Geremew, Daba; Muhammed, Seid; Emese, Prihoda - 2026

This study investigates the relationship between banking sector stability and economic growth in Ethiopia, employing a dynamic panel data approach with the Two-Step System Generalized Method of Moments (GMM). The analysis uses a balanced dataset from 13 Ethiopian commercial banks covering 2014...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015652217

Examining the connection between financial inclusion and income inequality in Indonesia

Paidi, Paidi - 2026

This study examines the impact of financial inclusion on income inequality across 33 provinces in Indonesia from 2015 to 2023, while controlling for human development and investment-related factors. Specifically, it investigates the effects of the Financial Inclusion Index (FII), Human...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015633304

Corporate social responsibility and bank stability in Vietnam : novel insights from a method of moments quantile regression approach

Do, Thi Mong Thuong; Le, Tu D. Q.; Ngo, Thanh; Van, Cap Huy - 2026

This study investigates the relationship between corporate social responsibility (CSR) and bank stability in Vietnam from 2016 to 2022 using the method of moments quantile ref gression (MMQR). The results show a U-shaped relationship between CSR and bank stability at location-based and across...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015633704

The impact of innovation on economic growth : a dynamic panel data analysis using system GMM approach

Koç, Şerife; Uctu, Ramazan; Essop, Hassan; Mercan, Birol - 2026

The theoretical and empirical evidence that innovation activities positively affect the economic performance of countries is overwhelming. However, since innovation rates vary across countries, the positive impact of innovation activities also varies across countries. As a result, it is crucial...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015637272

SLIM: stochastic learning and inference in overidentified models

Chen, Xiaohong; Kim, Min Seong; Lee, Sokbae; Seo, Myung Hwan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015616937

The role of schooling in human capital production functions : estimation challenges and insights

Murillo Huertas, Inés P.; Raymond, Josep Lluís - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015546634

Geopolitical risk and its influence on Egyptian non-financial firms' performance : the moderating role of FinTech

Abu Khalaf, Bashar K.; AlQahtani, Munirah; Al-Naimi, … - 2025

This study investigates the impact of geopolitical risk, firm characteristics, and macroeconomic variables on the performance of non-financial firms listed on the Egyptian Stock Exchange. The study analyzes a panel dataset consisting of 182 Egyptian firms over the period 2014-2023. Using the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015547367

Analyzing the relationship between healthcare quality and patient satisfaction in the case of Spain : some panel data evidence

Ortega Perals, Paula; Cruz Rambaud, Salvador; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015117935

Institutions and disaster losses in lower-middle-income countries: a dynamic panel data approach

Abina V P; Rajeev, Meenakshi - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015619038

Moment matching for Bayesian inference in the baseline New-Keynesian model

Jang, Tae-Seok; Sacht, Stephen - 2025

Contrary to claims in studies on financial economics, a sparse database often obscures the identification of parameters in macroeconomic models. These identification problems originate from the poorly defined mapping between a structural model and reduced-form parameters. Hence, researchers rely...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015372746

Improving momentum returns using generalized linear models

Zeng, Hui; Marshall, Ben R.; Nguyen, Nhut; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015374825

The COVID-19 pandemic and European trade patterns : a sectoral analysis

Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338008

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The Covid-19 pandemic and European trade patterns : a sectoral analysis

Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2022

Book / Working Paper

Enduring inequalities : analyzing energy poverty inertia across k-means clusters

Budría, Santiago; Bravo Chew, Leslie - 2025

Evidence on how energy poverty persistence and vulnerability to key factors are distributed across different population groups remains scarce. This paper seeks to bridge this gap by analyzing the dynamics and determinants of energy poverty within population clusters. The significance of the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338720

Empirical determinants of momentum : a perspective using international data

Goyal, Amit; Jegadeesh, Narasimhan; Subrahmanyam, Avanidhar - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015357641

Optimal maximin GMM tests for sphericity in latent factor analysis of short panels

Fortin, Alain-Philippe; Gagliardini, Patrick; Scaillet, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015358019

Double robust inference for continuous updating GMM

Kleibergen, Frank; Zhan, Zhaoguo - 2025

We propose the double robust Lagrange multiplier (DRLM) statistic for testing hypotheses specified on the minimizer of the population continuous updating objective function. The (bounding) χ2 limiting distribution of the DRLM statistic is robust to both misspecification and weak identification,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015190343

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Double robust inference for continuous updating GMM

Kleibergen, Frank - 2021

Book / Working Paper

Are natural disasters stumbling blocks to carbon inequality mitigation? : a global perspective

Dong, Kangyin; Zhao, Congyu; Nepal, Rabindra; Zander, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015175623

Simple estimation of semiparametric models with measurement errors

Evdokimov, Kirill S.; Zeleneev, Andrei - 2025 - This version: November 28, 2024

We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015178608

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Simple estimation of semiparametric models with measurement errors

Evdokimov, Kirill S.; Zeleneev, Andrei - 2024 - This version: March 15, 2024

Edition: This version: March 15, 2024

Book / Working Paper

Simple estimation of semiparametric models with measurement errors

Evdokimov, Kirill S.; Zeleneev, Andrei - 2022 - This version: 2022/02/22

Edition: This version: 2022/02/22

Book / Working Paper

Simple estimation of semiparametric models with measurement errors

Evdokimov, Kirill S.; Zeleneev, Andrei - 2022 - This version: 2022/09/26

Edition: This version: 2022/09/26

Book / Working Paper

Skill-biased employment and the stringency of environmental regulations in European countries

Fuinhas, José Alberto; Javed, Asif; Sciulli, Dario; … - 2025

Governments across the globe are implementing stricter environmental policies to combat climate change and promote sustainability. This study contributes to the growing literature exploring the influence of environmental policy on skill-biased employment across various occupations. Specifically,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015181837

The Impact of military expenditures on economic growth : a new instrumental variables approach

Saeed, Luqman - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015182073

Multimarket contact, competition, and performance : an application to Turkish deposit banks

Doğan Başar, Berna; Ekşi, İbrahim Halil - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015359762

Convergence rates of GMM estimators with nonsmooth moments under misspecification

Kang, Byunghoon; Lee, Seojeong; Song, Juha - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015325821

Why do couples and singles save during retirement? : household heterogeneity and its aggregate implications

De Nardi, Mariacristina; French, Eric; Jones, John Bailey; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015329793

Corruption, natural capital and economic development : a dynamic GMM analysis

Ang, Joshua Ping; Patalinghug, Jason - 2025

Using a dynamic panel dataset of 150 countries for the period of 2006-2018 and a twostep system GMM estimation model, this paper shows that natural resources have a positive effect on economic development while holding corruption constant. Our findings support the notion that natural resources...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015386929

Climate risk and financial stability : some panel evidence for the European banking sector

Caporale, Guglielmo Maria; Sova, Anamaria Diana; Sova, … - 2025

This study provides new panel evidence on the effects on climate risk on financial stability in the European banking sector using yearly data over the period 2000-2021. More specifically, the impact of a number of climate risk indices on the Z-score (capturing the probability of default of a...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015420819

Threshold effects of environmental tax on climate vulnerability

Chen, Hong; Singh, Baljeet; Gangopadhyay, Partha; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015470278

Clustering for multi-dimensional heterogeneity with an application to production function estimation

Ho, Sheng Chao; Schorfheide, Frank; Shao, Peng - 2025 - This version: June 19, 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015470654

Climate risk and bank performance : what role does corporate social responsibility play?

Khemiri, Mohamed Ali; Saidi, Hichem; Hakimi, Abdelaziz - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015447253

Local banking and prosperity : some empirical evidence for Italy

Caporale, Guglielmo Maria; Alessi, Matteo - 2025

The aim of this paper is to investigate the relationship between local banking and prosperity at the municipal level in Italy from 2011 to 2021. The latter variable is measured using an index proposed by Sen (1976). The analysis is based on panel regressions including a measure of local banking...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015409535

Common risk factors in REIT Returns : new insights

Coën, Alain; Guardiola, Philippe - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015435468

National culture, institutional quality, and financial development : international evidence before and after financial crisis

Izadi, Selma; Weinberg, Frankie J.; Rashid, Mamunur - 2025

This study examines the impact of Hofstede's six cultural dimensions and institutional quality on financial development in the periods preceding and following the global financial crisis. The study analyzes data from 33 countries spanning 2001 to 2021 using a combination of OLS, two-stage GMM,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015435827

Determinants of banking profitability in Angola : a panel data analysis with dynamic GMM estimation

Lionjanga Cangombe, Eurico; Almeida, Luís Gomes; … - 2025

This study aims to analyze the determinants of bank profitability in Angola by employing panel data econometric models, specifically, the Generalized Method of Moments (GMM), to assess the impact of internal and external factors on the financial indicators ROE, ROA, and NIM for the period 2016...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015437006

Low-carbon energy risk and renewable energy development : insigths from method of moments quantile regression

Kalandarov, Feruz; Makhmudov, Samariddin; Ibadullaev, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015439005

Empirical re-investigation into the Export-Led Growth Hypothesis (ELGH) : evidence from EAC and SADC economies

Adelakun, Ojo Johnson; Ojo, Oluwafemi Opeyemi; … - 2025

The Export-Led Growth Hypothesis (ELGH) posits that expanding exports drive long-run economic growth. While this has held true for several Asian economies, its effectiveness across African regional blocs remains underexplored. This study investigates the validity of ELGH in the East African...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015439176

Does ESG influence bank profitability? : a comparison between Islamic and conventional banks

Smaoui, Houcem; Aassouli, Dalal; Elakhdar, Yomna - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015456003

The impacts of liquidity creation on banking stability : an empirical research in ASEAN-5

Thanh Nga Thi Tran; Xuân Linh Nguyen Tran - 2025

Using both GMM estimation and the Bayesian approaches during the period of 2007 to 2021 to examine the impacts of liquidity creation (LC) on banking stability (Bank Stability-BS) on the sample of 53 banks in 5 Southeast Asian countries (ASEAN-5), the author has become a pioneer that carries out...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015458702