spectral gmm estimation of continuous-time processes:连续谱的gmm估计方法 热度: GMM估计 热度: 7 GMM估计 热度: GMMEstimationof EmpiricalGrowthModels ∗ StephenBond NuffieldCollege,UniversityofOxford andInstituteforFiscalStudies AnkeHoeffler
We suggest using a more efficient GMM estimator that exploits stationarity restrictions and this approach is shown to give more reasonable results than first-differenced GMM in our estimation of an empirical growth model.doi:10.1002/9781118716410.ch13Bond, Stephen Roy...
We suggest using a more efficient GMM estimator that exploits stationarity restrictions and this approach is shown to give more reasonable results than first-differenced GMM in our estimation of an empirical growth model. 展开 关键词: Convergence growth generalized method of moments weak instruments ...
An Empirical Analysis of Financial Development and Economic Growth in Less-developed Regions: GMM Estimation Based on Panel Data Model 欠发达地区金融发展与经济增长的实证研究:基于面板数据模型的GMM估计结果 www.ilib.cn 2. GMM Estimation for Single - factor Term Structure of Interest Rate Models and ...
System GMM Estimation based on 1997-2011 dynamic panel data from 31 provinces and municipalities in main China shows,financial development has a little productivity growth.First,deepening financial intermediation has negative effect on total factor productivity,technology progress and technical efficiency,whil...
This suboption is often used to replicate other models that can be motivated outside the GMM framework, such as the estimation of a system of equations by system-wide 2SLS. This suboption has no effect if only one residual equation is specified. wmatrix() has no effect if onestep is ...
We propose new generalized method of moments (GMM) estimators for the number of latent factors in linear factor models. The estimators are appropriate for data with a large (small) number of cross-sectional observations and a small (large) number of time series observations. The estimation proced...
We propose new generalized method of moments (GMM) estimators for the number of latent factors in linear factor models. The estimators are appropriate for data with a large (small) number of cross-sectional observations and a small (large) number of time series observations. The estimation proced...
Becha, H., Helali, K., Hbaieb, O. (2025). The Nature of the Relationship Between Digital Financial Inclusion Index and China’s Regional Economic Growth: GMM-System Empirical Evidence. In: Bach Tobji, M.A., Jallouli, R., Sadok, H., Lajfari, K., Mafamane, D., Mahboub, H. (eds...
Effect of external debt on economic growth in sub-Saharan Africa: System GMM estimation Following the upsurge of external debt in SSA countries, the effect of external debt on economic growth has captured the attention of empirical studies dur... ID Ayana,WM Demissie,AG Sore,... 被引量: 0...