Dynamic Panel Data (GMM-System)
GMM Estimation of short dynamic panel data models with error cross sectional dependence
... This paper considers estimation of short dynamic panel data models with error cross-sectional dependence. It is shown that under spatially correlated errors, an additional, generally non- redundant, ...
36
An Asymptotic Comparison of Dynamic Panel Data Estimators with Autocorrelated Error Terms
... some dynamic panel data estimators including Ordinary Least Squares (OLS), the Anderson-Hsiao IV (AH), Arellano- Bond Generalized Method of Moment (GMM) first-step, Blundell- Bond ...
8
GMM Gradient Tests for Spatial Dynamic Panel Data Models
... In this study, we formulate adjusted gradient tests when the alternative model used to construct tests deviates from the true data generating process for a spatial dynamic panel data (SDPD) ...
48
R Codes to Calculate GMM Estimations for Dynamic Panel Data Models
... These codes presented three functions for calculating three important estimators in dynamic panel data (DPD) models; these estimators are Arellano-Bond (1991), Arellano- Bover (1995), and ...
7
GMM Gradient Tests for Spatial Dynamic Panel Data Models
... In this study, we formulate the adjusted gradient tests when the alternative model used to construct tests deviates from the true data generating process for a spatial dynamic panel data[r] ...
36
Impact of Financial Crisis on Determinants of Capital Structure of Indian Non financial Firms: Estimating Dynamic Panel Data Model using Two Step System GMM
... macro panel data for 306 Indian non financial firms for the period of 2002-2017 and divided the time frame in three-period, ...(2009-2017). Dynamic Panel Data modeling has been adopted ...
28
New GMM Estimators for Dynamic Panel Data Models
... In dynamic panel data (DPD) models, thegeneralized method of moments (GMM) estimation gives efficient ...new GMM estimators based on optimal or suboptimal weighting matrices in ...
12
The Oil, Government’s Budget and Economic Growth: A Dynamic Panel Data Model for Selected Oil Exporting Economies
... a Dynamic Panel Data model and Arellano and Bond’s (1991) GMM estimation method, on 12 oil exporting economies during 1990-2013, show that GSOR has significant positive effect on real GDP ...
15
Estimation in dynamic panel data models: improving on the performance of the standard GMM estimator
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49
The Role of Immovable Property Taxes in the EU Countries – Taxes on Land, Buildings and Other Structure in Sub‑national Tax Revenues under the Conditions of Tax Decentralization
... 2015. Data reflecting on the macroeconomic development of the country and demographic data are collected for the period from 1995 to 2015 from the Eurostat (2017a, ...2011. Data on ethnic and ...
10
Article Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
... Blundell-Bond GMM estimation for single linear dynamic panel data models are growing exponentially in ...of GMM is found to have great potential when the cross-sectional ...
52
Underground economy estimates for non OECD countries using currency demand method, 1984 2005
... Arellano-Bond GMM dynamic panel data method that is suitable in dealing with the issue of persistence and endogeneity problems in the estimation of currency demand ...
20
Toward Understanding Outbound GCC International Tourism: The Role of Expatriates and Institutional Quality
... for dynamic panel data estimates stems from the valid critique of Naude and Saayman (2005): static panel data estimates of tourism flows (inbound or outbound) may suffer from omitted ...
15
Fiscal decentralization, local government competition and farmland conversion in China: the co integration analysis and the GMM estimation based on the inter provincial panel data
... provincial panel data from 1995 to 2008, using the panel co-integration method, this pa- per presents an empirical study on the long-term equilibrium relationship between the fi scal decentralization, ...
10
Impact of the Stock Market Capitalization and the Banking Spread in Growth and Development in Latin American: A Panel Data Estimation with System GMM
... static panel data methods, ...of dynamic panel data are estimated with the Generalized Method of Moments ...of dynamic panel data are presented in Table ...
24
Institutions and Growth in the Arab and Middle Eastern Countries
... a dynamic panel data model and GMM estimation to focus on the impact of financial development and institutions on economic growth in the ...a dynamic panel data setting ...
12
Remittances And Growth In Tunisia: A Daynamic Panel Analysis From A Sectoral Database
... the System dynamic panel-data estimation (Arellano- Bover (1995) and Blundell- Bond ...The GMM permits to control the individual and temporal specific effects and palliate the ...
11
Euro dollar polarization and heterogeneity in exchange rate pass throughs within the euro zone
... a dynamic panel data framework based on an Exchange Rate Pass-Through (ERPT) model, we estimate the ERPT elasticities of the 2 groups by system IV-GMM and the Common Correlated Effects ...
25
Trade Openness and Economic Growth: A Causality Test in Panel Perspective
... Openness to trade has been one of the primary drivers stimulating growth. The goal of this particular study is to investigate the relationship between trade openness and economic growth in 87 selected countries which ...
10
Demand for Money in the Asian Countries: A Systems GMM Panel Data Approach and Structural Breaks
... a dynamic panel data model. In GMM based estimation, first differenced transformed series are used to adjust the unobserved individual specific heterogeneity in the ...the dynamic ...
15