Search Results - subject:"Method of moments"

The role of governance and infrastructure in moderating the effect of resource rents on economic growth

Asongu, Simplice; Diop, Samba; Emeka, Ekene; Ogbonna, … - 2024

This study investigates how governance and infrastructure moderate the effect of natural resource rents on economic growth using a sample of 110 countries, including 47 African countries from 2000 to 2018. The empirical evidence is based on Panel Smooth Transition Regressions(PSTR). The...

Persistent link: https://www.econbiz.de/10015057615

A spatial exploration of political stability, investment, and economic prosperity in Africa

Karim, Mohamed; Simoh, Mohamed; El Baraka, Hamza; El … - In: International journal of economics and financial issues … 14 (2024) 4, pp. 34-43

Persistent link: https://www.econbiz.de/10014631845

Avoiding unintentionally correlated shocks in proxy vector autoregressive analysis

Bruns, Martin; Lütkepohl, Helmut; McNeil, James - 2024 - This version: July 12, 2024

Generalized Method of Moments (GMM) algorithm is proposed that ensures orthogonal shocks and provides efficient estimators of the …

Persistent link: https://www.econbiz.de/10014633772

The impact of fintech adoption on traditional financial inclusion in sub-saharan africa

Kamara, Abdul Karim; Yu, Baorong - In: Risks : open access journal 12 (2024) 7, pp. 1-19

financial inclusion and the overall financial inclusion index. Applying the Generalized Method of Moments estimation technique …

Persistent link: https://www.econbiz.de/10014637180

The impact of creative industries on gross domestic product using Generalized Method of Moments (GMM)

Zobeiri, Hoda; Jafari-Samimi, Ahmad; Ehsani, Maryam - In: Iranian economic review : journal of University of Tehran 28 (2024) 1, pp. 196-219

Persistent link: https://www.econbiz.de/10015402232

Estimating asymmetric fuel price responses in Croatia

Szomolányi, Karol; Lukáčik, Martin; Lukáčiková, … - In: Business systems research : a system view accross … 15 (2024) 2, pp. 154-176

theory. It uses the generalised method of moments to estimate the reaction functions, which demands many observations …

Persistent link: https://www.econbiz.de/10015108423

The measure matters : differences in the passthrough of inflation expectations in Colombia

Sanchez-Jabba, Andres; Villabon-Hinestroza, Erick - 2024

Persistent link: https://www.econbiz.de/10015078595

Double robust inference for continuous updating GMM

Kleibergen, Frank; Zhan, Zhaoguo - In: Quantitative economics : QE ; journal of the … 16 (2025) 1, pp. 295-327

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/10015190343

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 …

Persistent link: https://www.econbiz.de/10015178608

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

Saeed, Luqman - In: Defence and peace economics 36 (2025) 1, pp. 86-101

Persistent link: https://www.econbiz.de/10015182073