Search Results - subject:"generalized method of moments (GMM) estimation"

Alternative GMM estimators for spatial regression models

Breitung, Jörg; Wigger, Christoph - In: Spatial economic analysis : the journal of the Regional … 13 (2018) 2, pp. 148-170

Persistent link: https://www.econbiz.de/10011870482

GMM estimation of spatial panel data models with common factors and a general space-time filter

Wang, Wei; Lee, Lung-fei - In: Spatial economic analysis : the journal of the Regional … 13 (2018) 2, pp. 247-269

Persistent link: https://www.econbiz.de/10011870750

Urbanisation and economic growth in Indonesia : good news, bad news and (possible) local government mitigration

Lewis, Blane D. - In: Regional studies 48 (2014) 1, pp. 192-207

Persistent link: https://www.econbiz.de/10010419587

What Determines REIT Returns in Turkey? An Application of Time-Varying Arbitrage Pricing Model in an Emerging REIT Market

EROL, Işıl; İLERİ, Adem - In: Iktisat Isletme ve Finans 28 (2013) 331, pp. 09-32

This paper investigates the macroeconomic sources of time-varying risk premia in Turkish REIT industry within the arbitrage pricing theory framework. Turkish REIT industry differs substantially from the global REIT market as Turkish REITs do not have to pay out dividends, yet enjoy the exemption...

Persistent link: https://www.econbiz.de/10010894781

Impact of Objective 1 Funds on Regional Growth Convergence in the European Union: A Panel-data Approach

Esposti, Roberto; Bussoletti, Stefania - In: Regional Studies 42 (2008) 2, pp. 159-173

of moments (GMM) estimation is applied to obtain consistent estimates of both parameter β and impact of the Objective 1 … dynamic panel-data form and estimated using a database of 206 EU-15 regions observed from 1989 to 2000. A generalized method …

Persistent link: https://www.econbiz.de/10008603498