quasi-maximum likelihood estimator (QMLE) for the MESS is consistent under heteroskedasticity, a property not shared by the …,1), the QMLE can be consistent under unknown heteroskedasticity when the spatial weights matrices in the two MESS processes …

quasi-maximum likelihood estimator (QMLE) for the MESS is consistent under heteroskedasticity, a property not shared by the …,1), the QMLE can be consistent under unknown heteroskedasticity when the spatial weights matrices in the two MESS processes …

) is applied on a panel dataset, drawn from the French "Car Fleet" survey over the period 1999-2001. Importantly, the …

analyze a sample of an unbalanced panel of 2325 unlisted French companies of trade sector spanning over a period of 1999 to … 2006. By using the generalized method of moments (GMM), we show that the debt affects negatively the profitability, not …

'une étude sur panel dynamique en utilisant la méthode des moments généralisée (GMM), qu'il y a une hétérogénéité des …

distributed on seven sectors taken over the period 1999-2006 by means of a study on dynamic panel by using the generalized method … of moments (GMM), we show that there exists heterogeneity of behavior between sectors regarding the impact of capital …

be explained by three essential theories: signaling theory, tax theory and the agency cost theory. Using panel data … (GMM) econometric technique on three measures of profitability ratio (PROF1, PROF2 and ROA), we show that debt ratio has no …

monetary policies (through deficit and seigniorage respectively) deform the GLC. An empirical section based on a panel of … developing countries provides GMM-system estimators that support our theoretical conclusions. …

be explained by three essential theories: signaling theory, tax theory and the agency cost theory. Using panel data … (GMM) econometric technique on three measures of profitability ratio (PROF1, PROF2 and ROA), we show that debt ratio has no …

heteroskedasticity robust covariance matrix estimator. In this paper, we show that the wild bootstrap estimator can be calculated …