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Unit root inference in generally trending and cross-correlated fixed-T panels
Robertson, Donald; Sarafidis, Vasilis; Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 493-504
Persistent link: https://www.econbiz.de/10012249189
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Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of econometrics 208 (2019) 2, pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
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Public-private investment and macroeconomic determinants : evidence from MENA countries
Alber, Nader; Kheir, Vivian Bushra - In: International journal of economics and finance 11 (2019) 1, pp. 15-27
Persistent link: https://www.econbiz.de/10011962235
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Generalized autoregressive method of moments
Creal, Drew; Koopman, Siem Jan; Lucas, André; … - 2015
We introduce a new estimation framework which extends the Generalized Method of Moments (GMM) to settings where a … approach is completely observation driven, rendering estimation and inference straightforward. It provides a unified framework …
Persistent link: https://www.econbiz.de/10011431471
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IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer; Phillips, Peter C. B. - 2017
Persistent link: https://www.econbiz.de/10011692426
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IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer; Phillips, Peter C. B. - In: Econometric theory 34 (2018) 5, pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
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Revisiting the finance-innovation nexus : evidence from a non-linear approach
Hook, Law Siong; Lee, Weng Chang; Singh, Nirvikar - In: Journal of innovation & knowledge : JIK 3 (2018) 3, pp. 143-153
This study examined the non-linear relationship between financial development and innovation using generalized method of moments (GMM) estimators for a panel data model. The sample comprised data for 75 developed and developing countries for the period 1996 to 2010. An inverted U-shaped...
Persistent link: https://www.econbiz.de/10011932490
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Bayesian estimation of volatility with moment-based nonlinear stochastic filters
Grothe, Oliver - 2006
Persistent link: https://www.econbiz.de/10013409325
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Volatility in cereal prices : intra- versus inter-annual volatility
Ott, Hervé - In: Journal of agricultural economics 65 (2014) 3, pp. 557-578
Persistent link: https://www.econbiz.de/10010467381