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Relationship between institutional factors and FDI flows in developing countries : new evidence from dynamic panel estimation
Kurul, Zühal; Yalta, A. Yasemin - In: Economies : open access journal 5 (2017) 2, pp. 1-10
developing countries by employing a dynamic panel methodology, which enables us to deal with the persistency of FDI flows and … endogeneity issues. We also contribute to the literature by using various measures of institutions to identify which aspects of …
Persistent link: https://www.econbiz.de/10011753945
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Investigating the influence of the shadow economy on non-performing loans in European economies : a panel GMM analysis
Cepoi, Cosmin Octavian; Dumitrescu, Bogdan; Leonida, Ionel - In: Financial studies 27 (2023) 4, pp. 46-59
In this paper, we use panel data containing all EU27 countries from the 2010 to 2022 period to investigate the impact … exhibited by the shadow economy on the level of NPLs. Based on a Panel GMM approach we reveal a negative connection, indicating …
Persistent link: https://www.econbiz.de/10014506694
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Distributional effects of CAP subsidies : micro evidence from the EU
Ciaian, Pavel; Kancs, D'Artis; Gómez y Paloma, Sergio - 2010
. Second, using a unique farm level panel data set from the FADN for the period 1995-2007 we employ the fixed effects, the …
Persistent link: https://www.econbiz.de/10011524063
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Income and price elasticities of Macedonian export and import of goods : a panel approach
Janevska Stefanova, Dijana; Petrovska, Magdalena - In: Journal of contemporary economic and business issues 6 (2019) 2, pp. 5-19
This paper uses a sectoral version of the conventional Imperfect substitutes model to motivate a parsimonious estimation of trade elasticities. The elasticities we compute depend directly on the specialization of trade across sectors, which is believed to add econometric precision to our...
Persistent link: https://www.econbiz.de/10012266397
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Income and price elasticities of Macedonian export and import of goods - a panel approach
Stefanova, Dijana Janevska; Petrovska, Magdalena - 2020
This paper uses a sectoral version of conventional Imperfect substitutes model to motivate a parsimonious estimation of trade elasticities. The elasticities we compute depend directly on the specialization of trade across sectors, which is believed to add econometric precision to our estimates....
Persistent link: https://www.econbiz.de/10012260864
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Criterion-based inference for GMM in autoregressive panel data models
Bond, Stephen; Bowsher, Clive; Windmeijer, Frank - 2001
restristions for standard GMM estimators in autoregressive panel data models. A comparison is made with recent test proposals based …
Persistent link: https://www.econbiz.de/10010293028
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Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects
Lechner, Michael; Laisney, François - 2002
We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel …
Persistent link: https://www.econbiz.de/10010297847
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A solution to the problem of too many instruments in dynamic panel data GMM
Mehrhoff, Jens - 2009
The well-known problem of too many instruments in dynamic panel data GMM is dealt with in detail in Roodman (2009 …
Persistent link: https://www.econbiz.de/10010299478
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A solution to the problem of too many instruments in dynamic panel data GMM
Mehrhoff, Jens - 2009
The well-known problem of too many instruments in dynamic panel data GMM is dealt with in detail in Roodman (2009 …
Persistent link: https://www.econbiz.de/10010300222
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GM estimation of higher order spatial autoregressive processes in panel data error component models
Badinger, Harald; Egger, Peter - 2008
panel data error component model. We derive moment conditions to estimate the parameters of the higher order spatial …
Persistent link: https://www.econbiz.de/10010264361