Dealing with endogeneity bias: The generalized method of moments (GMM) for panel data

Bias corrected generalized method of moments and generalized quasi-likelihood inferences in linear models for panel data with measurement error

For the estimation of the parameters involved in a linear dynamic mixed model for panel data, it has been shown recently by Rao, Sutradhar, and Pandit (2012, Brazilian J. of Probability and Statistics, Vol. 26, 167–177) that the so-called generalized quasi-likelihood (GQL) approach produces more efficient regression estimates as compared to the generalized method of moments (GMM) approach. Thes...

The Welfare Cost of Inflation: Theory with an Application of Generalized Method of Moments (GMM) to Ira

Examining the effect of CEO ower confidence on banks risk taking using the Generalized Method of Moments(GMM)

The aim of this study is to investigate the effect of CEO Overconfidence on banks Risk Taking using the Generalized Method of Moments (GMM) of banks in Tehran Stock. These Three dimensions Corporate Risk Taking in our tests :( Total Risk, Idiosyncratic Risk and Systematic Risk). For this purpose one hypotheses are developed and data on the 16 Bank in Tehran Stock Exchange for the period of 1390...

Dealing with the Endogeneity Problem in Data Envelopment Analysis

the welfare cost of inflation: theory with an application of generalized method of moments (gmm) to ira

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