In this talk, I present some theoretical and empirical properties of the uniform and biased-bootstrap for generalized method of moments (GMM) models. The version of the biased-bootstrap used in this paper is a form of weighted bootstrap with weights chosen to satisfy some constraints imposed by the model. A typical biased-bootstrap resample is obtained by resampling from a member within a pseud...

Two types of spatial regression models, a spatial lag model (SLM) and a spatial error model (SEM), were applied to fit the height–diameter relationship of trees. SEM had better model fitting and performance than both SLM and ordinary least squares. Moran’s I coefficients showed that SEM effectively reduced the spatial autocorrelation in the model residuals. Both real data and Monte Carlo simula...

This paper considers generalized method of moments (GMM) and sequential GMM (SGMM) estimation dynamic short panel data models. The efficient motivated from the quasi maximum likelihood (QML) can avoid use many instrument variables (IV) for estimation. It be asymptotically as estimators (MLE) when disturbances are normal, more than QML not normal. SGMM, which also incorporates IVs, generalizes m...

In an effort to improve the small sample properties of generalized method of moments (GMM) estimators, a number of alternative estimators have been suggested. These include empirical likelihood (EL), continuous updating, and exponential tilting estimators. We show that these estimators share a common structure, being members of a class of generalized empirical likelihood (GEL) estimators. We us...

In an effort to improve the small sample properties of generalized method of moments (GMM) estimators, a number of alternative estimators have been suggested. These include empirical likelihood (EL), continuous updating, and exponential tilting estimators. We show that these estimators share a common structure, being members of a class of generalized empirical likelihood (GEL) estimators. We us...

Most developing countries in this study are middle to low-income that have a relatively low economic complexity. This aims analyze the effect of complexity on growth 86 2010-2019. The method used is Generalized Method Moments (GMM) capture dynamic panel analysis. estimation results using System GMM show has positive countries. Increasing encourages structural transformation through high value-a...

We present estimators for panel data sample selection and switching models where the regression equations are dynamic and it is allowed for the existence of endogenous regressors and correlated individual unobserved heterogeneity. We consider two types of switching models under the names of observed dynamics switching and latent dynamics switching. The dynamic sample selection model implicitly ...

This research examines the effect of crisis due to COVID-19 pandemic on dividend policy in Indonesia. The purposive sampling method was used collect data from corporates listed IDX 2014 2020 and analyzed using static dynamic panel approaches. fixed-effect models (FEM) were selected for regression. Meanwhile, first difference-generalized moments (FD-GMM) system-generalized (SYS-GMM) determine ro...