Essays about: "Generalized methods of moments"

Showing result 1 - 5 of 9 essays containing the words Generalized methods of moments.

1. 1. Economic Inequality, Demographics and Violent Crime : A Cross-National Panel Analysis of Homicide Rates, 2010-18

   University essay from Jönköping University/Internationella Handelshögskolan

   Author : minyi Li; Abner Delladona; [2022]
   Keywords : Income Inequality; Wealth Inequality; Homicide Rates; Demographics; Fixed-Effects; Generalized Methods of Moments;

   Abstract : Violent crime has many long-lasting negative consequences for society. This thesis aims to explore the relationship between economic inequality and violent crime, represented by the level of intentional homicides in forty-nine countries over the period of nine years from 2010-2018. READ MORE

3. 2. Competition & R&D Subsidies: New Perspectives on the Public-Private Nexus

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Jacob Sjöberg; Carl Nordahl; [2021]
   Keywords : Research and Development; Subsidies; Policy Evaluation; Competition; Generalized Methods of Moments Estimator;

   Abstract : Using a dynamic panel model, this paper empirically examines the effect of public R&D subsides on privately funded R&D in a new light. By synthesizing the theories on public R&D support with those on the relationship between R&D and market structure, we explore to what extent R&D expenditures may depend on public funding in a non-linear, concave fashion with respect to product market competition. READ MORE

4. 3. The Effect of Capital on Profitability in Nordic Banks

   University essay from Göteborgs universitet/Graduate School

   Author : Ide Jarf; Nafiseh Aminiomshi; [2018-07-04]
   Keywords : Profitability; Bank Capital; Capital Requirements; Nordic Countries; System Generalized Method of Moments;

   Abstract : This thesis explores the relationship between capital and profitability in Nordic banks. Bank capital can have either profitable or adverse effects and the Nordic countries have recently straightened their capital requirement, so therefore it’s important to see what relationship there is between their bank capital and profitability. READ MORE

5. 4. The impact of high-frequency trading on the Swedish stock market – based on liquidity and volatility

   University essay from Linköpings universitet/Nationalekonomi

   Author : Jonas Björkman; Johan Durling; [2018]
   Keywords : High-frequency trading; HFT; liquidity; volatility; quality; Högfrekvenshandel; HFT; likviditet; volatilitet; kvalitet;

   Abstract : This paper studies how high-frequency trading (HFT) affects the Swedish stock market quality based on volatility and liquidity measures. Previous studies show ambiguous results where a few propose that HFT deteriorates market quality by increasing volatility and decreasing liquidity while some studies point in the opposite direction. READ MORE

6. 5. Half-panel jackknife estimation of GMM models with fixed effects

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Adrian Mehic; [2018]
   Keywords : econometrics; dynamic panel data; jackknife; Business and Economics;

   Abstract : In empirical economics, the generalized method of moments (GMM) is one of the most widely used methods for estimating models with fixed effects, such as the dynamic panel model. For the dynamic panel model, the two most widely used GMM-based estimators are the so-called difference GMM and system GMM estimators. READ MORE