Essays about: "economics econometrics"

Showing result 16 - 20 of 412 essays containing the words economics econometrics.

  1. 16. 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

  3. 17. A comparison of FDML and GMM for estimation of dynamic panel models with roots near unity

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Adrian Mehic; [2017]
    Keywords : econometrics; dynamic panel data; Monte Carlo; Business and Economics;

    Abstract : This thesis compares the performance of the first-differenced maximum likelihood estimator (FDML) and the Blundell-Bond continuously-updating system GMM estimator of the autoregressive parameter in an AR(1) dynamic panel model without exogenous covariates, particularly focusing on the close-to-non-stationary case. This case is far from trivial, as a high degree of persistence is the norm rather than the exception in economic panels. READ MORE

  4. 18. The Effects of Social Organizations on Economic Performance- A Panel Study on China

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Rui Cao; [2017]
    Keywords : macroeconomic; social organization; economic performance; China; panel model; fixed effect model; Business and Economics;

    Abstract : A large number of literatures and practitioners have investigated the relationship between social associations and the aggregate economic performance. Most of the studies have confirm the positive effect of social associations on economic performance in the democratic world. READ MORE

  5. 19. Financial stability of Islamic and conventional banks

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Mustafa Haj Youssef; [2017]
    Keywords : Z-score; Return on assets; assets; leverage; Panel model; Business and Economics;

    Abstract : This paper examines the stability of Islamic banks and conventional banks during and after the recent global crisis by determining the impact of the crisis on the banks’ stability. This was accomplished by measuring the z-score (the stability measure) for both types, with 96 observations of 12 banks in 4 countries where both types of banks have significant market share. READ MORE

  6. 20. An econometric estimation of the Swedish hog market : estimation of short and long run elasticites

    University essay from SLU/Dept. of Economics

    Author : Ulrik Bergsland; [2017]
    Keywords : elasticity; hog supply; econometrics; time-series;

    Abstract : The Swedish aggregated hog supply has been in a steadily decreasing trend during the last twenty years. In this paper the Swedish price supply relationship is examined to find elasticities for the market. The estimation of the supply function is made using AR (1) regression. READ MORE