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Displaying results 1 to 25 of 620.

  1. Private savings in Eastern European EU-accession countries
    evidence from a dynamic panel data model
    Author: Schrooten, Mechthild; Stephan, Sabine
    Published: 2003
    Publisher:  DIW, Berlin

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    Leibniz-Institut für Wirtschaftsforschung Halle, Bibliothek
    Signature:
    Mag11378
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    W 620 (372)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910
    Series: Discussion papers / Deutsches Institut für Wirtschaftsforschung ; 372
    Subjects: Sparen; Einkommenshypothese; Schätzung; Vergleich; Osteuropa; EU-Staaten; Momentenmethode
    Scope: 36 S, graph. Darst, a
    Notes:

    Literaturverz. 31 - 34
  2. Does primary sovereignty risk matter for bank stability? evidence from the albanian banking system
    Author: Shijaku, Gerti
    Published: 2018
    Publisher:  Bank of Albania, [Tirana]

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Volltext (kostenfrei)
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9789928262103
    Series: Working paper / Bank of Albania ; 39 = 78 (2018)
    Subjects: Bankrisiko; Finanzkrise; Momentenmethode; Albanien
    Scope: 1 Online-Ressource (circa 48 Seiten), Illustrationen
    Notes:

    Nr.39 (78) 2018 zweimal vergeben
  3. Institutions, economic freedom and structural transformation in 11 sub-Saharan African countries
    Author: Carraro, Alessandro; Karfakis, Panagiotis
    Published: 2018
    Publisher:  Food and Agriculture Organization of the United Nations, Rome

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 300 (2018,1)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: FAO agricultural development economics working paper ; 18, 01 (January 2018)
    Subjects: Wirtschaftsliberalismus; Institutionelle Infrastruktur; Wirtschaftliche Anpassung; Momentenmethode; Subsahara-Afrika
    Scope: 1 Online-Ressource (circa 46 Seiten), Illustrationen
  4. High-dimensional econometrics and regularized GMM
    Author: Belloni, Alexandre; Chernozhukov, Victor; Chetverikov, Denis; Hansen, Christian Bailey; Kato, Kengo
    Published: [2018]
    Publisher:  Cemmap, Centre for Microdata Methods and Practice, The Institute for Fiscal Studies, Department of Economics, UCL, [London]

    This chapter presents key concepts and theoretical results for analyzing estimation and inference in high-dimensional models. High-dimensional models are characterized by having a number of unknown parameters that is not vanishingly small relative to... more

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    This chapter presents key concepts and theoretical results for analyzing estimation and inference in high-dimensional models. High-dimensional models are characterized by having a number of unknown parameters that is not vanishingly small relative to the sample size. We first present results in a framework where estimators of parameters of interest may be represented directly as approximate means. Within this context, we review fundamental results including high-dimensional central limit theorems, bootstrap approximation of high-dimensional limit distributions, and moderate deviation theory. We also review key concepts underlying inference when many parameters are of interest such as multiple testing with family-wise error rate or false discovery rate control. We then turn to a general high-dimensional minimum distance framework with a special focus on generalized method of moments problems where we present results for estimation and inference about model parameters. The presented results cover a wide array of econometric applications, and we discuss several leading special cases including high-dimensional linear regression and linear instrumental variables models to illustrate the general results.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/189751
    Series: Cemmap working paper ; CWP18, 35
    Subjects: Ökonometrie; Momentenmethode; IV-Schätzung; Gauß-Prozess; Bootstrap-Verfahren
    Scope: 1 Online-Ressource (circa 105 Seiten), Illustrationen
  5. The role of bank credit in business financing in Poland
    Author: Białek-Jaworska, Anna; Nehrebecka, Natalia
    Published: 2016
    Publisher:  University of Warsaw, Faculty of Economic Sciences, Warsaw

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 427 (194)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working papers / Faculty of Economic Sciences, University of Warsaw ; no. 2016, 3 = 194
    Subjects: Kredit; Unternehmensfinanzierung; Kapitalstrukturtheorie; Geldpolitik; Momentenmethode; VAR-Modell; Polen
    Scope: 1 Online-Ressource (circa 41 Seiten), Illustrationen
  6. Dynamic interactions between financial and macroeconomic imbalances
    a panel VAR analysis
    Author: Adarov, Amat
    Published: [2019]
    Publisher:  Verein "Wiener Institut für Internationale Wirtschaftsvergleiche" (wiiw), Wien

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper / WIIW, The Vienna Institute for International Economic Studies ; 162 (February 2019)
    Subjects: Finanzkrise; Wirtschaftswachstum; Bayes-Statistik; Momentenmethode; VAR-Modell; Welt
    Scope: 32 Seiten, Diagramme, 30 cm
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    Erscheint auch als Online-Ausgabe
  7. New misspecification tests for multinomial logit models
    Author: Fok, Dennis; Paap, Richard
    Published: [2019]
    Publisher:  [Econometric Institute, Erasmus School of Economics], [Rotterdam]

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    VS 57
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 1765/116745
    Series: Econometric Institute report ; EI2019, 24
    Subjects: Diskrete Entscheidung; Logit-Modell; Statistischer Test; Maximum-Likelihood-Schätzung; Momentenmethode; Monte-Carlo-Simulation
    Scope: 1 Online-Ressource (circa 20 Seiten)
  8. GMM estimation of non-Gaussian structural vector autoregression
    Author: Lanne, Markku; Luoto, Jani
    Published: January 2018
    Publisher:  HECER, Helsinki

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    VS 1 (423)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10138/231271
    Series: Discussion papers / Helsinki Center of Economic Research ; no. 423
    Subjects: Momentenmethode; VAR-Modell; Gauß-Prozess; Zeitreihenanalyse
    Scope: 1 Online-Ressource (circa 37 Seiten), Illustrationen
  9. Assessing the effet of economic growth on well-being in the EU-27: a pareto-optimum approach
    Author: Raileanu Szeles, Monica
    Published: 2016
    Publisher:  Institute for Economic Forecasting, [Bukarest]

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Volltext (LV)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working papers of Institute for Economic Forecasting ; 161002
    Subjects: Gesundheit; Wahrnehmung; Wirtschaftswachstum; Panel; Momentenmethode; EU-Staaten
    Scope: 1 Online-Ressource (circa 24 Seiten), Illustrationen
  10. Does costly reversibility matter for U.S. public firms?
    Author: Bai, Hang; Li, Erica X. N.; Xue, Chen; Zhang, Lu
    Published: [2019]
    Publisher:  The Ohio State University, Fisher College of Business, Charles A. Dice Center for Research in Financial Economics, [Columbus, Ohio]

    Yes, most likely. The firm-level evidence on costly reversibility is even stronger than the prior evidence at the plant level. The firm-level investment rate distribution is highly skewed to the right, with a small fraction of negative investments,... more

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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Yes, most likely. The firm-level evidence on costly reversibility is even stronger than the prior evidence at the plant level. The firm-level investment rate distribution is highly skewed to the right, with a small fraction of negative investments, 5.79%, a tiny fraction of inactive investments, 1.46%, and a large fraction of positive investments, 92.75%. When estimated via simulated method of moments, the standard investment model explains the average value premium, while simultaneously matching the key properties of the investment rate distribution, including the cross-sectional volatility, skewness, and the fraction of negative investments. The combined effect of costly reversibility and operating leverage is the key driving force behind the model's quantitative performance

     
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    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Working papers series / Charles A. Dice Center for Research in Financial Economics ; WP 2019, 25
    Fisher College of Business Working Paper ; No. 2019-03-025
    Fisher College of Business working paper series ; WP 2019-03, 025
    Subjects: Öffentliches Unternehmen; Investition; Equity-Premium-Puzzle; Momentenmethode; USA
    Scope: 1 Online-Ressource (circa 50 Seiten), Illustrationen
  11. Does costly reversibility matter for U.S. public firms?
    Author: Bai, Hang; Li, Erica X. N.; Xue, Chen; Zhang, Lu
    Published: October 2019
    Publisher:  National Bureau of Economic Research, Cambridge, MA

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    Series: Working paper series / National Bureau of Economic Research ; 26372
    Subjects: Öffentliches Unternehmen; Investition; Equity-Premium-Puzzle; Momentenmethode; USA
    Scope: 48 Seiten, Illustrationen
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    Erscheint auch als Online-Ausgabe
  12. GVCs and trade elasticities with multistage production
    Author: Johnson, Robert C.; Moxnes, Andreas
    Published: June 2019
    Publisher:  National Bureau of Economic Research, Cambridge, MA

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    Series: Working paper series / National Bureau of Economic Research ; 26018
    Subjects: Betriebliche Wertschöpfung; Globalisierung; Industrie; Technologie; Komparativer Vorteil; Schätzung; Momentenmethode; Außenwirtschaftstheorie; Globale Wertschöpfungskette
    Scope: 42 Seiten, Illustrationen
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  13. Are marriage-related taxes and social security benefits holding back female labor supply?
    Author: Borella, Margherita; De Nardi, Mariacristina; Yang, Fang
    Published: July 2019
    Publisher:  National Bureau of Economic Research, Cambridge, MA

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    Source: Union catalogues
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    Series: Working paper series / National Bureau of Economic Research ; 26097
    Subjects: Ehe; Arbeitsangebotsverhalten; Weibliche Arbeitskräfte; Momentenmethode; USA
    Scope: 87 Seiten, Illustrationen
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  14. Conditional GMM estimation for gravity models
    Author: Nishihata, Masaya; Otsu, Taisuke
    Published: July 18, 2019
    Publisher:  [Keio Economic Observatory], [Tokyo, Japan]

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: KEO discussion paper ; no. 147
    Subjects: Momentenmethode; Gravitationsmodell; Monte-Carlo-Simulation
    Scope: 1 Online-Ressource (circa 6 Seiten)
  15. Return dynamics when persistence is unobservable
    Published: [2000]
    Publisher:  Inst. of Finance and Accounting, London

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    W 1457 (321)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: [Elektronische Ressource]
    Series: IFA working paper ; 321
    Subjects: Finanzmarkt; Volatilität; Zeitreihenanalyse; Theorie; Momentenmethode
    Scope: Online-Ressource, 65 p., text, ill
  16. A tale of two cycles
    co-fluctutations between UK regions and the Euro zone
    Published: 2001
    Publisher:  Leverhulme Centre for Research on Globalisation and Economic Policy, Nottingham

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 1418 (2001.02)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: [Elektronische Ressource]
    Series: Research paper / Leverhulme Centre for Research on Globalisation and Economic Policy ; 2001,02 : Internationalisation of economic policy programme
    Subjects: Konjunkturzusammenhang; Schätzung; Großbritannien; EU-Staaten; Momentenmethode
    Scope: Online-Ressource, 30 p., text, ill
  17. Semi-parametric predictions of the intertemporal approach to the current account
    Published: Dec. 2002
    Publisher:  McMaster Univ., Dep. of Economics, Hamilton, Ontario

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 467 (2002.01)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: [Elektronische Ressource]
    Series: Working paper series / Department of Economics, McMaster University ; 2002,01
    Subjects: Leistungsbilanz; Kleine offene Volkswirtschaft; Intertemporale Allokation; Nichtparametrisches Verfahren; Kanada; Momentenmethode
    Scope: Online-Ressource, 41 p., text, ill
  18. Innovation and employment: evidence from Italian microdata
    Published: Feb. 2003
    Publisher:  IZA, Bonn

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: [Elektronische Ressource]
    Series: Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit ; 730
    Subjects: Innovation; Angepasste Technologie; Beschäftigungseffekt; Schätzung; Italien; Momentenmethode; GMM-SYS
    Scope: Online Ressource, 17 p., text
    Notes:

    Record-last-verified: 25-02-03
  19. GMM estimation of autoregressive roots near unity with panel data
    Author: Moon, Hyungsik Roger; Phillips, Peter C. B.
    Published: 2003

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 292 (1390)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Cowles Foundation discussion paper ; 1390
    Subjects: Einheitswurzeltest; Theorie; Momentenmethode
    Scope: 62 S, graph. Darst
    Notes:
  20. Estimation in models of the instantaneous short term interest rate by use of a dynamic Bayesian algorithm
    Author: Bhar, Ramaprasad; Chiarella, Carl; Runggaldier, Wolfgang J.
    Published: 2001

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 1400 (68)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Research paper / Quantitative Finance Research Group, University of Technology, Sydney ; 68
    Subjects: Zins; Stochastischer Prozess; Finanzanalyse; Bayes-Statistik; Theorie; Momentenmethode; stochastic differential equation
    Scope: 18 S, graph. Darst
    Notes:
  21. GMM estimation of empirical growth models
    Author: Bond, Stephen; Hoeffler, Anke; Temple, Jonathan
    Published: 2001
    Publisher:  Univ., Dep. of Economics, Bristol

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 347 (525)
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    Source: Union catalogues
    Language: English
    Media type: Book
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    Series: Discussion papers / University of Bristol, Department of Economics ; 525
    Subjects: Wachstumstheorie; Theorie; Momentenmethode
    Scope: 33 S
  22. Geldpolitik und vorausschauende Taylor-Regeln - Theorie und Empirie am Beispiel der Deutschen Bundesbank
    Author: Kamps, Christophe; Pierdzioch, Christian
    Published: 2002
    Publisher:  Inst. of World Economics, Kiel

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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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    ifo Institut für Wirtschaftsforschung an der Universität München, Bibliothek
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    Source: Staatsbibliothek zu Berlin
    Language: German
    Media type: Book
    Format: Print
    RVK Categories: QD 000
    Series: Kiel working paper ; 1089
    Subjects: Taylor-Regel; Geldpolitik; Schätzung; Deutschland; Momentenmethode
    Scope: 15 S, graph. Darst, 21 cm
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    Zsfassung in engl. Sprache
  23. A Vectorautoregressive Investment Model (VIM) and monetary policy transmission
    panel evidence from German firms
    Author: Breitung, Jörg; Chirinko, Robert S.; Kalckreuth, Ulf von
    Published: 2003
    Publisher:  Dt. Bundesbank, Frankfurt am Main

    This paper proposes a new framework for studying the effects of monetary policy on business investment. Important ambiguities with the modeling of investment dynamics and interactions between real and financial decisions suggest modeling investment... more

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    This paper proposes a new framework for studying the effects of monetary policy on business investment. Important ambiguities with the modeling of investment dynamics and interactions between real and financial decisions suggest modeling investment spending as a VAR. Based on a panel of financial statement data for 6,408 German firms (44,345 datapoints) supplemented with user costs of capital and confidential measures of creditworthiness, we generate GMM estimates of a Vectorautoregressive Investment Model (VIM). It contains investment and cash flow as endogenous variables, and the user costs of capital and sales growth as additional explanatory variables. We report four substantive findings. First, monetary policy matters, and business investment is responsive to interest rates embedded in the user cost of capital. Second, allowing real and financial decisions to interact raises the impact of monetary policy by one-third relative to simulations of an investment equation in isolation that assumes an exogenous financial policy. Third, the sensitivity of investment to cash flow shocks is raised by twothirds relative to single equation computations. Fourth, firms with poor credit ratings are ʺparalysed" in being unable to react to changing economic conditions as given by relative prices or demand. On the other hand and consistent with binding financing constraints, these endangered firms show a high responsiveness to cash flow shocks. Apart from these substantive conclusions, this paper demonstrate that the panel VAR approach is useful for modeling firm dynamics and real/financial interactions and for assessing monetary policy transmission.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 3935821484
    RVK Categories: QC 320 ; QB 910
    Series: Discussion paper / Economic Research Centre of the Deutsche Bundesbank ; 2003,6
    Subjects: Geldpolitik; Geldpolitische Transmission; Investition; VAR-Modell; Panel; Schätzung; Deutschland; Momentenmethode
    Scope: 45 S, graph. Darst, b
    Notes:

    Zsfassung in dt. Sprache

    Literaturverz. S. 18 - 21
  24. Expend, a Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data
    Published: Aug. 2002
    Publisher:  Centre for Microdata Methods and Practice, London

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1502 (2002.14)
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/79356
    Edition: [Elektronische Ressource]
    Series: Working papers / Centre for Microdata Methods and Practice ; 14/02
    Subjects: Panel; Theorie; Nichtlineare Regression; Momentenmethode
    Scope: Online-Ressource, 14 p., text
  25. Finite sample inference for GMM estimators in linear panel data models
    Published: May 2002
    Publisher:  Centre for Microdata Methods and Practice, London

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1502 (2002.04)
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/79371
    Edition: [Elektronische Ressource]
    Series: Working papers / Centre for Microdata Methods and Practice ; 04/02
    Subjects: Panel; Theorie; Momentenmethode; Induktive Statistik
    Scope: Online-Ressource, 44 p., text, Ill.