Keywords: برآورد GMM; G11; G12; G15; Equity home bias; Equity investment; Optimal investment weights; Bayes-Stein shrinkage; GMM estimation;
مقالات ISI برآورد GMM (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: برآورد GMM; G32; G34; Agency theory; Debt; Ownership structure; Multiple blockholders; Family-controlled firms; GMM estimation;
Keywords: برآورد GMM; G21; G32; C23; Cost of intermediation; Risk-taking; Capital regulation; GMM estimation;
Keywords: برآورد GMM; D22; L13; Q35; Q41; Price elasticity of demand; Crude oil; Global financial/economic crisis; Brent benchmark; Market power; GMM estimation;
Keywords: برآورد GMM; G0; G1; G23; G28; H6; Sukuk markets; Government securities; Economic growth; Dynamic panel; GMM estimation;
Keywords: برآورد GMM; C20; G15; Multivariate; Multifractal; Long memory; GMM estimation;
Keywords: برآورد GMM; Non-performing loans; Macroeconomic determinants; Bank-specific determinants; GMM estimation; C23; C51; G21; G2;
Keywords: برآورد GMM; L98; L51; C33; Quality regulation; Stakeholder feedback; Dynamic cost model; GMM estimation;
Keywords: برآورد GMM; IMF lending; Suicide; Developing & transition countries; Structural adjustment; GMM estimation;
Keywords: برآورد GMM; D22; D24; L13; L94; Q41; Price elasticity of demand; Wholesale electricity market; Cournot competition; GMM estimation;
Keywords: برآورد GMM; F10; E21; O50; Private savings; Terms of trade; GMM estimation; Developing countries; Shocks;
Keywords: برآورد GMM; G13; G17; C53; C51; Volatility risk premium; Model-free implied volatility; Diffusion jump; GMM estimation;
Keywords: برآورد GMM; C33; H54; O31; O41; Public capital; Innovation; Endogenous growth; Nonlinearities; GMM estimation;
Keywords: برآورد GMM; Banking profitability; Macroeconomic impact on banking profitability; Financial crisis; Country income level; GMM estimation
Keywords: برآورد GMM; G0; G1; G23; G28; H6; Bond Markets; Government Securities; Corporate Securities; Dynamic panel; GMM estimation;
Keywords: برآورد GMM; Pedestrian exposure; Network topology; Spatial autoregressive; GMM estimation
GMM estimation of the spatial autoregressive model in a system of interrelated networks
Keywords: برآورد GMM; Spatial autoregressive models; Interrelated networks; GMM estimation; C13; C31; R15;
Is ex-post credit risk affected by the cycles? The case of Italian banks
Keywords: برآورد GMM; C23; C51; G21; G2; E32; Non-performing loans; Ex-post credit risk; Business cycle; Credit cycle; GMM estimation; Italian Banks; Macro-prudential policy;
Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility
Keywords: برآورد GMM; Sentiment dynamics; GMM estimation; Volatility forecasting; G12; C22; C53;
Using invalid instruments on purpose: Focused moment selection and averaging for GMM
Keywords: برآورد GMM; C21; C26; C52; Moment selection; GMM estimation; Model averaging; Focused Information Criterion; Post-selection estimators;
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Keywords: برآورد GMM; C12; C13; C23; Dynamic panels; Cross-sectional heteroskedasticity; Monte Carlo simulation; Transformed MLE; GMM estimation;
Behavioural asymmetries in the G7 foreign exchange market
Keywords: برآورد GMM; F31; F47; C53; Spot-forward exchange rates; Asymmetric preferences; Forecast breakdown; GMM estimation;
Does capital structure depend on group affiliation? An analysis of Indian firms
Keywords: برآورد GMM; C13; C23; G30Business groups; India; Panel data; GMM estimation; ‘Lagged’ time-series analysis
Estimation of spatial panel data models with randomly missing data in the dependent variable
Keywords: برآورد GMM; C13; C21; R15Spatial autoregressive models; Missing data; Dependent variable; GMM estimation; Nonlinear least squares; Imputation; Mundlak approach; Unknown heteroscedasticity
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Keywords: برآورد GMM; G12; G13; C51; C52; Stochastic volatility risk premium; Model-free implied volatility; Model-free realized volatility; Black-Scholes; GMM estimation; Return predictability;
Habit-based asset pricing with limited participation consumption
Keywords: برآورد GMM; C32; G12; CCAPM; Limited participation consumption data; Habit formation; Real term structure; Risk premium; GMM estimation;
Generalized method of moments estimation for cointegrated vector autoregressive models
Keywords: برآورد GMM; Cointegration; GMM estimation; VAR model
Improved GMM estimation of the spatial autoregressive error model
Keywords: برآورد GMM; C13; C21; GMM estimation; Spatial autoregression; Regression residuals;
Microfinance Mission Drift?
Keywords: برآورد GMM; microfinance; mission drift; panel data; GMM estimation
Habit formation, surplus consumption and return predictability: International evidence
Keywords: برآورد GMM; E21; G12; G15; Habit formation; Campbell-Cochrane model; Surplus consumption ratio; GMM estimation; Pricing errors; Return predictability;
Capital structure in an emerging stock market: The case of India
Keywords: برآورد GMM; Capital structure; Financial sector; Panel data; Fully modified OLS estimation; GMM estimation; India
Modelling dynamic storage function in commodity markets: Theory and evidence
Keywords: برآورد GMM; Commodity markets; Marginal convenience yield; Inventories; Tobin's q; GMM estimation;
Continuous cascade models for asset returns
Keywords: برآورد GMM; C13; C22; C5; F31; F37; G10; Asset return fluctuations; Stochastic volatility; Random cascades; Multifractals; GMM estimation; Volatility forecasts; Value at risk forecasts;
True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence
Keywords: برآورد GMM; Scaling; Generalized Hurst exponent; Multifractal model; GMM estimation
The role of financial development in economic growth: The experiences of Taiwan, Korea, and Japan
Keywords: برآورد GMM; C33; E44; F2; F43; G32; Financial development; Economic growth; International capital mobility; GMM estimation;
The effects of capital inflows on the economic growth in the Med Area
Keywords: برآورد GMM; Financial integration; Dynamic panel model; GMM estimation;