Search for dissertations about: "gmm"

Showing result 1 - 5 of 27 swedish dissertations containing the word gmm.

  2. 1. A Factor Analytical Approach to Dynamic Panel Data Models

    Author : Milda Norkute; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Dynamic panel data models; Factor analytical method; Bias; Incidental trends; MA errors; Factor-GMM;

    Abstract : This thesis deals with the development and application of new estimation approaches based on factor analysis for estimation and inference in dynamic panel data models with fixed-effects. A new factor analytical method (FA) for the estimation of fixed-effects dynamic panel data models is proposed in Bai ("Fixed-Effects Dynamic Panel Models, A Factor Analytical Method". READ MORE

  4. 2. Essays on Efficiency Measurement and Corporate Social Responsibility

    Author : Constantin Belu; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Corporate Social Responsibility; Sustainable Development; Data Envelopment Analysis; DEA; Strategic CSR; System-GMM; Information Technology; Technical Efficiency; Stochastic Frontier Analysis; SFA; Panel Data; Technical Efficiency; Vintage; Putty-Clay; Best-Practice;

    Abstract : Paper 1: Ranking corporations based on sustainable and socially responsible practices. A Data Envelopment Analysis (DEA) approach This study ranks publicly listed corporations based on social and environmental (i.e. READ MORE

  5. 3. Economic Implications of Corporate Social Responsibility and Responsible Investments

    Author : Cristiana Manescu; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Corporate Social Responsibility; Strategic CSR; Socially Responsible Investments; Sustainability; Firm Profitability; Stock Returns; Statistical Learning Techniques; Variable Selection; Smooth Splines; Regression Trees; Data Envelopment Analysis; Difference-GMM; Risk-Factor Test; Market Efficiency; Control Functions Approach.;

    Abstract : Paper 1 (with Catalin Starica): This study conducts an in-depth analysis of the association between a unique ten-dimensional set of Corporate Social Responsibility (CSR) scores and firm profitability, as measured by Return on Assets (ROA). We find that non-linear (semi or non-parametric) regression methods bring important improvements in explaining profitability relative to a classical linear approach. READ MORE

  6. 4. Essays on Performance and Growth in Swedish Banking

    Author : Pål Sjöberg; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Swedish banking; degree of competition; Lerner indexes; entry barriers; contestability; commercial banks; savings banks; branch banks; unit banks; GMM estimation; dynamic panel data model; firm growth; Gibrat’s law of proportionate effect; technological change; local banking markets; entry thresholds; ordered probit model; Poisson model.;

    Abstract : This thesis deals with performance and growth in the Swedish banking sector, in an era following important changes such as the globalisation of financial markets, the harmonisation of legislation (e.g. the EU banking directives) and the implementation of new technology, such as Internet banking and other electronic delivery channels. READ MORE

  7. 5. GMM Bootstrapping in Dynamic Panels - Monte Carlo Evidence and an Application to Local Public Finance

    Author : Eva Johansson; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi;

    Abstract : .... READ MORE