Generalized method of moments

Bài nghiên cứu này nhằm tìm hiểu tác động của sở hữu nhà nước đến chi phí sử dụng nợ của các công ty được niêm yết tại thị trường chứng khoán Việt Nam trong giai đoạn từ 2008 đến 2014. Bằng phương pháp hồi quy GMM (Generalized method of moments), bài nghiên cứu tìm thấy các bằng chứng cho rằng các công ty do nhà nước kiểm soát thường có chi phí sử dụng nợ thấp hơn so với các công ty do tư nhân kiểm soát.

117p sonhalenh03 01-06-2021 21 3   Download

The study applies quantitative method on non-balanced panel samples of Vietnamese listed firms which are extracted from the Thomson Reuters database and manually collected from companies’ annual reports. All the regressions are estimated by Generalized Least Squared (GLS) method to fix the heteroscedasticity problem and robusted by Generalized Method of Moment (GMM) for endogeneitity potential.

24p kequaidan6 15-07-2020 25 1   Download

The paper investigates the impact of corporate performance on supply chain finance with the data collected from logistics sector in Vietnam.

6p tocectocec 24-05-2020 34 1   Download

The paper analyzes factors which exert significant impact on supply chain finance (SCF) of real estate sector in Vietnam. Since this interesting topic has not been commonly investigated in empirical research, its results will be meaningful not only on Vietnam but also on other economies.

6p tocectocec 24-05-2020 25 0   Download

This paper investigates the impact of supply chain finance (SCF) and financial development on profitability of real estate firms in Vietnam over the 2013 - 2017 period. This is the first empirical research examining the impact of financial development on firm profitability.

6p tohitohi 22-05-2020 48 2   Download

This paper investigates the impact of financial leverage and supply chain finance on firm performance of Vietnamese construction sector. Although there is a big gap in the literature needed to be filled, little empirical evidence can be found on this interesting topic.

6p tohitohi 22-05-2020 20 2   Download

Lecture "Advanced Econometrics (Part II) - Chapter 13: Generalized method of moments (GMM)" presentation of content: Orthogonality condition, method of moments, generalized method of moments, GMM and other estimators in the linear models, the advantages of GMM estimator, GMM estimation procedure.

9p nghe123 06-05-2016 86 5   Download