‎The aim of this paper is to study distribution of ratios of generalized order statistics from pareto distribution. parameter estimation of Pareto distribution based on generalized order statistics and ratios of them have been obtained. Inferences using method of moments and unbiased estimator have been obtained to develop point estimations. Consistency of unbiased estimator has been illustrate...

This paper explores the effect of market concentration Norwegian oil production sector (NPS) on Norway's second-largest industry, oilfield services companies (OFS). To capture this effect, we use system generalized method moments approach (GMM) to estimate an empirical model, spanning period 1993–2013. The findings indicate that increased is consistent with lower profitability companies, as bar...

This analysis examines the influence of information transparency and disclosure on value companies listed Vietnamese stock market. Data employed in this study were primarily gathered from audited financial statements, management reports other related documents 430 publicly traded firms Ho Chi Minh Stock Exchange (HOSE) Ha Noi (HNX) for time period 2014 through 2016. Using GMM (Generalized Metho...

Generalized Method of Moments (GMM) estimators in their various forms, including the popular Maximum Likelihood (ML) estimator, are frequently applied for evaluation complex econometric models with not analytically computable moment or likelihood functions. As objective functions GMM- and ML-estimators themselves constitute approximation an integral, more precisely expected value over real worl...

We investigate Egypt's Taylor rule (interest rate targeting) between 1976 and 2019 by including the main economic variables in its reaction function. Using principle, we Egypt’s monetary policy optimality. To this end, conduct generalized method of moments (GMM) estimation procedure with different specifications to deal potential endogeneity among variables. Our GMM estimates reveal that partia...

This study investigated the linkages between foreign direct investment (FDI) and financial development measured by banks stock markets in 30 Asian developing countries from 1986 to 2019. We used a bivariate model with Granger causality tests test reverse FDI multivariate models system generalized method of moments (GMM) estimator identify how one factor affected other. Our results showed bidire...

The research aims to determine the impact of board characteristics on firm performance for 348 firms National Stock Exchange (NSE) 500 Index listed India period 2012-2018 using (OLS) Ordinary Least Square (FEM) Fixed Effect Model and more robust (GMM) Generalized Method Moments regression techniques. GMM technique also controls endogeneity as well heteroscedasticity heterogeneity in panel data....

This study tried to determine firm-specific variables that affect the price-to-earnings ratios of listed tourism companies at Borsa Istanbul in Turkey over period 2012q3 - 2020q3. For this purpose, quarterly financial data were analyzed by using Generalized Moments Method (GMM). As a result analysis, it was determined positive relationship existed between Tobin’s Q ratio and ratio, whereas nega...