MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02022cam a2200313 a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
EG-GiCUC |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
150316s2014 ua f m 000 0 eng d |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
EG-GiCUC |
| Language of cataloging |
eng |
| Transcribing agency |
EG-GiCUC |
| 041 0# - LANGUAGE CODE |
|---|
| Language code of text/sound track or separate title |
eng |
| 049 ## - LOCAL HOLDINGS (OCLC) |
|---|
| Holding library |
Deposite |
| 097 ## - Thesis Degree |
|---|
| Thesis Level |
Ph.D |
| 099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) |
|---|
| Classification number |
Cai01.18.04.Ph.D.2014.Mo.S |
| 100 0# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Mohamed Reda Sobhi Abonazel |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Some estimation methods for dynamic panel data models / |
| Statement of responsibility, etc. |
Mohamed Reda Sobhi Abonazel ; Supervised Ahmed Hassen Youssef , Ahmed Amin El-sheikh |
| 246 15 - VARYING FORM OF TITLE |
|---|
| Title proper/short title |
بعض طرق التقدير لنماذج بيانات السلسلة القطاعية الديناميكية |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Cairo : |
| Name of publisher, distributor, etc. |
Mohamed Reda Sobhi Abonazel , |
| Date of publication, distribution, etc. |
2014 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
123 P. ; |
| Dimensions |
30cm |
| 502 ## - DISSERTATION NOTE |
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| Dissertation note |
Thesis (Ph.D.) - Cairo University - Institute of Statistical Studies and Research - Department of Statistics and Econometrics |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
In dynamic panel models, the generalized method of moments (GMM) has been used in many applications since it gives efficient estimators. This efficiency is affected by the choice of the initial weight matrix. It is common practice to use the inverse of the moment matrix of the instruments as an initial weight matrix. However, an initial optimal weight matrix is not known, especially in the system GMM estimation procedure. Therefore, we present the optimal weight matrix for level GMM estimator, and suboptimal weight matrices for system GMM estimator, and use these matrices to increase the efficiency of GMM estimator. Using the Kantorovich inequality (KI), we find that the potential efficiency gain becomes large when the variance of individual effects increases compared to the variance of the errors |
| 530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE |
|---|
| Additional physical form available note |
Issued also as CD |
| 653 #4 - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Dynamic Panel data |
| 653 #4 - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
Generalized method of moments |
| 653 #4 - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
KI upper bound |
| 700 0# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Ahmed Amin Elsheikh , |
| Relator term |
|
| 700 0# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Ahmed Hassen Youssef , |
| Relator term |
|
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) |
|---|
| Cataloger |
Nazla |
| Reviser |
Revisor |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) |
|---|
| Cataloger |
Soheir |
| Reviser |
Cataloger |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Thesis |
