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AA10715861-00000147-0001.pdf
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Title |
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Conditional GMM estimation for gravity models
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Nishihata, Masaya
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Economic Policy Department, Mitsubishi UFJ Research and Consulting Co., Ltd.
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大津, 泰介
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オオツ, タイスケ
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Ōtsu, Taisuke
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Department of Economics, London School of Economics; 慶應義塾大学産業研究所
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Keio Economic Observatory
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Keio Economic Observatory Sangyo Kenkyujo
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2019
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KEO discussion paper
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147
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2019
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7
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This paper studies finite sample performances of the conditional GMM estimators for a particular conditional moment restriction model, which is commonly applied in economic analysis using gravity models of international trade. We consider the GMM estimator with growing moments and Dominguez and Lobato's (2004) process-based GMM estimator. Under the simulation designs by Santos Silva and Tenreyro (2006), we find that Dominguez and Lobato's (2004) estimator is favorably comparable with the Poisson pseudo maximum likelihood estimator, and outperforms other estimators.
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History |
Jul 26, 2019 | | インデックス を変更 |
Jul 26, 2019 | | 版,出版地 場所,出版者 名前,出版者 カナ,出版者 ローマ字,日付 出版年(from:yyyy),日付 出版年(to:yyyy),日付 作成日(yyyy-mm-dd) を変更 |
May 11, 2020 | | Creator を変更 |
Feb 20, 2024 | | JaLCDOI を変更 |
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Index |
/ Public / Keio Economic Observatory(KEO) / KEO discussion paper / 101-102, 104-108, 110-119, 121-144, 147-149, 152, 155-156, 158-162, 164-168, 170, 173, 175, 177-178 |
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