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Keywords: System GMM
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Journal Articles
Journal Articles
Journal Articles
African Journal of Economic and Management Studies (2021) 12 (3): 400–422.
Published: 21 June 2021
... is conducted over a ten year period spanning from 2009 to 2018 for 309 companies. Unit Root Fisher Chi-Square test and Granger Causality test were employed to test for unidirectional and bidirectional relationships cross-sectionally. To resolve endogeneity issues, System GMM was used as main topology for panel...
Journal Articles
African Journal of Economic and Management Studies (2018) 9 (4): 462–476.
Published: 25 July 2018
... studies on exchange rate undervaluation in the context of South Africa are Bhorat et al. (2014) , Zwedala (2013) , Elbadawi et al. (2012) , Sibanda et al. (2013) , Mpofu (2013) , Ngandu (2008) and Njindan (2017) . Our study differs in that it uses a system GMM estimator...

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