Search Results

AN ANALYSIS OF THE EVENTS THAT LED TO THE EXACERBATION OF THE BLACK SEA CRISIS IN THE LAST DECADE AND THE ROLE OF DISINFORMATION AND MISINFORMATION,
Adrian Viorel Dragomir, Robert-Claudiu Hellvig and Constantin-Adrian Blanaru, in Internal Auditing and Risk Management (2022)
Keywords: disinformation, information security, war, vulnerability, resilience

Econometric Models with Panel Data,
Václava Pánková, in Acta Oeconomica Pragensia (2007)
Keywords: panel data, random / fixed effects model, short time series, Hausman test

Non-linéarité entre inflation et croissance économique: quels enseignements pour la zone BEAC ?,
Itchoko Motande Mondjeli Mwa Ndjokou and Pierre Christian Tsopmo, in Revue d’économie du développement (2017)
Keywords: Inflation-growth relation, Optimal inflation threshold, PSTR model

Assessing the Twin Deficits Hypothesis in Selected OECD Countries: An Empirical Investigation,
Mehmet Nargelecekenler and Filiz Giray, in Business and Economics Research Journal (2013)
Keywords: Twin deficits; panel unit root; structural breaks; panel cointegration

Relación entre turismo internacional y el crecimiento económico a nivel mundial,
Christian González and Brayan Tillaguango, in Revista Económica (2020)
Keywords: Crecimiento económico; Turismo; Cointegración; Datos de panel; Causalidad

EXPLORACIÓN DE PETRÓLEO EN COLOMBIA: UNA APROXIMACIÓN EMPÍRICA,
Paulo Cesar Aguirre Galvez, from Universidad de los Andes, Facultad de Economía, CEDE (2003)
Keywords: Economía de los Recursos Naturales

FACTORES ASOCIADOS AL LOGRO EDUCATIVO A NIVEL MUNICIPAL,
Alejandro Mina, from Universidad de los Andes, Facultad de Economía, CEDE (2004)
Keywords: Calidad de la educación

Estimation of a panel stochastic frontier model with unobserved common shocks,
Chih-Chiang Hsu, Chang-Ching Lin and Shou-Yung Yin, from University Library of Munich, Germany (2012)
Keywords: fixed effects, common correlated effects, factor structure, cross-sectional dependence, stochastic frontier

On the C++ Object Programming for Time Series, in the Linux framework,
George Daniel Mateescu, from Institutul National de Cercetari Economice (INCE) (2012)
Keywords: Object Programming, Time Series

On the C++ Object Programming for Time Series, in the Linux framework,
George Mateescu, from Institutul National de Cercetari Economice (INCE) (2013)
Keywords: Object Programming, Time Series

Second-order corrected likelihood for nonlinear panel models with fixed effects,
Geert Dhaene and Yutao Sun, in Journal of Econometrics (2021)
Keywords: Nonlinear panel data models; Fixed effects; Incidental parameter problem; Bias correction;

Consumer purchasing behavior analysis using CVS POS data,
Kaoru Kuramoto, Yosuke Kurihara and Satoshi Kumagai, from International Institute of Social and Economic Sciences (2020)
Keywords: Simultaneous purchaseConsumer attributesmaximum likelihood methodlogit modelAIC

Dances with Chinese data: are the reform period Chinese provincial panel data reliable?,
Qichun He, from University Library of Munich, Germany (2011)
Keywords: Technology Diffusion, Convergence Equation, Panel Data, System GMM (Generelized method of moments)

WHAT PART OF THE INCOME DISTRIBUTION MATTERS FOR EXPLAINING PROPERTY CRIME? THE CASE OF COLOMBIA,
Jairo Nunez, Fabio Sanchez Torres and François Bourguignon, from Universidad de los Andes, Facultad de Economía, CEDE (2003)
Keywords: Crime economics

Optimal forecasting with heterogeneous panels: a Monte Carlo study,
Lorenzo Trapani and Giovanni Urga, from Department of Management, Information and Production Engineering, University of Bergamo (2006)
Keywords: Panel data; homogeneous, heterogeneous and shrinkage estimators; forecasting; cross dependence; Monte Carlo simulations

Moment Restrictions and Identification in Linear Dynamic Panel Data Models,
Tue Gørgens, Chirok Han and Sen Xue, in Annals of Economics and Statistics (2019)
Keywords: Dynamic Panel Data Models, Fixed Effects, Identification, Generalized Method of Moments, Arellano-Bond Estimator

Testing for the null of block zero restrictions in common factor models,
Chirok Han and Dukpa Kim, in Economics Letters (2020)
Keywords: Structural breaks in factor loadings; Number of factors;

IV Estimation of Panels with Factor Residuals,
Donald Robertson, Vasilis Sarafidis and James Symons, from University Library of Munich, Germany (2010)
Keywords: Method of Moments, Dynamic Panel Data, Factor Residuals.

The dynamics of capital structure: Panel data analysis. Evidence from New High-Tech German Firms,
Pr.Abdelwahed Trabelsi and Imen Bouallegui, from Econometric Society (2004)
Keywords: Capital structure, Optimal leverage, Panel data analysis, Dynamic models, Fixed effects, Random effects, Anderson and Hsiao estimators.

Likelihood Based Inference for amic Panel Data Models,
Gareth M. Thomas and Seung Ahn, from Econometric Society (2004)
Keywords: dynamic panel data mle

Productivity and Economic Growth in Latin America: The Stochastic Production Frontier Approach,
Almir Bittencourt, from Econometric Society (2004)
Keywords: Economic growth; stochastic production frontier; total factor productivity.

Analytical bias correction for two-step fixed effects models with copula-distributed errors,
Costanza Naguib, in Economics Letters (2022)
Keywords: Two-step fixed effects; Analytical bias correction; Relative mobility;

Technical Efficiency of Microfinance Institutions in India- A Stochastic Frontier Approach,
Tariq Masood and Mohd. Izhar Ahmad, from University Library of Munich, Germany (2010)
Keywords: Microfinance Institutions, Technical Efficiency, Stochastic Frontier Method, India

On bootstrapping panel factor series,
Lorenzo Trapani, in Journal of Econometrics (2013)
Keywords: Bootstrap; Invariance principle; Factor series; Vector AutoRegression; Joint asymptotics;

Convergencia económica regional: el caso de los Departamentos colombianos,
Liliana Franco Vásquez and Josep Raymond, in Revista Ecos de Economía (2009)
Keywords: Crecimiento Económico; Clubs de Convergencia; Concentración

More Efficient Estimation of Multiplicative Panel Data Models in the Presence of Serial Correlation,
Nicholas Brown and Jeffrey Wooldridge, from Economics Department, Queen's University (2023)
Keywords: fixed effects Poisson, serial correlation, optimal instruments, generalized method of moments

Home Team Advantage in the NRL,
Thomas Longden, in Review of Environment, Energy and Economics - Re3 (2014)
Keywords: Sports Economics, Home Team Advantage, Rugby League

Anova-type consistent estimators of variance components in unbalanced multi-way error components models,
Giovanni Bruno, from KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy (2010)
Keywords: variance components, Anova-type estimators, multi-way error components models, unbalancedness, endogenous regressors

Approximating the Bias of the LSDV Estimator for Dynamic Unbalanced Panel Data Models,
Giovanni Bruno, from KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy (2004)
Keywords: Bias approximation; Unbalanced panels; Dynamic panel data; LSDV estimator; Monte Carlo experiment

Copula-based bivariate binary response models,
Rainer Winkelmann, from Socioeconomic Institute - University of Zurich (2009)
Keywords: Bivariate probit, binary endogenous regressor, Frank copula, Clayton copula

Further results on bias in dynamic unbalanced panel data models with an application to firm R&D investment,
Boris Lokshin, from United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT) (2008)
Keywords: Bias Correction, Unbalanced Panel Data, GMM, Dynamic Models

Bias correction for within-group estimation of panel data models with fixed effects and sample selection,
Chirok Han and Goeun Lee, in Economics Letters (2022)
Keywords: Fixed effects; Sample selection; Within-group estimator; Weighted least squares; Pairwise differences;

Discrete Choices with Panel Data,
Manuel Arellano, from Centro de Estudios Monetarios Y Financieros- (2001)
Keywords: PANEL DATA ; DISTRIBUTION ; BINARY CHOICE

Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models,
Manuel Arellano and Stéphane Bonhomme, in Annual Review of Economics (2017)
Keywords: dynamic models, structural economic models, panel data, unobserved heterogeneity

Nonlinear Panel Data Analysis,
Manuel Arellano and Stéphane Bonhomme, in Annual Review of Economics (2011)
Keywords: incidental parameters, unobserved heterogeneity

Robust likelihood estimation of dynamic panel data models,
Javier Alvarez and Manuel Arellano, in Journal of Econometrics (2022)
Keywords: Autoregressive panel data models; Time series heteroskedasticity; Bias-corrected score; Random effects; Earnings process;

Binary Choice Panel Data Models with Predetermined Variables,
Manuel Arellano and Raquel Carrasco, from Centro de Estudios Monetarios Y Financieros- (1996)
Keywords: ECONOMIC MODELS;STATISTICAL ANALYSIS

Does Value-added Tax Revenue Inspire Growth? Evidence from Southern Africa,
Zurika Robinson and Jesse De Beer, in The African Finance Journal (2024)
Keywords: VAT revenue, SADC, Economic growth

En busca del oro ¿Qué determina el éxito en competencias deportivas internacionales?,
Dante Contreras and Andres Gomez-Lobo, in El Trimestre Económico (2006)
Keywords: deportes, datos de panel

Robus Standard Error Estimation in Fixed-Effects Panel Models,
Gabor Kezdi, from University Library of Munich, Germany (2005)
Keywords: Fixed-Effects Panel Models, Serial Correlation, Robust Standard Error Estimation

Economic Growth and Human Capital Accumulation across Countries: Evidence from WAEMU Region,
Ousmane Traoré, in International Advances in Economic Research (2020)
Keywords: Healthcare spending, Gross domestic product, Panel Granger causality, Spatial spillover effects, Maximum likelihood estimates

Smoothed LSDV estimation of functional-coefficient panel data models with two-way fixed effects,
Shaymal C. Halder and Emir Malikov, in Economics Letters (2020)
Keywords: Fixed effect; Local linear; LSDV; Semiparametric; Smooth coefficient; Time effect;

Crecimiento Económico y Concentración Original del Ingreso: Experiencias Internacionales desde 1820,
Carlos Posada and José Fernando Escobar, from Banco de la Republica (2003)
Keywords: Crecimiento Económico,

Detection of Structural Breaks in Linear Dynamic Panel Data Models,
Stefan De Wachter and Elias Tzavalis, from Queen Mary University of London, School of Economics and Finance (2004)
Keywords: Panel data, Structural break, Break detection

Threshold effects in the relationship between inflation and growth: a new panel-data approach,
David Drukker, Pedro Gomis-Porqueras and Hernandez -erme Paula, from University Library of Munich, Germany (2005)
Keywords: threshold model, nonlinear model, empirical growth, super-neutrality, panel data

On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors,
Yiannis Karavias and Elias Tzavalis, from University Library of Munich, Germany (2012)
Keywords: Panel data models; unit roots; local power functions; serial correlation; incidental trends

On quasi maximum-likelihood estimation of dynamic panel data models,
Robert Phillips, in Economics Letters (2015)
Keywords: Fixed effects; QML estimation; Augmented dynamic panel data model;

Integrated likelihood based inference for nonlinear panel data models with unobserved effects,
Martin Schumann, Thomas A. Severini and Gautam Tripathi, in Journal of Econometrics (2021)
Keywords: Fixed effects; Integrated likelihood; Nonlinear models; Panel data;

The role of score and information bias in panel data likelihoods,
Martin Schumann, Thomas A. Severini and Gautam Tripathi, in Journal of Econometrics (2023)
Keywords: Fixed effects; Hessian bias; Information bias; Panel data likelihood; Score bias;

Le rôle politique de la dotation globale de fonctionnement,
Touria Jaaidane and Sophie Larribeau, in Revue d'économie politique (2024)
Keywords: Local governments, Inter-governmental transfers, Fiscal equalization, Politics, Regression Discontinuity Design

On international spillovers,
Dominique Bianco and Abdou-Aziz Niang, in Economics Letters (2012)
Keywords: Productivity; Spillovers; R&D; Human capital; Common factors;

Consistency of the fixed effects Poisson estimator with multiplicative measurement error and unbalanced panels,
Trang Hoang and Jeffrey Wooldridge, in Economics Letters (2024)
Keywords: Fixed effects Poisson estimator; Measurement error; Sample selection; Unbalanced panel;

A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching,
Irina Murtazashvili and Jeffrey Wooldridge, in Journal of Econometrics (2016)
Keywords: Random coefficient model; Average treatment effect; Control function approach;

Discrete choices with panel data,
Manuel Arellano, in Investigaciones Economicas (2003)
Keywords: Binary choice, panel data, fixed effects, modifed likelihood, asymptotic corrections

THE IMPACT OF TRANSPORTATION INFRAESTRUCTURE ON THE COLOMBIAN ECONOMY,
Maria Ramirez-Giraldo, from Banco de la Republica (1999)

Approximate functional differencing,
Geert Dhaene and Martin Weidner, in SERIEs: Journal of the Spanish Economic Association (2023)
Keywords: Panel data, Discrete choice, Incidental parameters, Bias correction, Functional differencing

Modified-likelihood estimation of fixed-effect models for dyadic data,
Koen Jochmans, in SERIEs: Journal of the Spanish Economic Association (2023)
Keywords: Asymptotic bias, Dyadic data, Fixed effects, Undirected random graph

Testing for Granger non-causality in heterogeneous panels,
Elena Ivona Dumitrescu and Christophe Hurlin, in Economic Modelling (2012)
Keywords: Granger non-causality; Panel data; Wald test;

Parametric Binary Choice Models,
Michael Lechner, Stefan Lollivier and Thierry Magnac, from Department of Economics, University of St. Gallen (2005)

Identification in a Binary Choice Panel Data Model with a Predetermined Covariate,
Stéphane Bonhomme, Kevin Dano and Bryan Graham, from National Bureau of Economic Research, Inc (2023)

Causal Models for Longitudinal and Panel Data: A Survey,
Dmitry Arkhangelsky and Guido Imbens, from National Bureau of Economic Research, Inc (2023)

A Two-Stage Estimator for Probit Models with Structural Group Effects,
George Borjas and Glenn T. Sueyoshi, from National Bureau of Economic Research, Inc (1993)

Using Weights to Adjust for Sample Selection When Auxiliary Information is Available,
Aviv Nevo, from National Bureau of Economic Research, Inc (2001)

A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models,
Atsushi Inoue and Gary Solon, from National Bureau of Economic Research, Inc (2005)

Cointegration testing in dependent panels with breaks,
Francesca Di Iorio and Stefano Fachin, from University Library of Munich, Germany (2007)
Keywords: Panel cointegration; continuos-path block bootstrap; breaks; Feldstein-Horioka Puzzle

Testing for breaks in cointegrated panels,
Francesca Di Iorio and Stefano Fachin, from University Library of Munich, Germany (2006)
Keywords: Panel cointegration; stationary bootstrap; parameter stability tests

Asymptotic Inference in Censored Regression MOdels Revisited,
Chihwa Kao, from Center for Policy Research, Maxwell School, Syracuse University (2001)

Joint LM Test for Homoskedasticity in a One-Way error Component Model,
Badi Baltagi, Georges Bresson and Alain Pirotte, from Center for Policy Research, Maxwell School, Syracuse University (2005)
Keywords: panel data, heteroskedasticity, Lagrange multiplier tests, error components, Monte Carlo simulations

Panel Unit Root Tests and Spatial Dependence,
Badi Baltagi, Georges Bresson and Alain Pirotte, from Center for Policy Research, Maxwell School, Syracuse University (2006)
Keywords: Nonstationarity, panel data, spatial dependence, cross-section correlation, unit root tests

Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model,
Badi Baltagi, Byoung Cheol Jung and Seuck Heun Song, from Center for Policy Research, Maxwell School, Syracuse University (2008)
Keywords: Panel data; heteroskedasticity; serial correlation; Lagrange Multiplier tests; likelihood ratio; random effects

Testing the Fixed Effects Restrictions? A Monte Carlo Study of Chamberlain's Minimum Chi-Squared Test,
Badi Baltagi, Georges Bresson and Alain Pirotte, from Center for Policy Research, Maxwell School, Syracuse University (2009)
Keywords: Panel data, fixed effects (FE), random effects (RE), Chamberlain test, minimum chi-squared (MCS), Angrist-Newey test

Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends,
Chihwa Kao, Lorenzo Trapani and Giovanni Urga, from Center for Policy Research, Maxwell School, Syracuse University (2011)
Keywords: Structural change, Panel cointegration, Common stochastic trends, Functional Central Limit Theorem.

Heterogeneity in dynamic discrete choice models,
Martin Browning and Jesus Carro, from University of Oxford, Department of Economics (2006)
Keywords: Unobserved Heterogeneity, Heterogeneous Slopes, Fixed Effects, Binary Choice, Panel Data

Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption,
Badi Baltagi, Georges Bresson, James M. Griffin and Alain Pirotte, from International Conferences on Panel Data (2002)
Keywords: Panel data; French gasoline demand; Error components; Heterogeneous estimators; Shrinkage estimators

Heterogeneity and selection in dynamic panel data,
Yuya Sasaki, in Journal of Econometrics (2015)
Keywords: Dynamic panel data; Heterogeneity; Selection; Initial conditions problem;

Unequal spacing in dynamic panel data: Identification and estimation,
Yuya Sasaki and Yi Xin, in Journal of Econometrics (2017)
Keywords: Dynamic panel data; Earnings dynamics; Unequal spacing;

Reprint of: Initial conditions and moment restrictions in dynamic panel data models,
Richard Blundell and Stephen Bond, in Journal of Econometrics (2023)
Keywords: Dynamic panel data; Error components; Weak instruments; Initial conditions; GMM;

Fixed-b asymptotics for panel models with two-way clustering,
Kaicheng Chen and Timothy J. Vogelsang, in Journal of Econometrics (2024)
Keywords: Panel data; Clustering; Dependence; Standard errors; Fixed-b;

Police and Crime: Further Evidence from a Quasi-Natural Experiment,
Vicente Cardoso and Marcelo Resende, from CESifo (2018)
Keywords: police strikes, crime

Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity,
Chihwa Kao and Yongmiao Hong, from Econometric Society (2004)
Keywords: Conditional heteroskedasticity, Dynamic panel Model, Generalized spectral derivative, Hausman's test, Joint limit asymptotics, Linearity, Martingale.

A time-space dynamic panel data model with spatial moving average errors,
Badi Baltagi, Bernard Fingleton and Alain Pirotte, in Regional Science and Urban Economics (2019)
Keywords: Panel data; Spatial lag; Error components; Time-space; Dynamic; OLS; Within; GM; Spatial autocorrelation; Direct and indirect effects; Moving average; Prediction; Simulations; Rook contiguity; Interregional trade;

A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors,
Badi Baltagi, Bernard Fingleton and Alain Pirotte, from University Library of Munich, Germany (2018)
Keywords: Panel data; Spatial lag; Error components; Time-space; Dynamic;OLS; Within; GM; Spatial autocorrelation; Direct and indirect effects; Moving average; Prediction; Simulations, Rook contiguity, Interregional trade.

Nearly Unbiased Estimation in Dynamic Panel Data Models with Exogenous Variables,
Martin Carree, from Tinbergen Institute (2002)
Keywords: panel data; fixed effects; nearly unbiased estimation

Nearly Unbiased Estimationin Dynamic Panel Data Models,
Martin Carree, from Tinbergen Institute (2002)
Keywords: dynamic panel data; Nickell bias; bias-correction

Modified-likelihood estimation of fixed-effect models for dyadic data,
Koen Jochmans, from Toulouse School of Economics (TSE) (2024)
Keywords: Asymptotic bias; Dyadic data; Fixed effects ; Undirected random graph

Bootstrap inference for fixed-effect models,
Koen Jochmans and Ayden Higgins, from Toulouse School of Economics (TSE) (2023)
Keywords: Bootstrap,;fixed effects; incidental parameter problem; inference, panel data

Dynamic panel data modelling using maximum likelihood: an alternative to Arellano-Bond,
Enrique Moral-Benito, Paul Allison and Richard Williams, from Banco de España (2017)
Keywords: dynamic panel data, maximum likelihood estimation

Technical inefficiency and public capital in US States: A stochastic frontier approach,
Jaume Puig, from Department of Economics and Business, Universitat Pompeu Fabra (2000)
Keywords: Public capital productivity, technical efficiency, stochastic frontier approach

Measuring and explaining farm inefficiency in a panel data set of mixed farms,
Jaume Puig and Josep M. Argilés, from Department of Economics and Business, Universitat Pompeu Fabra (2000)
Keywords: Technical efficiency, stochastic frontier approach, agricultural economics, frontier productions, farm efficiency

Asymptotic distributions of the quadratic GMM estimator in linear dynamic panel data models,
Tue Gorgens, Chirok Han and Sen Xue, from Australian National University, College of Business and Economics, School of Economics (2016)
Keywords: Dynamic panel data models, fixed effects, generalized method of moments, nonstandard limiting distributions