Search Results

A note on difference-in-difference estimation by Fixed Effects and OLS when there is panel non-response,
Daniel Fernandez Kranz, Michael Lechner and Núria Rodriguez-Planas, from University of St. Gallen, School of Economics and Political Science (2015)
Keywords: Difference-in-difference estimation, attrition, panel estimation, balanced panel, unbalanced panel

Pre and post WTO analysis of south Asian economies: evidence from panel data estimation,
Syed Hasanat Shah, Hafsa Hasnat and Junjiang Li, from University Library of Munich, Germany (2011)
Keywords: trade, FDI, growth, panel estimation

Institutions and economic growth in Africa: Evidence from panel estimation,
Manamba Epaphra, and Aminiel Humphrey Kombe,, in Business and Economic Horizons (BEH) (2017)
Keywords: Economic growth, institutions, panel estimation, GMM, Africa

Semiparametric Estimation of Dynamic Binary Choice Panel Data Models,
Fu Ouyang and Thomas Tao Yang, from University of Queensland, School of Economics (2020)
Keywords: Bundle choices; rank estimation; panel data; bootstrap.

Semiparametric Estimation of a Panel Data Proportional Hazards Model with Fixed Effects,
Joel L. Horowitz and Sokbae (Simon) Lee, from International Conferences on Panel Data (2002)
Keywords: Duration analysis, panel data, semiparametric estimation

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

Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries,
Joseph Byrne and E Davis, from Royal Economic Society (2003)
Keywords: investment, uncertainty, exchange rates, non stationary panel estimation

COINTEGRATION VECTOR ESTIMATION BY DOLS FOR A THREE-DIMENSIONAL PANEL,
Luis Melo-Velandia, John León-Díaz and Dagoberto Saboya, from Banco de la Republica (2007)
Keywords: Cointegration, Dynamic OLS estimation, panel data in three dimensions.

Forecasting the Returns Based on the Panel Data Estimation Methods,
Ewa Majerowska, from University of Lodz (2007)
Keywords: Forecasting the returns; Panel data estimation methods; SUR and CSCTA models

Maximum Likelihood Estimation of the Panel Sample Selection Model,
Hung-pin Lai and Wen-Jen Tsay, from Institute of Economics, Academia Sinica, Taipei, Taiwan (2012)
Keywords: Panel data, Sample selection, Maximum likelihood estimation, Closed skewed normal

COINTEGRATION VECTOR ESTIMATION BY DOLS FOR A THREE-DIMENSIONAL PANEL,
Luis Melo-Velandia, John León-Díaz and Dagoberto Saboyá, from Banco de la Republica de Colombia (2007)
Keywords: Cointegration, Dynamic OLS estimation, panel data in three dimensions.

XTSPJ: Stata module for split-panel jackknife estimation,
Yutao Sun and Geert Dhaene, from Boston College Department of Economics (2019)
Keywords: panel data, jackknife estimation, bias correction, fixed effects

Nonparametric panel estimation of online auction price processes,
Yu Zhang, Jingping Gu and Qi Li, in Empirical Economics (2011)
Keywords: Online auctions, Bidding history, Panel model, Nonparametric estimation, Monotone estimation, L11, C33,

Convergence in panel data: Evidence from the skipping estimation,
Etsuro Shioji, from Department of Economics and Business, Universitat Pompeu Fabra (1997)
Keywords: income convergence, panel data estimation, skipping estimation, measurement error biases, small sample biases

Panel Estimations of PPP and Relative Price Models for CEECs: Lessons for Real Exchange Rate Modelling,
Lukasz Rawdanowicz, from CASE-Center for Social and Economic Research (2004)
Keywords: exchange rate models, PPP, panel estimations, CEECs

Estimation of a nonlinear panel data model with semiparametric individual effects,
Wayne-Roy Gayle and Soiliou Daw Namoro, in Journal of Econometrics (2013)
Keywords: Semiparametric estimation; Modified backfitting; Panel data; Nonlinear models;

Estimation of panel data partly specified Tobit regression with fixed effects,
Chunrong Ai, Hongjun Li, Zhongjian Lin and Meixia Meng, in Journal of Econometrics (2015)
Keywords: Fixed effects; Panel data; Sieve estimation; Symmetrical trimming; Convergence rate;

Bicluster Analysis of Heterogeneous Panel Data via M-Estimation,
Weijie Cui and Yong Li, in Mathematics (2023)
Keywords: heterogeneous panel data; block structure; bicluster; M-estimation; fused penalty

On the estimation of the optimum tilt angle of PV panel in Saudi Arabia,
Tarek O. Kaddoura, Makbul A.M. Ramli and Yusuf A. Al-Turki, in Renewable and Sustainable Energy Reviews (2016)
Keywords: Solar radiation; PV panel; optimum tilt angle; estimation;

Estimation of moments for linear panel data models with potential existence of time effects,
Jianhong Wu and Weihua Su, in Statistics & Probability Letters (2010)
Keywords: Estimation of moments Individual effects Linear panel data models Time effects

Spectral clustering with variance information for group structure estimation in panel data,
Lu Yu, Jiaying Gu and Stanislav Volgushev, in Journal of Econometrics (2024)
Keywords: Group structure estimation; Spectral clustering; Panel data models;

Extremum Estimation when the Predictors are Estimated from Large Panels,
Jushan Bai and Serena Ng, in Annals of Economics and Finance (2008)
Keywords: Non-Linear estimation, Large panels, Extremum estimators, Probit Analysis

Real effects of regional house prices: dynamic panel estimation with heterogeneity,
Sònia Muñoz, from London School of Economics and Political Science, LSE Library (2004)
Keywords: Housing price behaviour; Wealth effects; Dynamic panel estimation

On the role of the rank condition in CCE estimation of factor-augmented panel regressions,
Hande Karabiyik, Simon Reese and Joakim Westerlund, in Journal of Econometrics (2017)
Keywords: Factor-augmented panel regression; CCE estimation; Moore–Penrose inverse;

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

Nonparametric estimation of customer segments from censored sales panel data,
Johannes F. Jörg and Catherine Cleophas, in Journal of Revenue and Pricing Management (2022)
Keywords: Nonparametric statistics, Demand estimation, Demand segmentation, Censored panel data

Some applications of panel data models in small area estimation,
Vilma Nekrašaitė-Liegė, in Statistics in Transition new series (2011)
Keywords: Small area estimation, panel-type data, model-based, model-assisted

Estimation of Autoregressive Roots near Unity using Panel Data,
Hyungsik Moon and Peter Phillips, from Department of Economics, UC Santa Barbara (1999)
Keywords: Estimation of Autoregressive Roots near Unity using Panel Data

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;

A New Data-Based Dust Estimation Unit for PV Panels,
Mostafa. F. Shaaban, Amal Alarif, Mohamed Mokhtar, Usman Tariq, Ahmed H. Osman and A. R. Al-Ali, in Energies (2020)
Keywords: solar panels; regression models; dust accumulation; renewable energy; dust estimation

Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models,
Kazuhiko Hayakawa and Mohammad Pesaran, from Rimini Centre for Economic Analysis (2012)
Keywords: Dynamic Panels, Cross-sectional heteroskedasticity, Monte Carlo simulation, GMM estimation

Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models,
Kazuhiko Hayakawa and Mohammad Pesaran, from CESifo (2012)
Keywords: dynamic panels, cross-sectional heteroskedasticity, Monte Carlo simulation, GMM estimation

Nonlinearity in dynamic adjustment: Semiparametric estimation of panel labor supply,
Qi Li and Thomas Kniesner, in Empirical Economics (2002)
Keywords: Nonlinearity · semiparametric estimation · labor supply · panel data · SIPP

Identifying Demand Elasticity via Heteroscedasticity. A Panel GMM Approach to Estimation and Inference,
Thomas von Brasch, Arvid Raknerud and Trond C. Vigtel, from Statistics Norway, Research Department (2024)
Keywords: Demand Elasticity; Panel Data; Heteroscedasticity; GMM; Constrained Estimation; Bagging

Lessons from Quantile Panel Estimation of the Environmental Kuznets Curve,
Carlos Flores, Alfonso Flores-Lagunes and Dimitrios Kapetanakis, from University of Miami, Department of Economics (2009)
Keywords: Environmental Kuznets Curve, Panel Quantile Estimation, Income and the Environment

One-step robust estimation of fixed-effects panel data models,
M. Aquaro and Pavel Cizek, in Computational Statistics & Data Analysis (2013)
Keywords: Breakdown point; Fixed effects; Panel data; Robust estimation;

Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models,
Kazuhiko Hayakawa and Mohammad Pesaran, from Institute of Labor Economics (IZA) (2012)
Keywords: Monte Carlo simulation, cross-sectional heteroskedasticity, dynamic panels, GMM estimation

One-Step Robust Estimation of Fixed-Effects Panel Data Models,
M. Aquaro and Pavel Cizek, from Tilburg University, Center for Economic Research (2010)
Keywords: breakdown point; fixed effects; panel data; robust estimation

Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models,
Kazuhiko Hayakawa and Mohammad Pesaran, from Faculty of Economics, University of Cambridge (2012)
Keywords: Dynamic Panels, Cross-sectional heteroskedasticity, Monte Carlo simulation, GMM estimation

Forecasting with panel data: estimation uncertainty versus parameter heterogeneity,
Mohammad Pesaran, Andreas Pick and Allan Timmermann, from Faculty of Economics, University of Cambridge (2022)
Keywords: Forecasting, Panel data, Heterogeneity, Pooled estimation; Forecast combination

SFPANEL: Stata module for panel data stochastic frontier models estimation,
Federico Belotti, Silvio Daidone, Vincenzo Atella and Giuseppe Ilardi, from Boston College Department of Economics (2015)
Keywords: frontier estimation, stochastic frontier, panel data, fixed effects, random effects

System GMM estimation of panel data models with time varying slope coefficients,
Yoshihiro Sato and Mans Soderbom, from University of Gothenburg, Department of Economics (2013)
Keywords: panel data; system GMM estimation; time-varying coefficients; overidentifying restrictions

Identification and estimation in panel models with overspecified number of groups,
Ruiqi Liu, Zuofeng Shang, Yonghui Zhang and Qiankun Zhou, in Journal of Econometrics (2020)
Keywords: Classification; Fixed effects; Group structure; K-means algorithm; Linear and nonlinear panel; M-estimation;

Maximum Likelihood Estimation of Dynamic Panel Threshold Models,
Nelson R. Ramírez-Rondán, from Peruvian Economic Association (2015)
Keywords: Threshold Models, Dynamic Panel Data, Maximum Likelihood Estimation, Inflation, Economic Growth

Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions,
Jia Chen, Jiti Gao and Degui Li, from Monash University, Department of Econometrics and Business Statistics (2011)
Keywords: Asymptotic distribution; local linear smoother; minimum average variance estimation; panel data; semiparametric estimation; single-index models.

Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions,
Jia Chen, Jiti Gao and Degui Li, from University of Adelaide, School of Economics and Public Policy (2010)
Keywords: asymptotic distribution, local linear smoother, minimum average variance estimation, panel data, semiparametric estimation, single-index models

Testing for selectivity bias in panel data models,
Marno Verbeek and Theo Nijman, from Tilburg University, Center for Economic Research (1990)
Keywords: Estimation; Panel Data

Estimation of nonstationary heterogeneous panels,
Edward Blackburne and Mark Frank, in Stata Journal (2007)
Keywords: xtpmg, nonstationary panels, heterogeneous dynamic panels, pooled mean-group estimator, mean-group estimator, panel cointegration

Fertility Determinants and Economic Uncertainty: An Assessment Using European Panel Data,
George Hondroyiannis, in Journal of Family and Economic Issues (2010)
Keywords: Fertility choice, Panel estimation,

Simple estimators for dynamic panel data models with errors in variables,
T.J. Wansbeek and Arie Kapteyn, from Tilburg University, Center for Economic Research (1989)
Keywords: Estimation; Panel Data

Fertility Determinants and Economic Uncertainty:An Assessment Using European Panel Data,
George Hondroyiannis, from Bank of Greece (2009)
Keywords: Fertility Choice; Panel Estimation

HAC estimation in spatial panels,
Francesco Moscone and Elisa Tosetti, in Economics Letters (2012)
Keywords: Panels; HAC estimator; Spatial dependence; Serial dependence;

Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence,
Peter Phillips and Donggyu Sul, from Cowles Foundation for Research in Economics, Yale University (2002)
Keywords: Autoregression, Bias, Cross section dependence, Dynamic factors, Dynamic panel estimation, GLS estimation, Homogeneity tests, Median unbiased estimation, Modified Hausman tests, Median unbiased SUR estimation, Orthogonalization procedure, Panel unit root test

The nonresponse bias in the analysis of the determinants of total annual expenditures of households based on panel data,
Theo Nijman and Marno Verbeek, from Tilburg University, Center for Economic Research (1989)
Keywords: Estimation; Panel Data

Unified M-estimation of fixed-effects spatial dynamic models with short panels,
Zhenlin Yang, in Journal of Econometrics (2018)
Keywords: Adjusted quasi score; Dynamic panels; Fixed effects; Initial-condition free estimation; Martingale difference; OPMD; Spatial effects; Short panels;

Change Point Estimation in Panel Data without Boundary Issue,
Barbora Peštová and Michal Pešta, in Risks (2017)
Keywords: change point; estimation; consistency; panel data; short panels; boundary issue; structural change; bootstrap; non-life insurance; change in claim amounts

Panel Estimation for Worriers,
Aninday Banerjee, Markus Eberhardt and J Reade, from Department of Economics, University of Birmingham (2010)
Keywords: Panel time-series, Residual Diagnostics, Common Factor Model

Panel Estimation for Worriers,
Markus Eberhardt and Anindya Banerjee and J. James Reade, from University of Oxford, Department of Economics (2010)
Keywords: Panel time-series, residual diagnostics, common factor model

Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models,
Tue Gørgens, Christopher Skeels and Allan Würtz, from Department of Economics and Business Economics, Aarhus University (2009)
Keywords: Dynamic panel data models, fixed effects, GMM estimation, smooth transition

Robust estimation and empirical likelihood inference with exponential squared loss for panel data models,
Shaomin Li, Kangning Wang and Yanyan Ren, in Economics Letters (2018)
Keywords: Exponential squared loss; Empirical likelihood; Panel data; Robust estimation;

Markov chain Monte Carlo estimation of spatial dynamic panel models for large samples,
James LeSage, Yao-Yu Chih and Colin Vance, from RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen (2018)
Keywords: dynamic panel models, spatial dependence, Markov Chain Monte Carlo estimation

The Role of Trade Liberalization in Carbon Dioxide Emission: Evidence From Heterogeneous Panel Estimations,
Gholamreza Zandi and Muhammad Haseeb, in International Journal of Financial Research (2019)
Keywords: trade liberalization, environmental degradation, renewable energy, heterogenous panel estimations

The role of financial inclusion and globalization toward a sustainable economy in ASEAN countries: evidence from advance panel estimations,
Arshian Sharif, Usman Mehmood, Salman Tariq and Zia Ul Haq, in Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development (2024)
Keywords: ASEAN, Financial inclusion, Globalization, Sustainable economy, Panel estimation

Panel Data with Errors-in-Variables: A Note on Essential and Redundant Orthogonality Conditions in GMM-estimation,
Erik Biorn and Tor Klette, from Statistics Norway, Research Department (1997)
Keywords: Panel Data; Errors-in-Variables; Instrumental Variables; GMM Estimation; Generalized inverse

Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium,
Vincenzo Verardi and Joachim Wagner, from Institute of Labor Economics (IZA) (2010)
Keywords: robust estimation, panel data, outliers, Stata, exporter productivity premium

GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134),
Pavel Cizek, Jan Jacobs, Jenny Ligthart and Hendrik Vrijburg, from Tilburg University, Center for Economic Research (2015)
Keywords: Dynamic panel models,; spatial lag,; spatial error,; GMM estimation

GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003),
Pavel Cizek, Jan Jacobs, Jenny Ligthart and Hendrik Vrijburg, from Tilburg University, Center for Economic Research (2011)
Keywords: Dynamic panel models; spatial lag; spatial error; GMM estimation

Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium,
Vincenzo Verardi and Joachim Wagner, from University of Lüneburg, Institute of Economics (2010)
Keywords: Robust estimation, panel data, outliers, Stata, exporter productivity premium

Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects,
Guangjie Li, in Econometrics (2015)
Keywords: dynamic panel data model with fixed effects; incidental parameter problem; consistency in estimation; model selection; bayesian model averaging

Simulation estimation for panel data models with limited dependent variables,
Michael Keane, from University Library of Munich, Germany (1993)
Keywords: recursive importance sampling, GHK algorithm, discrete choice, panel data, simulation estimation

Estimation of the Non-Parametric Spatial Dynamic Panel Data Model with Fixed Effects,
Mengqi Zhang and Boping Tian, in Mathematics (2023)
Keywords: profile maximum likelihood; non-parametric estimation; spatial dynamic panel data; fixed effects; individual effects

R-Codes to Calculate GMM Estimations for Dynamic Panel Data Models,
Mohamed Abonazel, from University Library of Munich, Germany (2015)
Keywords: Dynamic panel data models; Generalized method of moments (GMM); Monte Carlo simulation; Two-step GMM estimations.

First difference estimation of spatial dynamic panel data models with fixed effects,
Fei Jin, Lung-Fei Lee and Jihai Yu, in Economics Letters (2020)
Keywords: Spatial autoregression; Dynamic panels; Fixed effects; First difference; Quasi-maximum likelihood estimation; Bias correction;

Diversification with idiosyncratic credit spreads: a pooled estimation on heterogeneous panels,
William Lin and David Sun, from University Library of Munich, Germany (2007)
Keywords: bond pricing, credit spread, diversifiable risk, cointegration, heterogeneous panels, pooled mean group estimation

Dynamic panel cointegration approaches to the estimation of money demand functions,
Sangjoon Jun, in Global Economic Review (2004)
Keywords: money demand function, panel unit root and cointegration tests, fully modified OLS (FMOLS) estimation,

Financial Development, Remittances and Economic Growth: Evidence Using a Dynamic Panel Estimation,
Murshed Chowdhury, in Margin: The Journal of Applied Economic Research (2016)
Keywords: Financial Development; Remittance; Economic Growth; Generalised Method of Moments; Dynamic Panel Estimation

Robust estimation for panel count data with informative observation times,
Xingqiu Zhao, Xingwei Tong and Jianguo Sun, in Computational Statistics & Data Analysis (2013)
Keywords: Informative observation process; Panel count data; Recurrent event process; Robust estimation;

Estimation of spatial autoregressive panel data models with fixed effects,
Lung-Fei Lee and Jihai Yu, in Journal of Econometrics (2010)
Keywords: Spatial autoregression Panel data Fixed effects Quasi-maximum likelihood estimation Conditional likelihood

Dynamic panel estimation models and foreign direct investment in developing countries,
Musa Essayyad, Banamber Mishra and Omar Ahmad Al-Titi, in American Journal of Finance and Accounting (2020)
Keywords: foreign direct investment; dynamic panel estimation models; stationarity; generalised method of moments estimators.

Sieve estimation of panel data models with cross section dependence,
Liangjun Su and Sainan Jin, in Journal of Econometrics (2012)
Keywords: Common factor; Cross-section dependence; Heterogeneous regression; Panel data; Sieve estimation;

Semiparametric least squares estimation of binary choice panel data models with endogeneity,
Anastasia Semykina, Yimeng Xie, Cynthia Fan Yang and Qiankun Zhou, in Economic Modelling (2024)
Keywords: Panel data; Binary response model; Correlated random effects; Endogeneity; Semiparametric estimation; Control function approach;

Robust estimation of dynamic fixed-effects panel data models,
Michele Aquaro and Pavel Cizek, in Statistical Papers (2014)
Keywords: Breakdown point, Dynamic panel data, Fixed effects, Pairwise differences, Robust estimation, 62F10, 62F12, 62F35,

Panel estimation of state-dependent adjustment when the target is unobserved,
Ulf von Kalckreuth, in Empirical Economics (2011)
Keywords: Dynamic panel data methods, Economic adjustment, GMM, Quasi-differencing, Non-linear estimation, C23, C15, D21,

Robust estimation for panel count data with informative observation times and censoring times,
Hangjin Jiang, Wen Su and Xingqiu Zhao, in Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data (2020)
Keywords: Semiparametric regression, Panel count data, Informative observation times, Informative censoring times, Robust estimation

Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure,
Mohammad Pesaran, from CESifo (2004)
Keywords: cross section dependence, large panels, common correlated effects, heterogeneity, estimation and inference

Estimation of and testing for random effects in dynamic panel data models,
Jianhong Wu and Lixing Zhu, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2012)
Keywords: Dynamic panel data, Estimation of moments, Random effects, Testing for random effects, 62F05, 62H15,

Estimation of linear dynamic panel data models with time-invariant regressors,
Claudia Schwarz and Sebastian Kripfganz, from European Central Bank (2015)
Keywords: Dynamic gravity equation, Dynamic panel data, System GMM, Time-invariant variables, Two-stage estimation

Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence,
Mohammad Pesaran, from CESifo (2003)
Keywords: cross section dependence, large panels, common correlated effects, heterogeneity, estimation and inference

Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects,
Jia Chen, Jiti Gao and Degui Li, from Monash University, Department of Econometrics and Business Statistics (2011)
Keywords: Fixed effects, local linear smoothing, panel data, semiparametric estimation, single-index models

Semiparametric Estimation of Dynamic Binary Choice Panel Data Models,
Fu Ouyang and Thomas Tao Yang, from Australian National University, College of Business and Economics, School of Economics (2020)
Keywords: Semiparametric estimation; Binary choice model; Panel data; Fixed effects; Dynamics; Maximum score; Bootstrap