Search Results

XTDPDQML: Stata module to perform quasi-maximum likelihood linear dynamic panel data estimation,
Sebastian Kripfganz, from Boston College Department of Economics (2017)
Keywords: dynamic panel data, maximum likelihood

TOURISM AND ECONOMIC GROWTH NEXUS IN INDONESIA: THE DYNAMIC PANEL DATA APPROACH,
Wahyu Widodo and F.X. Sugiyanto, in Regional Science Inquiry (2019)
Keywords: Economic Growth, Tourism, Dynamic Panel Data, Convergence

Estimation of partially specified dynamic spatial panel data models with fixed-effects,
Yuanqing Zhang and Yanqing Sun, in Regional Science and Urban Economics (2015)
Keywords: Spatial; Panel data; Partially linear; Dynamic;

Determinants of Financial Inclusion in Africa: A Dynamic Panel Data Approach,
Olaniyi Evans, from University Library of Munich, Germany (2016)
Keywords: Financial inclusion, finance, dynamic panel data, Africa

The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models,
Maurice J.G. Bun and Frank Windmeijer, from Tinbergen Institute (2009)
Keywords: Dynamic Panel Data, System GMM, Weak Instruments

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

Exclusion Restrictions in Dynamic Binary Choice Panel Data Models,
Songnian Chen, Shakeeb Khan and Xun Tang, from Boston College Department of Economics (2018)
Keywords: Panel Data, Dynamic Binary Choice, Exclusion Restriction

The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models,
Maurice Bun and Frank Windmeijer, from School of Economics, University of Bristol, UK (2007)
Keywords: Dynamic Panel Data, System GMM, Weak Instruments

The weak instrument problem of the system GMM estimator in dynamic panel data models,
Maurice Bun and Frank Windmeijer, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007)
Keywords: Dynamic panel data, system GMM, weak instruments

Portuguese Intra-Industry Trade: A Dynamic Panel Data Analysis,
Horácio Faustino and Nuno Leitão, from ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2006)
Keywords: Intra-industry trade; dynamic panel data; Portugal

Estimating Dynamic Panel Data Models: A Practical Guide for Macroeconomists,
Ruth A. Judson and Ann Owen, from Board of Governors of the Federal Reserve System (U.S.) (2019)
Keywords: Panel data; simulation; dynamic model; macroeconomics; growth

Neighbourhood GMM estimation of dynamic panel data models,
Vasilis Sarafidis, in Computational Statistics & Data Analysis (2016)
Keywords: Dynamic panel data; Spatial dependence; Generalised Method of Moments;

The optimal choice of moments in dynamic panel data models,
Ryo Okui, in Journal of Econometrics (2009)
Keywords: GMM Dynamic panel data model Higher-order expansion Moment selection

Gasoline consumption in China: a dynamic panel data analysis,
Raymond Li and Guy Leung, in Economics Bulletin (2012)
Keywords: Chinese gasoline consumption, dynamic panel data, price and income elasticites

Likelihood-based inference for dynamic panel data models,
Seung C. Ahn and Gareth M. Thomas, in Empirical Economics (2023)
Keywords: Dynamic panel data, Maximum likelihood, Singular information matrix

THE ROBUSTNESS OF ESTIMATORS FOR DYNAMIC PANEL DATA MODELS TO MISSPECIFICATION,
Mark Harris, Weiping Kostenko, Laszlo Matyas and Isfaaq Timol, in The Singapore Economic Review (SER) (2009)
Keywords: Dynamic panel data, misspecification, IV/GMM estimation, C13, C15, C23

A Dynamic Panel Data Analysis of the Immigration and Tourism Nexus,
Neelu Seeteram, from Monash University, Department of Economics (2010)
Keywords: Immigration, Tourism Demand, Dynamic Panel Data Cointegration, Australia.

Dynamic clustering of multivariate panel data,
Igor Custodio Joao, Andre Lucas, Julia Schaumburg and Bernd Schwaab, from European Central Bank (2021)
Keywords: bank business models, dynamic clustering, Hidden Markov Model, panel data, score-driven dynamics

Dynamic clustering of multivariate panel data,
Igor Custodio João, Andre Lucas, Julia Schaumburg and Bernd Schwaab, in Journal of Econometrics (2023)
Keywords: Dynamic clustering; Panel data; Hidden Markov Model; Score-driven dynamics; Bank business models;

Dynamic clustering of multivariate panel data,
Andre Lucas, Julia Schaumburg and Bernd Schwaab, from Tinbergen Institute (2020)
Keywords: dynamic clustering, panel data, Hidden Markov Model, score-driven dynamics, bank business models

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

Half-panel jackknife estimation for dynamic panel models,
Adrian Mehic, in Economics Letters (2020)
Keywords: Dynamic panel data; GMM; Jackknife;

Export sophistication: A dynamic panel data approach,
Evžen Kočenda and Karen Poghosyan, from Central Bank of the Republic of Armenia (2017)
Keywords: international trade; export sophistication; emerging and developing economies; specialization; dynamic panel data; Monte-Carlo simulation; panel data estimators

Export sophistication: A dynamic panel data approach,
Evžen Kočenda and Karen Poghosyan, from Kyoto University, Institute of Economic Research (2017)
Keywords: international trade; export sophistication; emerging and developing economies; specialization; dynamic panel data; Monte Carlo simulation; panel data estimators

The tests for the level moment conditions: GMM estimation in a linear dynamic panel data model,
Takuya Hasebe, in Economics Bulletin (2012)
Keywords: GMM, Dynamic panel data, Overidentifying restrictions test

XTENDOTHRESDPD: Stata module to estimate a Dynamic Panel Data Threshold Effects Model with Endogenous Regressors,
Ibrahima Diallo, from Boston College Department of Economics (2020)
Keywords: dynamic panel data, DPD, threshold effects, endogeneity

XTDPDGMM: Stata module to perform generalized method of moments estimation of linear dynamic panel data models,
Sebastian Kripfganz, from Boston College Department of Economics (2022)
Keywords: dynamic panel data, generalized method of moments

Does Fiscal Decentralization Increase the Investment Rate? Evidence from Chinese Dynamic Panel Data,
Qichun He, Meng Sun and Heng-Fu Zou, from China Economics and Management Academy, Central University of Finance and Economics (2013)
Keywords: Fiscal decentralization, Investment rate, Dynamic Panel data

XTLSDVC: Stata module to estimate bias corrected LSDV dynamic panel data models,
Giovanni Bruno, from Boston College Department of Economics (2005)
Keywords: LSDV, dynamic panel data, bias correction

Dynamic Consumption Behavior: Evidence from Japanese Household Panel Data (This paper was revised as 06-184 in August 2006),
Yukinobu Kitamura, from Institute of Economic Research, Hitotsubashi University (2005)
Keywords: dynamic consumption, panel data, liquidity constraints

Dynamic Consumption Behavior: Evidence from Japanese Household Panel Data (Revised version),
Yukinobu Kitamura, from Institute of Economic Research, Hitotsubashi University (2006)
Keywords: dynamic consumption, panel data, liquidity constraints

Dynamic Panel Data Analysis of European Tourism Demand in Malaysia,
Fateh Habibi and Hossein Abbasinejad, in Iranian Economic Review (IER) (2011)
Keywords: Tourism demand, Panel data, Dynamic model, Europe, GMM estimator

GOVERNANCE, FINANCIAL LIBERALIZATION AND ECONOMIC GROWTH: DYNAMIC PANEL DATA APPROACH,
Bouzid Amaira, in Romanian Economic Business Review (2013)
Keywords: governance, economic growth, dynamic panel data and GMM system methods.

Are airports engines of economic development? A dynamic panel data approach,
Volodymyr Bilotkach, in Urban Studies (2015)
Keywords: airports; air traffic; development; dynamic panel data GMM

The Determinants of Child Labor in MINT Countries: Dynamic Panel Data Analysis,
Süreyya İmre, in EKOIST Journal of Econometrics and Statistics (2021)
Keywords: Dynamic panel data models, MINT Countries, Child labor

Decentralisation, Regional Autonomy and Ethnic Civil Wars: A Dynamic Panel Data Analysis, 1950-2010,
Jean-Pierre Tranchant, from University Library of Munich, Germany (2016)
Keywords: Decentralisation, autonomy, civil wars, dynamic panel data analysis, ethnicity

A solution to the problem of too many instruments in dynamic panel data GMM,
Jens Mehrhoff, from Deutsche Bundesbank (2009)
Keywords: Dynamic panel data, generalised method of moments, instrument proliferation, factor analysis

A solution to the problem of too many instruments in dynamic panel data GMM,
Jens Mehrhoff, from University of Duisburg-Essen, Institute of Business and Economic Studie (IBES) (2009)
Keywords: Dynamic Panel Data, Generalised Method of Moments, Instrument Proliferation, Factor Analysis

Relationship between rule of law and tax revenues: dynamic panel data analysis,
Tugay Gunel and Irem Didinmez, in Public Sector Economics (2022)
Keywords: rule of law; tax revenues; economic development; dynamic panel data analysis

The Budgeting of Portuguese Public Museums: a dynamic panel data analysis,
João Coelho and Carlos Santos, from Católica Porto Business School, Universidade Católica Portuguesa (2008)
Keywords: museums; incremental budgeting; moral hazard; dynamic panel data;

Induced road traffic in Spanish regions: A dynamic panel data model,
Rosa González and Gustavo Marrero, in Transportation Research Part A: Policy and Practice (2012)
Keywords: Induced road traffic; Spanish regions; Dynamic panel data;

Monetary policy and firms’ investment: Dynamic panel data evidence from Malaysia,
Zulkefly Abdul Karim, from University Library of Munich, Germany (2010)
Keywords: Monetary policy, Financial Constraint, Firm Investment, Dynamic Panel Data

Tourism and Economic Growth in Mediterranean Region: Dynamic Panel Data Approach,
Šimundić Blanka and Zvonimir Kuliš, in Acta Economica Et Turistica (2016)
Keywords: economic growth, tourism deman, mediterranean region, dynamic panel data model

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

A Note on the Application of Dynamic Panel Data (DPD) Models in Economic Models of Crime,
Ghasemi Mojtaba, in Asian Journal of Law and Economics (2017)
Keywords: dynamic panel data model, economics of crime, instrument proliferation

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;

Economic growth, human capital and structural change: A dynamic panel data analysis,
Aurora Teixeira and Anabela S.S. Queirós, in Research Policy (2016)
Keywords: Economic growth; Human capital; Structural change; Dynamic panel data;

A note on bias-corrected estimation in dynamic panel data models,
Artūras Juodis, in Economics Letters (2013)
Keywords: Dynamic panel data; Bias correction; Fixed T consistency; Heteroscedasticity;

Generalized dynamic panel data models with random effects for cross-section and time,
Geert Mesters and Siem Jan Koopman, in Journal of Econometrics (2014)
Keywords: Dynamic panel data; Non-Gaussian; Importance sampling; Random effects;

Crime and punishment: evidence from dynamic panel data model for North Carolina (2003–2012),
Mojtaba Ghasemi, in Empirical Economics (2017)
Keywords: Illegal behavior, Law enforcement, Dynamic panel data model

Indirect inference approach to estimating dynamic panel data models with irregular spacing,
Xiaoge Zhang and Maolong Chen, in Economics Letters (2023)
Keywords: Indirect inference; Irregular spacing; Dynamic panel data model;

The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models,
Pierre Mohnen, Wladimir Raymond, Franz Palm and Sybrand Schim van der Loeff, from United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT) (2007)
Keywords: panel data, maximum likelihood estimator, dynamic models, sample selection

A dynamic panel data analysis of snow depth and winter tourism,
Martin Falk, in Tourism Management (2010)
Keywords: Overnight stays; Winter tourism; Snow cover; Dynamic panel data model;

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;

European Exports and Outward Foreign Direct Investment. A Dynamic Panel Data Approach,
Peter Egger, from WIFO (2000)
Keywords: European Exports and Outward Foreign Direct Investment. A Dynamic Panel Data Approach

A Note on Growth, Energy Intensity and the Energy Mix: A Dynamic Panel Data Analysis,
Antonia Díaz, Gustavo Marrero, Luis Puch and Jesús Rodríguez-López, from Universidad Pablo de Olavide, Department of Economics (2018)
Keywords: Economic growth, energy intensity, renewable energy, dynamic panel data models.

Robust estimation and moment selection in dynamic fixed-effects panel data models,
Pavel Cizek and M. Aquaro, in Computational Statistics (2018)
Keywords: Dynamic panel data, Generalized method of moments, Influence function, Pairwise differences

Simple methods for consistent estimation of dynamic panel data sample selection models,
Majid Al-Sadoon, Sergi Jimenez-Martin and Jose Labeaga, from Department of Economics and Business, Universitat Pompeu Fabra (2019)
Keywords: Panel data, sample selection, dynamic model, generalized method of moments

Addressing Attrition in Nonlinear Dynamic Panel Data Models with an Application to Health,
Alyssa Carlson and Anastasia Semykina, from Department of Economics, University of Missouri (2024)
Keywords: attrition, dynamic, nonlinear, panel data, correlated random effects

Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models,
Weihao Chen and Pavel Cizek, from Tilburg University, Center for Economic Research (2023)
Keywords: bias correction; dynamic panel data models; endogeneity; instrumental variables

Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models,
Manuel Arellano and Stéphane Bonhomme, from CEMFI (2016)
Keywords: Dynamic models, structural economic models, panel data, unobserved heterogeneity.

Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models,
Manuel Arellano and Stéphane Bonhomme, from CEMFI (2017)
Keywords: Dynamic models, structural economic models, panel data, unobserved heterogeneity.

Simple Methods for Consistent Estimation of Dynamic Panel Data Sample Selection Models,
Majid Al-Sadoon, Sergi Jimenez-Martin and Jose Labeaga, from Barcelona School of Economics (2019)
Keywords: panel data, sample selection, dynamic model, generalized method of moments

XTABOND2: Stata module to extend xtabond dynamic panel data estimator,
David Roodman, from Boston College Department of Economics (2024)
Keywords: Arellano-Bond, dynamic panel data, Blundell-Bond, Arellano-Bover, Windmeijer

Urban sprawl and municipal budgets in Spain: a dynamic panel data analysis,
Miriam Hortas-Rico, from Institut d'Economia de Barcelona (IEB) (2010)
Keywords: Urban sprawl, local public finance, dynamic panel data

Nonlinear panel data methods for dynamic heterogeneous agent models,
Manuel Arellano and Stéphane Bonhomme, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
Keywords: dynamic models, structural economic models, panel data, unobserved heterogeneity.

Regional Determinants of Marriage Rates in Russia: A Dynamic Panel Data Analysis,
Ichiro Iwasaki, 一郎 岩﨑, Kazuhiro Kumo and 和広 雲, from Russian Research Center, Institute of Economic Research, Hitotsubashi University (2020)
Keywords: marriage rates, regional determinants, dynamic panel data estimation, Russia

The Predictive Value of Subjective Labour Supply Data: A Dynamic Panel Data Model with Measurement Error,
Rob Euwals, from International Conferences on Panel Data (2002)
Keywords: Labour Supply, Subjective Data, Measurement Error, Dynamic Panel Data Models

The Predictive Value of Subjective Labour Supply Data: A Dynamic Panel Data Model with Measurement Error,
Rob Euwals, from C.E.P.R. Discussion Papers (2002)
Keywords: Labour supply; Subjective data; Measurement error; Dynamic panel data models

The Predictive Value of Subjective Labour Supply Data: A Dynamic Panel Data Model with Measurement Error,
Rob Euwals, from eSocialSciences (2010)
Keywords: Labour supply, subjective data, measurement error, dynamic panel data models

The Predictive Value of Subjective Labour Supply Data: A Dynamic Panel Data Model with Measurement Error,
Rob Euwals, from Institute of Labor Economics (IZA) (2001)
Keywords: dynamic panel data models, measurement error, subjective data, Labour supply

On GMM estimation of linear dynamic panel data models,
Markus Fritsch, from University of Passau, Faculty of Business and Economics (2019)
Keywords: GMM, linear dynamic panel data model, identi cation, large sample properties, inference

Fuel demand in Brazil in a dynamic panel data approach,
Gervásio F. Santos, in Energy Economics (2013)
Keywords: Fuel demand; Energy policy; Ethanol; Flex-fuel vehicle; Dynamic panel data model;

New GMM Estimators for Dynamic Panel Data Models,
Ahmed H. Youssef, Ahmed A. El-Sheikh and Mohamed Abonazel, from University Library of Munich, Germany (2014)
Keywords: Dynamic panel data, Generalized method of moments, Monte Carlo simulation, Optimal and suboptimal weighting matrices.

Foreign Tourism in Andalusia: A Dynamic Panel Data Analysis,
Adrian Mendieta-Aragon and Teresa Garín-Muñoz, in Advances in Decision Sciences (2020)
Keywords: Dynamic model; Panel data; Tourism demand elasticities; Consumer loyalty; Habit persistence

On the degree of homogeneity in dynamic heterogeneous panel data models,
Christian Offermanns, from Free University Berlin, School of Business & Economics (2014)
Keywords: dynamic panel data models, coefficient homogeneity, non-parametric estimation, equilibrium exchange rates

On the effect of mean-nonstationarity in dynamic panel data models,
Kazuhiko Hayakawa, in Journal of Econometrics (2009)
Keywords: Dynamic panel data models Strength of instruments Generalized method of moments estimator Mean-nonstationarity

A Test for Autocorrelation in Dynamic Panel Data Models,
Hosung Jung, from Institute of Economic Research, Hitotsubashi University (2005)
Keywords: Dynamic panel data, Residual based GMM t-test, m2 and Sargan tests

Dynamic Panel Data Model and Moment Generating Function,
Yoshitsugu Kitazawa, from Kyushu Sangyo University, Faculty of Economics (2003)
Keywords: Dynamic Panel Data Model; Generalized Method of Moments; Moment Generating Function; Monte Carlo Experiments; Small Sample Properties

Dynamic Quantile Panel Data Models with Interactive Effects,
Jia Chen Author-Name-First: Jia, Yongcheol Shin and Chaowen Zheng, from Department of Economics, University of Reading (2023)
Keywords: dynamic quantile panel data model, interactive effects, principal component analysis, smoothed quantile regression, bilateral trade flows

Effects of innovation on employment: A dynamic panel analysis,
Stefan Lachenmaier and Horst Rottmann, in International Journal of Industrial Organization (2011)
Keywords: Innovation Employment Panel data Dynamic panel methods

Effects of Innovation on Employment: A Dynamic Panel Analysis,
Stefan Lachenmaier and Horst Rottmann, from CESifo (2007)
Keywords: innovation, employment, panel data, dynamic panel methods

Inference in High-dimensional Dynamic Panel Data Models,
Anders Kock and Haihan Tang, from Department of Economics and Business Economics, Aarhus University (2014)
Keywords: Panel data Dynamic models, Lasso, Desparsification, High-dimensional data, Uniform inference, Honest inference, Oracle inequality, Confidence intervals, Tests

Macroeconometric Evaluation of Active Labour Market Policies in Germany. A Dynamic Panel Approach Using Regional Data,
Reinhard Hujer, Uwe Blien, Marco Caliendo and Christopher Zeiss, from Springer (2006)
Keywords: Vocational Training, Dynamic Panel Data, Active Labour Market Policy, Wage Subsidy, Dynamic Panel Data Model

Dynamic firm performance and estimator choice: A comparison of dynamic panel data estimators,
Joshua Cave, Kausik Chaudhuri and Subal Kumbhakar, in European Journal of Operational Research (2023)
Keywords: Dynamic panel data models; Monte Carlo simulations; Total factor productivity; Efficiency;

Multidimensional Parameter Heterogeneity in Panel Data Models,
Timothy Neal, from School of Economics, The University of New South Wales (2016)
Keywords: Panel Data, parameter heterogeneity, dynamic panels, estimation

Institutional Quality and Economic Growth: Application on Dynamic Panel Data (GMM),
Abderraouf Mtiraoui, from HAL (2020)
Keywords: .Institution,Economic Growth,The Dynamic Panel Data (GMM),Institution,Croissance Economique,Données du Panel Dynamique (GMM)

Estimation and inference in dynamic unbalanced panel-data models with a small number of individuals,
Giovanni Bruno, in Stata Journal (2005)
Keywords: xtlsdvc, bias approximation, unbalanced panels, dynamic panel data, LSDV estimator, Monte Carlo experiment, bootstrap variance-covariance

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

Estimation and inference in dynamic unbalanced panel data models with a small number of individuals,
Giovanni Bruno, from KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy (2005)
Keywords: Bias approximation; Unbalanced panels; Dynamic Panel data; LSDV estimator; Monte Carlo experiment; Bootstrap variance-covariance