Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation
Year of publication: |
2007
|
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Authors: | Moura, Guilherme V. ; Richard, Jean-François ; Liesenfeld, Roman |
Institutions: | Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel |
Subject: | Panel data | Dynamic discrete choice | Current account reversals | Importance Sampling | Monte Carlo integration | State dependence |
Extent: | application/pdf |
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Series: | Economics Working Papers. - ISSN 2193-2476. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2007,11 |
Classification: | C23 - Models with Panel Data ; F32 - Current Account Adjustment; Short-Term Capital Movements ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C25 - Discrete Regression and Qualitative Choice Models |
Source: |
-
Dynamic Panel Probit Models for Current Account Reversals and their Efficient Estimation
Moura, Guilherme V., (2007)
-
Determinants and dynamics of current account reversals: an empirical analysis
Liesenfeld, Roman, (2009)
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Determinants and dynamics of current account reversals: an empirical analysis
Liesenfeld, Roman, (2009)
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Efficient likelihood evaluation of state-space representations
DeJong, David Neil, (2009)
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Determinants and dynamics of current account reversals: an empirical analysis
Liesenfeld, Roman, (2009)
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Analysis of discrete dependent variable models with spatial correlation
Liesenfeld, Roman, (2013)
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