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HAC estimation in spatial panels
Moscone, Francesco; Tosetti, Elisa - In: Economics Letters 117 (2012) 1, pp. 60-65
We propose a HAC estimator for the covariance matrix of the fixed effects estimator in a panel data model with …
Persistent link: https://www.econbiz.de/10010580444
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Chapter 62 A Practitioner's Approach to Estimating Intertemporal Relationships Using Longitudinal Data: Lessons from Applications in Wage Dynamics
MaCurdy, Thomas - In: Handbook of econometrics : volume 6A, (pp. 4057-4167). 2007
offer a general apparatus for estimating parameters of panel-data specifications, though one must introduce a series of … Panel Study of Income Dynamics. …
Persistent link: https://www.econbiz.de/10014024953
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Energy consumption and output: Evidence from a panel of 14 oil-exporting countries
Mohammadi, Hassan; Parvaresh, Shahrokh - In: Energy Economics 41 (2014) C, pp. 41-46
We examine the long-run relation and short-run dynamics between energy consumption and output in a panel of 14 oil …-exporting countries over 1980–2007. Panel unit root tests, which account for common cross-sectional factors, fail to reject non …-stationarity in both variables. Thus, we explore their long-run relation and short-run dynamics using three alternative panel …
Persistent link: https://www.econbiz.de/10011039608
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Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects
Moscone, Francesco; Tosetti, Elisa; Canepa, Alessandra - In: Regional Science and Urban Economics 49 (2014) C, pp. 129-146
This paper investigates spatio-temporal variations in ex-post credit risk in the United States, as a function of real estate prices, loan purchases made by government sponsored enterprises, and a set of local characteristics during the recent housing boom and bust.
Persistent link: https://www.econbiz.de/10011117441
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Robust estimation under error cross section dependence
Moscone, F.; Tosetti, Elisa - In: Economics letters 133 (2015), pp. 100-104
Persistent link: https://www.econbiz.de/10011432031
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - In: Journal of applied econometrics 31 (2016) 6, pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
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Bootstrapping factor models with cross sectional dependence
Gonçalves, Sílvia; Perron, Benoit - In: Journal of econometrics 218 (2020) 2, pp. 476-495
Persistent link: https://www.econbiz.de/10012483168
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Econometrics in theory and practice : analysis of cross section, time series and panel data with Stata 15.1
Das, Panchanan - 2019
This book introduces econometric analysis of cross section, time series and panel data with the application of … in six chapters. Part IV takes care of panel data analysis in four chapters. Different aspects of fixed effects and … random effects are discussed here. Panel data analysis has been extended by taking dynamic panel data models which are most …
Persistent link: https://www.econbiz.de/10012127944
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Econometrics in theory and practice : analysis of cross section, time series and panel data with Stata 15.1
Das, Panchanan - 2019
Persistent link: https://www.econbiz.de/10012120365
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Viewpoint: An extended class of instrumental variables for the estimation of causal effects
Chalak, Karim; White, Halbert - In: Canadian Journal of Economics 44 (2011) 1, pp. 1-51
We examine how structural systems can yield observed variables instrumental in identifying and estimating causal effects. We provide an exhaustive characterization of potentially identifying conditional exogeneity relationships and demonstrate how structural relations determine exogeneity and...
Persistent link: https://www.econbiz.de/10008835066