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Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances
Badinger, Harald; Egger, Peter - CESifo - 2014
This paper develops a unified framework for fixed and random effects estimation of higher-order spatial autoregressive … panel data models with spatial autoregressive disturbances and heteroskedasticity of unknown form in the idiosyncratic error … moments (GM) estimation procedure of the spatial autoregressive parameters of the disturbance process and define both a random …
Persistent link: https://www.econbiz.de/10010877693
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The Volatility Curse: Revisiting the Paradox of Plenty
Ploeg, Frederick Van der; Poelhekke, Steven - CESifo - 2009
mitigate the harmful causes of volatility. Our panel data estimation confirms our cross-country results, but we also offer …
Persistent link: https://www.econbiz.de/10005000394
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Fiscal Rules and the Opportunistic Behaviour of the Incumbent Politician: Evidence from Italian Municipalities
Bartolini, David; Santolini, Raffaella - CESifo - 2009
rule on the opportunistic behaviour of incumbent politicians. We conduct a panel data analysis on the current expenditures …
Persistent link: https://www.econbiz.de/10005000400
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GM Estimation of Higher Order Spatial Autoregressive Processes in Panel Data Error Component Models
Badinger, Harald; Egger, Peter - CESifo - 2008
panel data error component model. We derive moment conditions to estimate the parameters of the higher order spatial …
Persistent link: https://www.econbiz.de/10005094303
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Horizontal versus Vertical Interdependence in Multinational Activity
Badinger, Harald; Egger, Peter - CESifo - 2008
between host countries). For this, we use a panel data set of U.S. foreign affiliate sales to 16 developed countries in 7 …
Persistent link: https://www.econbiz.de/10005196195
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Labor Turnover before Plant Closure: ‘Leaving the Sinking Ship’ vs. ‘Captain Throwing Ballast Overboard’
Schwerdt, Guido - CESifo - 2008
Involuntary job loss in administrative data is commonly identified by focusing on mass-layoffs or plant closures. However, such events usually do not happen without prior knowledge, which potentially leads to selection in the labor turnover of distressed firms. We find that workers separating...
Persistent link: https://www.econbiz.de/10005405725
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Estimation of Higher-Order Spatial Autoregressive Panel Data Error Component Models
Badinger, Harald; Egger, Peter - CESifo - 2009
This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial … assumptions for a generalized moments (GM) estimation procedure of the spatial autoregressive parameters of the disturbance …
Persistent link: https://www.econbiz.de/10005405754
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A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence
Bailey, Natalia; Holly, Sean; Pesaran, M. Hashem - CESifo - 2014
An understanding of the spatial dimension of economic and social activity requires methods that can separate out the relationship between spatial units that is due to the effect of common factors from that which is purely spatial even in an abstract sense. The same applies to the empirical...
Persistent link: https://www.econbiz.de/10010736752
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Policy Responses to Fiscal Restraints: A Difference-in-Discontinuities Design
Grembi, Veronica; Nannicini, Tommaso; Troiano, Ugo - CESifo - 2012
We evaluate the effect of relaxing fiscal rules on policy outcomes applying a quasi-experimental research design. In 1999, the Italian central government introduced fiscal rules aimed at imposing fiscal discipline on municipal governments, and in 2001 the rules were relaxed for municipalities...
Persistent link: https://www.econbiz.de/10010593127
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Autocratic Transitions and Growth
Nannicini, Tommaso; Ricciuti, Roberto - CESifo - 2010
statistical framework, in a panel of 160 countries, we focus on 14 episodes of transition from democracy to autocracy. We find …
Persistent link: https://www.econbiz.de/10008572505