Showing 1 - 10 of 2,592
inferred using only cross-sectional data. Panel or longitudinal data where the same units are observed repeatedly at different … units who respond in initial waves of the panel may drop out in subsequent waves, so that the subsample with complete data … for all waves of the panel can be less representative of the population than the original sample. Sometimes, in the hope …
Persistent link: https://www.econbiz.de/10012472315
We examine the effect of uncertainty on foreign direct investment inflows for a heterogeneous sample of advanced, emerging market and developing countries over a 25 year long (pre-Covid) sample. Using a push-pull framework, and controlling for both global and local factors, we find policy...
Persistent link: https://www.econbiz.de/10012814462
This study presents a general methodology for fitting multiple time series models to panel data. The basic statistical … panel data, and it identifies those instances in which procedures found in the time series literature cannot be directly … applied to analyze longitudinal data. Data analysis techniques in the tine series literature are adapted for panel data …
Persistent link: https://www.econbiz.de/10012478475
This paper investigates the impact of stock markets and banks on economic growth using a panel data set for the period …
Persistent link: https://www.econbiz.de/10012469631
This study quantifies the importance of a Global Financial Cycle (GFCy) for capital flows. We use capital flow data dis-aggregated by direction and type between 1990Q1 and 2015Q5 for 85 countries, and conventional techniques, models and metrics. Since the GFCy is an unobservable concept, we use...
Persistent link: https://www.econbiz.de/10012454983
The anomalies literature is infested with widespread p-hacking. We replicate the entire anomalies literature in finance and accounting by compiling a largest-to-date data library that contains 447 anomaly variables. With microcaps alleviated via New York Stock Exchange breakpoints and...
Persistent link: https://www.econbiz.de/10012455287
examine the frequency of large, sudden increases in market value in a broad panel data of world equity markets extending from …
Persistent link: https://www.econbiz.de/10012456977
panel dataset for public and private companies based on the administrative micro-dataset ORBIS, provided commercially by … structure for over 130 million companies across the world. Researchers need to overcome several challenges before making the …
Persistent link: https://www.econbiz.de/10012457111
In an 80-country panel since the 1960s, the convergence rate for per capita GDP is around 1.7% per year. This "beta … "iron-law" rate of 2%. In the post-1960s panel, estimation without country fixed effects supports the modernization … long-term panel with country fixed effects also supports modernization, in the sense of positive effects of per capita GDP …
Persistent link: https://www.econbiz.de/10012460366
micro panel data drawn from administrative records; it fully exploits the longitudinal dimension of the underlying datasets …
Persistent link: https://www.econbiz.de/10013388880