Showing 1 - 10 of 1,907
an application to the estimation of panel data models with an infinite number of weak factors and a finite number of …
Persistent link: https://www.econbiz.de/10013158328
This paper proposes a new panel data structural gravity approach for estimating the trade and welfare effects of Brexit … analysis and allows to obtain estimates and confidence intervals which are consistent with structural trade theory. Assuming …
Persistent link: https://www.econbiz.de/10012926575
, using panel data for 1,527 subnational regions in 83 nations from 1950-2014. This data structure allows us to exploit within …
Persistent link: https://www.econbiz.de/10012930611
coefficients in the case of panel data models when the time dimension (T) is fixed while the cross section dimension (N) is allowed … the panel. It is shown that the pooled estimator remains consistent so long as δ < 1, and is asymptotically normally …
Persistent link: https://www.econbiz.de/10013019853
This paper considers the problem of aggregation in the case of large linear dynamic panels, where each micro unit is potentially related to all other micro units, and where micro innovations are allowed to be cross sectionally dependent. Following Pesaran (2003), an optimal aggregate function is...
Persistent link: https://www.econbiz.de/10013038262
-Bond GMM estimation techniques for single dynamic panel data models with possibly endogenous regressors and cross …
Persistent link: https://www.econbiz.de/10013028784
This paper extends the analysis of infinite dimensional vector autoregressive models (IVAR) proposed in Chudik and Pesaran (2010) to the case where one of the variables or the cross section units in the IVAR model is dominant or pervasive. This extension is not straightforward and involves...
Persistent link: https://www.econbiz.de/10013143234
the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …
Persistent link: https://www.econbiz.de/10013071384
This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be …
Persistent link: https://www.econbiz.de/10013089182
EU and OECD countries. The estimation approach accounts for firm heterogeneity and selection bias in a panel …
Persistent link: https://www.econbiz.de/10013049209