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ECONIS (ZBW)
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RePEc
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1
Weak and Strong Cross Section Dependence and
Estimation
of Large Panels
Chudik, Alexander
-
2009
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
Saved in:
2
A Bias-Corrected Method of Moments Approach to
Estimation
of Dynamic Short-T Panels
Chudik, Alexander
-
2017
approach can be applied to
estimation
of a variety of models such as spatial and dynamic
panel
data models. In this paper we … focus on the latter and consider both univariate and multivariate
panel
data models with short time dimension. Simple Bias …
Persistent link: https://www.econbiz.de/10012943386
Saved in:
3
The
Estimation
of Multi-Dimensional Fixed Effects
Panel
Data Models
Balazsi, Laszlo
-
2015
panel
data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and … dynamic autoregressive models. The main results are then generalized for higher dimensional
panel
data sets as well …
Persistent link: https://www.econbiz.de/10013024591
Saved in:
4
Firm Level Productivity Under Imperfect Competition in Output and Labor Markets
Amoroso, Sara
-
2010
specification of competition based on relative profits. Using a large Dutch firm-level
panel
database over the period 1989-2005, we …
Persistent link: https://www.econbiz.de/10013142232
Saved in:
5
Contagious Exporting and Foreign Ownership : Evidence from Firms in Shanghai Using a Bayesian Spatial Bivariate Probit Model
Baltagi, Badi H.
-
2018
. These findings are established through the
estimation
of a spatial bivariate probit model …
Persistent link: https://www.econbiz.de/10012916953
Saved in:
6
Margins of International Banking : Is There a Productivity Pecking Order in Banking, Too?
Buch, Claudia M.
-
2013
Modern trade theory emphasizes firm-level productivity differentials to explain the cross-border activities of non-financial firms. This study tests whether a productivity pecking order also determines international banking activities. Using a novel dataset that contains all German banks'...
Persistent link: https://www.econbiz.de/10013095225
Saved in:
7
Debt, Inflation and Growth - Robust
Estimation
of Long-Run Effects in Dynamic
Panel
Data Models
Chudik, Alexander
-
2013
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
Saved in:
8
Panel
Regression with Random Noise
Ronning, Gerd
-
2009
The paper explores the effect of measurement errors on the
estimation
of a linear
panel
data model. The conventional …
Persistent link: https://www.econbiz.de/10012763988
Saved in:
9
Estimation
of Higher-Order Spatial Autoregressive
Panel
Data Error Component Models
Badinger, Harald
-
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/10012764741
Saved in:
10
GM
Estimation
of Higher Order Spatial Autoregressive Processes in
Panel
Data Error Component Models
Badinger, Harald
-
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/10012771862
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