One of the oldest and largest literatures in empirical economics is concerned with the estimation of demand and supply … structure of the data. This chapter is concerned with a host of issues that arise with the estimation of such models, respecting … their panel econometric generic structure. The issues covered range from the estimation of double-indexed versus higher …

-Bond GMM estimation techniques for single dynamic panel data models with possibly endogenous regressors and cross …

-Bond GMM estimation techniques for single dynamic panel data models with possibly endogenous regressors and cross …

in China's trade patterns. The analysis is based on both economic indicators and the estimation of a gravity model, and … capital- and technology-intensive exports …

We introduce a new hybrid approach to joint estimation of Value at Risk (VaR) and Expected Shortfall (ES) for high … lower cost in capital reserves. In ES estimation the hybrid model yields the smallest error statistics surpassing even the …

approach can be applied to estimation of a variety of models such as spatial and dynamic panel data models. In this paper we …

exports …

-Gaussianity and general forms of weakly cross correlated errors. It does not require estimation of an invertible error covariance …