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Pesaran, M. Hashem; Chudik, Alexander - 2011

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/10009010169

Sources of productivity spillovers : panel data evidence from China

Baltagi, Badi H.; Egger, Peter; Kesina, Michaela - 2014

a rich panel data-set of 25,360 firms observed over the period 2004-2007. This industry is characterized by its …

Persistent link: https://www.econbiz.de/10010356360

Panel data gravity models of international trade

Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - 2014

across pairs or regional units or even across cross-sectional units and time inevitably leads to a panel data structure of … panel econometric generic structure. The issues covered range from the estimation of double-indexed versus higher …

Persistent link: https://www.econbiz.de/10010237192

Firm-level productivity spillovers in China's chemical industry : a spatial Hausman-Taylor approach

Baltagi, Badi H.; Egger, Peter; Kesina, Michaela - 2014

chemical industry. We use a rich panel data-set of 12,552 firms observed over the period 2004 - 2006 and model output by the …

Persistent link: https://www.econbiz.de/10010461261

Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong

Baltagi, Badi H.; Egger, Peter; Kesina, Michaela - 2022

This paper proposes a Bayesian estimation framework for panel-data sets with binary dependent variables where a large …

Persistent link: https://www.econbiz.de/10012817934

Revisiting the great ratios hypothesis

Chudik, Alexander; Pesaran, M. Hashem; Smith, Ron - 2022

pooled mean group estimator (SPMG) to deal with these features. Using this new panel estimator and a dataset spanning almost …

Persistent link: https://www.econbiz.de/10013041372

Endogenous skill formation and the source country effects of international labor market integration

Egger, Hartmut (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003498678

Immigration, search, and redistribution : a quantitative assessment of native welfare

Battisti, Michele; Felbermayr, Gabriel; Peri, Giovanni; … - 2014

We study the effects of immigration on native welfare in a general equilibrium model featuring two skill types, search frictions, wage bargaining, and a redistributive welfare state. Our quantitative analysis suggests that, in all 20 countries studied, immigration attenuates the effects of...

Persistent link: https://www.econbiz.de/10010418118

Estimation of higher-order spatial autoregressive panel data error component models

Badinger, Harald; Egger, Peter - 2009

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …

Persistent link: https://www.econbiz.de/10003808637

Weak and strong cross section dependence and estimation of large panels

Chudik, Alexander; Pesaran, M. Hashem; Tosetti, Elisa - 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/10003854425