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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
are analysed and insights from the theory of industrial organisation are given. Governments intervene in the market for …
Persistent link: https://www.econbiz.de/10002734112
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Firm level productivity under imperfect competition in output and labor markets
Amoroso, Sara; Kort, Peter M.; Melenberg, Bertrand; … - 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/10003974678
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The behavior of the maximum likelihood estimator of dynamic panel data sample selection models
Raymond, Wladimir; Mohnen, Pierre A.; Palm, Franz C.; … - 2007
Persistent link: https://www.econbiz.de/10003497689
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To pool or not to pool : revisited
Pesaran, M. Hashem; Zhou, Qiankun - 2015
coefficients in the case of panel data models when the time dimension (T) is fixed while the cross section dimension (N) is allowed … effects in the panel. It is shown that the pooled estimator remains consistent so long as delta < 1, and is asymptotically …
Persistent link: https://www.econbiz.de/10011283819
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Innovative sales, R&D and total innovation expenditures : panel evidence on their dynamics
Raymond, Wladimir; Mohnen, Pierre A.; Palm, Franz C.; … - 2009
unbalanced panel of enterprise data from five waves of the Community Innovation Survey during 1994-2004. We estimate by maximum … likelihood a dynamic panel data bivariate tobit with double-index sample selection accounting for individual effects. We find … effects are also important. -- innovation ; panel bivariate tobit model ; innovation expenditures …
Persistent link: https://www.econbiz.de/10003861859
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Dynamic models of R&D, innovation and productivity : panel data evidence for Dutch and French manufacturing
Raymond, Wladimir; Mairesse, Jacques; Mohnen, Pierre A.; … - 2013
This paper introduces dynamics in the R&D to innovation and innovation to productivity relationships, which have mostly been estimated on cross-sectional data. It considers four nonlinear dynamic simultaneous equations models that include individual effects and idiosyncratic errors correlated...
Persistent link: https://www.econbiz.de/10009764446
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A spatial Cliff-ord-type model with heteroskedastic innovations : small and large sample results
Arraiz, Irani; Drukker, David M.; Kelejian, Harry H.; … - 2008
In this paper we specify a linear Cliff and Ord-type spatial model. The model allows for spatial lags in the dependent variable, the exogenous variables, and disturbances. The innovations in the disturbance process are assumed to be heteroskedastic with an unknown form. We formulate a multi-step...
Persistent link: https://www.econbiz.de/10003792846
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A multiple testing approach to the regularisation of large sample correlation matrices
Bailey, Natalia; Pesaran, M. Hashem; Smith, L. Vanessa - 2014
This paper proposes a novel regularisation method for the estimation of large covariance matrices, which makes use of insights from the multiple testing literature. The method tests the statistical significance of individual pair-wise correlations and sets to zero those elements that are not...
Persistent link: https://www.econbiz.de/10010361374
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Discrimination in the general population
Angerer, Silvia; Brosch, Hanna; Glätzle-Rützler, Daniela - 2024
We present representative evidence of discrimination against migrants through an incentivized choice experiment with over 2,000 participants. Decision makers allocate a fixed endowment between two receivers. To measure discrimination, we randomly vary receivers’ migration background and other...
Persistent link: https://www.econbiz.de/10014533789
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Exchange rate elasticities of international tourism and the role of dominant currency pricing
Ding, Ding; Timmer, Yannick - 2022
We estimate exchange rate elasticities of international tourism. We show that, in addition to the bilateral exchange … rate, the exchange rate between the tourism origin country vis-à-vis the U.S. dollar is an important driver of tourism … flows, indicating a strong role of U.S. dollar pricing. The U.S. dollar exchange rate is more important for tourism …
Persistent link: https://www.econbiz.de/10013201620