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Did globalization influence credit market deregulation?

Eppinger, Peter S.; Potrafke, Niklas - 2015

the Fraser Institute. The results from both cross-sectional and panel regressions using ordinary least squares indicate a …

Persistent link: https://www.econbiz.de/10010528971

Large panel data models with cross-sectional dependence : a survey

Chudik, Alexander; Pesaran, M. Hashem - 2013

This paper provides an overview of the recent literature on estimation and inference in large panel data models with … cross-sectional dependence. It reviews panel data models with strictly exogenous regressors as well as dynamic models with …-sectional dependence. It considers a number of alternative estimators for static and dynamic panel data models, distinguishing between …

Persistent link: https://www.econbiz.de/10009786037

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

GM estimation of higher-order spatial autoregressive processes in cross-section models with heteroskedastic disturbances

Badinger, Harald (contributor); Egger, Peter (contributor) - 2008

This paper generalizes the approach to estimating a first-order spatial autoregressive model with spatial autoregressive disturbances (SARAR(1,1)) in a cross-section with heteroskedastic innovations by Kelejian and Prucha (2008) to the case of spatial autoregressive models with spatial...

Persistent link: https://www.econbiz.de/10003748246

Exponent of cross-sectional dependence for residuals

Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - 2018

In this paper we focus on estimating the degree of cross-sectional dependence in the error terms of a classical panel …

Persistent link: https://www.econbiz.de/10011900761

Reputational herding in financial markets : a laboratory experiment

Roider, Andreas; Voskort, Andrea - 2015

We study reputational herding in financial markets in a laboratory experiment. In the spirit of Dasgupta and Prat (2008 …

Persistent link: https://www.econbiz.de/10010472692

Carry funding and safe haven currencies : a threshold regression approach

Hossfeld, Oliver; MacDonald, Ronald - 2014

In this paper, we analyze which currencies can be regarded as safe haven currencies. Our empirical approach allows us to distinguish between a low- and high stress regime, and to control for the impact of carry trade reversals and other fundamental determinants. We therefore address the question...

Persistent link: https://www.econbiz.de/10010462763

Understanding rig rates

Osmundsen, Petter; Rosendahl, Knut Einar; Skjerpen, Terje - 2013

We examine the largest cost component in offshore development projects, drilling rates, which have been high in recent years. To our knowledge, rig rates have not been analysed empirically before in the economic literature. Using econometric analysis, we examine the effects of gas and oil...

Persistent link: https://www.econbiz.de/10010223432

Diagnostic tests of cross section independence for nonlinear panel data models

Hsiao, Cheng (contributor); Pesaran, M. Hashem (contributor) - 2007

Persistent link: https://www.econbiz.de/10003497608

Is the relationship between financial development and economic growth monotonic? : evidence from a sample of middle income countries

Samargandi, Nahla; Fidrmuc, Jan; Ghosh, Sugata - 2014

We revisit the relationship between financial development and economic growth in a panel of 52 middle income countries … over the 1980-2008 period, using pooled mean group estimator in a dynamic heterogeneous panel setting. We show that …

Persistent link: https://www.econbiz.de/10010340261