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Judicial efficiency and banks credit risk exposure
Canzian, Giulia; Ferrara, Antonella Rita - 2021
We exploit the outset of a regulation seeking to improve judicial efficiency through the rearrangement of courts’ geography in Italy to provide causal evidence on the relationship between judiciary structural reforms and banks financial stability. To this end, we apply a...
Persistent link: https://www.econbiz.de/10012485338
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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
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GM estimation of higher order spatial autoregressive processes in panel data error component models
Badinger, Harald (contributor); Egger, Peter (contributor) - 2008
Persistent link: https://www.econbiz.de/10003711864
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Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012
This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …
Persistent link: https://www.econbiz.de/10009570680
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Dynamic spatial panel models : networks, common shocks, and sequential exogeneity
Kuersteiner, Guido M.; Prucha, Ingmar R. - 2015
This paper considers a class of GMM estimators for general dynamic panel models, allowing for cross sectional …
Persistent link: https://www.econbiz.de/10011298538
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Transformed maximum likelihood estimation of short dynamic panel data models with interactive effects
Hayakawa, Kazuhiko; Pesaran, M. Hashem; Smith, L. Vanessa - 2014
This paper proposes the transformed maximum likelihood estimator for short dynamic panel data models with interactive …
Persistent link: https://www.econbiz.de/10010358963
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Consistent estimation of linear panel data models with measurement error
Meijer, Erik; Spierdijk, Laura; Wansbeek, Tom - 2015
Measurement error causes a downward bias when estimating a panel data linear regression model. The panel data context …
Persistent link: https://www.econbiz.de/10010472669
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Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models
Kiviet, J. F.; Pleus, Milan; Poldermans, Rutger - 2015
-Bond GMM estimation techniques for single dynamic panel data models with possibly endogenous regressors and cross …
Persistent link: https://www.econbiz.de/10010476668
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The estimation of multi-dimensional fixed effects panel data models
Balazsi, Laszlo; Mátyás, László; Wansbeek, Tom - 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/10010492323
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An exponential class of dynamic binary choice panel data models with fixed effects
Sadoon, Majid M. al-; Li, Tong; Pesaran, M. Hashem - 2012
This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be … finite sample performance of our GMM estimators. -- dynamic discrete choice ; fixed effects ; panel data ; initial values …
Persistent link: https://www.econbiz.de/10009687207