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Trimmed mean group estimation of average treatment effects in ultra short T panels under correlated heterogeneity
Pesaran, M. Hashem; Yang, Liying - 2023
if the time dimension of the panel is as small as the number of its regressors. Extensions to panels with time effects …
Persistent link: https://www.econbiz.de/10014393231
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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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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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A generalized spatial panel data model with random effects
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - 2012
This paper proposes a generalized panel data model with random effects and first-order spatially autocorrelated … even in small and medium sized samples. -- panel data ; spatially autocorrelated residuals ; maximum-likelihood estimation …
Persistent link: https://www.econbiz.de/10009621736
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Heterogeneous beliefs and the demand for D&O insurance by listed companies
Egger, Peter; Radulescu, Doina; Rees, Ray - 2014
This paper introduces a new rationale for the existence of "Directors' and Officers'" (D&O) insurance. We use a model with volatile stock markets where shareholders design compensation schemes that incentivize managers to stimulate short-term increases in stock prices that do not maximize long...
Persistent link: https://www.econbiz.de/10010237759
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Do labor market institutions influence suicide mortality? : an international panel data analysis
Breuer, Christian; Rottmann, Horst - 2014
We examine the economic and social determinants of suicide mortality in a panel of 25 OECD countries over the period …
Persistent link: https://www.econbiz.de/10010375378
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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
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A bias-corrected CD test for error cross-sectional dependence in panel data models with latent factors
Pesaran, M. Hashem; Xie, Yimeng - 2021
result is shown to hold for pure latent factor models as well as for panel regressions with latent factors. Small sample …
Persistent link: https://www.econbiz.de/10012602162
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A panel data model with generalized higher-order network effects
Baltagi, Badi H.; Ding, Sophia; Egger, Peter - 2020
this paper, we present a generalized panel model which accounts for two features: (i) three types of network effects on the …
Persistent link: https://www.econbiz.de/10012306579
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The local power of the IPS test with both initial conditions and incidental trends
Lahiri, Kajal; Liang, Zhongwen; Peng, Huaming - 2017 - This version: Nov. 8, 2016
presence of incidental trends in panel unit root test setting is ubiquitous. …
Persistent link: https://www.econbiz.de/10011597286