Narrow search
Showing 1 - 10 of 2,372
Cover Image
Time-varying linear transformation models with fixed effects and endogeneity for short panels
Sokollu, Senay; Botosaru, Irene; Muris, Chris - 2022
Persistent link: https://www.econbiz.de/10012880118
Cover Image
Almost consistent estimation of panel probit models with 'small' fixed effects
Laisney, François - 2002
Persistent link: https://www.econbiz.de/10013428505
Cover Image
Testing for consistency using artificial regressions
MacKinnon, James G.; Davidson, Russell - 1987
Persistent link: https://www.econbiz.de/10003522198
Cover Image
Rias to coefficients on lagged dependent variables
Grubb, David; Symons, James - 1983
Persistent link: https://www.econbiz.de/10003529856
Cover Image
A unified approach to estimating demand and welfare
Redding, Stephen; Weinstein, David E. - 2016
Persistent link: https://www.econbiz.de/10011529701
Cover Image
Finding relevant variables in sparse Bayesian factor models : economic applications and simulation results
Kaufmann, Sylvia; Schumacher, Christian - 2012
This paper considers factor estimation from heterogenous data, where some of the variables are noisy and only weakly informative for the factors. To identify the irrelevant variables, we search for zero rows in the loadings matrix of the factor model. To sharply separate these irrelevant...
Persistent link: https://www.econbiz.de/10009674269
Cover Image
On the degree of homogeneity in dynamic heterogeneous panel data models
Offermanns, Christian J. - 2014
We propose a semi-parametric approach to heterogeneous dynamic panel data modelling. The method generalizes existing … equilibrium exchange rate determination in a cross-country panel, we find evidence of largely heterogeneous adjustment and more …
Persistent link: https://www.econbiz.de/10010414225
Cover Image
Estimation of short dynamic panels in the presence of cross-sectional dependence and dynamic heterogeneity
Gilhooly, Robert; Weale, Martin; Wieladek, Tomasz - 2012
We propose a Bayesian approach to dynamic panel estimation in the presence of cross-sectional dependence and dynamic … by estimating a panel VAR on sector level data for labour productivity and hours worked growth for Canada, Germany …
Persistent link: https://www.econbiz.de/10009680588
Cover Image
Estimation of linear dynamic panel data models with time-invariant regressors
Kripfganz, Sebastian; Schwarz, Claudia - 2013 - This Version: May 6, 2013
This paper considers estimation methods and inference for linear dynamic panel data models with unit … depth does not. Finally, we estimate a dynamic Mincer equation with data from the Panel Study of Income Dynamics to …
Persistent link: https://www.econbiz.de/10009775613
Cover Image
The role of score and information bias in panel data likelihoods
Schumann, Martin; Severini, Thomas A.; Tripathi, Gautam - 2021
Persistent link: https://www.econbiz.de/10012483740