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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
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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
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Crime, deterrence and punishment revisited
Kelaher, Richard; Sarafidis, Vasilis; Bun, Maurice J. G. - 2016
Persistent link: https://www.econbiz.de/10011596916
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Almost consistent estimation of panel probit models with 'small' fixed effects
Laisney, François - 2002
Persistent link: https://www.econbiz.de/10013428505
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Life satisfaction and relative income : perceptions and evidence
Mayraz, Guy (contributor); Wagner, Gert G. (contributor);  … - 2009
In questions inserted into the 2008 module of the German-Socio Economic Panel we ask subjects to report their income …
Persistent link: https://www.econbiz.de/10003868522
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Uncertainty and investment dynamics
Bloom, Nicholas (contributor); Bond, Stephen (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003356611
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Why has China grown so fast? : the role of international technology transfer
Van Reenen, John; Yueh, Linda Y. - 2012
Persistent link: https://www.econbiz.de/10009553626
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Has monetary policy reacted to asset price movements? : Evidence from the UK
Kontonikas, Alexandros; Montagnoli, Alberto - 2002
Persistent link: https://www.econbiz.de/10001730312
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Long run risk model and equity premium puzzle in Thailand
Sartja Duangchaiyoosook; Kilenthong, Weerachart T. - 2021
Persistent link: https://www.econbiz.de/10012582703
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GMM weighting matrices incross-sectional asset pricing tests
Laurinaityte, Nora; Meinerding, Christoph; Schlag, Christian - 2020 - This version: November 4, 2020
Cross-sectional asset pricing tests with GMM can generate spuriouslyhigh explanatory power for factor models when the moment conditions are specifiedsuch that they allow the estimated factor means to substantially deviate from theobserved sample averages. In fact, by shifting the weights on the...
Persistent link: https://www.econbiz.de/10012322408