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Robust small area estimation under spatial non-stationarity

Baldermann, Claudia; Salvati, Nicola; Schmid, Timo - 2016

gains in terms of efficiency. Finally, the methodology is demonstrated in an illustrative application for estimating the …

Persistent link: https://www.econbiz.de/10011455039

Further simulation evidence on the performance of the poisson pseudo-maximum likelihood estimator

Silva, João Santos (contributor); … - 2009

We extend the simulation results given in Santos-Silva and Tenreyro (2006, "The Log of Gravity", The Review of Economics and Statistics, 88, pp.641-658) by considering data generated as a finite mixture of gamma variates. Data generated in this way can naturally have a large proportion of zeros...

Persistent link: https://www.econbiz.de/10003868490

Outlier robust small area estimation under spatial correlation

Schmid, Timo; Tzavidis, Nikos; Münnich, Ralf T.; … - 2015

-squared error. Simulations indicate that the proposed methodology may lead to efficiency gains. The paper concludes with an …

Persistent link: https://www.econbiz.de/10010486950

Estimation of multiequation cross-section models in the presence of spatial autocorrelation

Carvalho, Alexandre Ywata de; Mata, Daniel da; Chomitz, … - 2015

We describe econometric techniques to treat spatial autocorrelation in multiequation cross-section models. The cross …-section approaches discussed here are heavily based on the spatial GMM procedure, proposed by Conley (1999). An extension for … properties of the Spatial GMM approach. The simulations suggest that, even in the presence of spatial nonstationarity, the …

Persistent link: https://www.econbiz.de/10012025305

Estimation of linear dynamic panel data models with time-invariant regressors

Kripfganz, Sebastian; Schwarz, Claudia - 2013 - This Version: May 6, 2013

(2002). Monte Carlo experiments are used to compare the performance of the two-stage approach to various system GMM … further simulation evidence that GMM estimators with a large number of instruments can be severely biased in finite samples …

Persistent link: https://www.econbiz.de/10009775613

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 approaches to model cross-section homogeneity within such panels. It allows for partial influence of other cross-section units on estimated coefficients, differentiating between...

Persistent link: https://www.econbiz.de/10010414225