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A time-space dynamic panel data model with spatial moving average errors
Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2018
This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel data model with Spatial Moving Average Random Effects (SMA-RE) structure of the disturbances. A dynamic spatial Generalized Moments (GM) estimator is proposed which combines the...
Persistent link: https://www.econbiz.de/10011872320
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - 2012
An important issue in the analysis of cross-sectional dependence which has received renewed interest in the past few years is the need for a better understanding of the extent and nature of such cross dependencies. In this paper we focus on measures of cross-sectional dependence and how such...
Persistent link: https://www.econbiz.de/10009530816
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Estimating the smoothing parameter in the so-called Hodrick-Prescott Filter
Schlicht, Ekkehart (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948511
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Intercept estimation in nonlinear selection models
Arulampalam, Wiji; Corradi, Valentina; Gutknecht, Daniel - 2021
We propose various semiparametric estimators for nonlinear selection models, where slope and intercept can be separately identifed. When the selection equation satisfies a monotonic index restriction, we suggest a local polynomial estimator, using only observations for which the marginal...
Persistent link: https://www.econbiz.de/10012518068
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VC : a method for estimating time-varying coefficients in linear models
Schlicht, Ekkehart - 2020
This paper describes a moments estimator for a standard state-space model with coefficients generated by a random walk. A penalized least squares estimation is linked to the GLS (Aitken) estimates of the corresponding linear model with time-invariant parameters. The VC estimates are moments...
Persistent link: https://www.econbiz.de/10012161405
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Non-farm enterprise productivity and spatial autocorrelation in rural Africa : evidence from Ethiopia and Nigeria
Owoo, Nkechi S.; Naudé, Wim - 2014
proximate farm and non-farm enterprises. To test for the presence and significance of such spatial autocorrelation we use data … (NGHS). We find evidence of significant spatial autocorrelation. Productivity of non-farm enterprises is widely dispersed … productive. In Nigeria, we find evidence for spatial autocorrelation at the individual enterprise level but not at the community …
Persistent link: https://www.econbiz.de/10010379209
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Residential choices of young Americans
Patacchini, Eleonora; Arduini, Tiziano - 2016
Using detailed data on a cohort of young Americans who were in their late twenties and early thirties in 2008, we investigate the importance of forces different from economic incentives in nest-leaving decisions. We apply recent methods from social network econometrics to identify the importance...
Persistent link: https://www.econbiz.de/10011531870
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Exports and labour demand : searching for functional structure in multi-output multi-skill technologies
Koebel, Bertrand M. (contributor) - 2005
In order to simplify the representation of a technological relationship between inputs and outputs, a production unit's technology must typically satisfy some restrictive conditions, some of them being well known in the literature. This paper presents new results for aggregating labour inputs...
Persistent link: https://www.econbiz.de/10003011513
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Ethnic regional networks and immigrants' earnings: a spatial autoregressive network approach
Wang, Xingang; Maani, Sholeh A. - 2021
The conventional model of immigrant earnings does not account for the correlation of outcomes across immigrant ethnic networks. We apply a spatial autoregressive network approach to account for the spill-over effects of migrant ethnic group economic resources and labour market outcomes. We...
Persistent link: https://www.econbiz.de/10012698921
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Network effects on labor contracts of internal migrants in China : a spatial autoregressive model
Baltagi, Badi H.; Deng, Ying; Ma, Xiangjun - 2017
This paper studies the fact that 37 percent of the internal migrants in China do not sign a labor contract with their employers, as revealed in a nationwide survey. These contract-free jobs pay lower hourly wages, require longer weekly work hours, and provide less insurance or on-the-job...
Persistent link: https://www.econbiz.de/10011709936