Narrow search
Showing 1 - 10 of 153
Cover Image
Interactions in fixed effects regression models
Giesselmann, Marco; Schmidt, Alexander - 2018
An interaction in a fixed effects (FE) regression is usually specified by demeaning the product term. However, this strategy does not yield a genuine within estimator. Instead, an estimator is produced that reflects unit-level differences of interacted variables whose moderators vary within...
Persistent link: https://www.econbiz.de/10011880691
Cover Image
Sparse Network Asymptotics for Logistic Regression
Graham, Bryan S. - 2020
Consider a bipartite network where <i>N</i> consumers choose to buy or not to buy <i>M</i> different products. This paper considers the properties of the logistic regression of the <i>N</i> × <i>M</i> array of "i-buys-j" purchase decisions, <i>[Y<sub>ij</sub>]<sub>1≤i≤N,≤j≤M</sub></i>, onto known functions of consumer and product attributes...
Persistent link: https://www.econbiz.de/10012482182
Cover Image
A Panel Regression Approach to Holdings-based Fund Performance Measures
Ferson, Wayne E. - 2020
Portfolio performance measures using holdings data are panel regressions. The returns of a fund's stocks are regressed …
Persistent link: https://www.econbiz.de/10012482457
Cover Image
Housing Precarity & the COVID-19 Pandemic : Impacts of Utility Disconnection and Eviction Moratoria on Infections and Deaths Across US Counties
Jowers, Kay; Timmins, Christopher; Bhavsar, Nrupen; … - National Bureau of Economic Research - 2021
. Our analysis quantifies the impact of these various economic policies on COVID-19 infection and death rates using panel …
Persistent link: https://www.econbiz.de/10012482612
Cover Image
Multivariate Fractional Regression Estimation of Econometric Share Models
Mullahy, John - 2010
proposed by Papke and Wooldridge, 1996, 2008, in univariate cross-sectional and panel contexts. The paper discusses the …
Persistent link: https://www.econbiz.de/10012462302
Cover Image
Pre-event Trends in the Panel Event-study Design
Freyaldenhoven, Simon - 2018
We consider a linear panel event-study design in which unobserved confounds may be related both to the outcome and to …
Persistent link: https://www.econbiz.de/10012453151
Cover Image
Quantile Regression with Panel Data
Graham, Bryan S. - 2015
We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data …; Section 2.6). We show that panel data allows the econometrician to (i) introduce dependence between the regressors and the … (NLSY79). Consistent with prior work (e.g., Chamberlain, 1982; Vella and Verbeek, 1998), we find that using panel data to …
Persistent link: https://www.econbiz.de/10012457634
Cover Image
Local banking and local economic growth in Italy : some panel evidence
Caporale, Guglielmo Maria; Di Colli, Stefano; Di Salvo, … - 2014
This paper provides new evidence on the contribution of local banking to local economic growth (i.e. at county level - the Italian "province") in Italy. A comprehensive dataset is used, which includes control variables for social capital and human capital as well as indicators of the quality of...
Persistent link: https://www.econbiz.de/10010406692
Cover Image
The Augmented Synthetic Control Method
Ben-Michael, Eli; Feller, Avi; Rothstein, Jesse - National Bureau of Economic Research - 2021
panel data settings. The "synthetic control" is a weighted average of control units that balances the treated unit's pre …
Persistent link: https://www.econbiz.de/10012585369
Cover Image
Rising Burdens of Proofs and The Grand Bargain of Workers’ Compensation Laws
Yuan, Andy - 2020
proof and limits on medical coverage after developing an annual panel data set for all states between 1997 and 2016. The …
Persistent link: https://www.econbiz.de/10012481936