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Alternative estimation approaches for the factor augmented panel data model with small T

Breitung, Jörg; Hansen, Philipp - In: Empirical Economics 60 (2020) 1, pp. 327-351

, whereas the GMM approaches of Ahn et al. (J Econ 728 174:1–14, 2013) and Robertson and Sarafidis (J Econ 185(2):526–541, 2015 …

Persistent link: https://www.econbiz.de/10014503384

Estimating a high-frequency New-Keynesian Phillips curve

Ahrens, Steffen; Sacht, Stephen - In: Empirical Economics 46 (2014) 2, pp. 607-628

This paper estimates a high-frequency New-Keynesian Phillips curve via the generalized method of moments. Allowing for higher-than-usual frequencies strongly mitigates the problems of small-sample bias and structural breaks. Applying a daily frequency allows us to obtain estimates for the Calvo...

Persistent link: https://www.econbiz.de/10010994432

Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models

Ramalho, Joaquim - In: Empirical Economics 30 (2005) 3, pp. 735-748

Persistent link: https://www.econbiz.de/10005382384

The world elasticity of labor substitution across education levels

Mollick, André - In: Empirical Economics 41 (2011) 3, pp. 769-785

Persistent link: https://www.econbiz.de/10009400106

Food away from home expenditures and obesity among older Europeans: are there gender differences?

Drichoutis, Andreas; Nayga, Rodolfo; Lazaridis, Panagiotis - In: Empirical Economics 42 (2012) 3, pp. 1051-1078

Persistent link: https://www.econbiz.de/10010557899

GMM estimation of a structural demand model for yogurt and the effects of the introduction of new brands

Giacomo, Marina - In: Empirical Economics 34 (2008) 3, pp. 537-565

Persistent link: https://www.econbiz.de/10005612911

Convenient estimators for the panel probit model: Further results

Greene, William - In: Empirical Economics 29 (2004) 1, pp. 21-47

Bertschek and Lechner (1998) propose several variants of a GMM estimator based on the period specific regression … considered in their study, full likelihood estimation is actually straightforward, and resort to GMM estimation for convenience …

Persistent link: https://www.econbiz.de/10005613077

Sticky information and inflation persistence: evidence from the U.S. data

Molinari, Benedetto - In: Empirical Economics 46 (2014) 3, pp. 903-935

approach to estimate the Sticky Information Phillips Curve (SIPC). The degree of sticky information is estimated using a GMM …

Persistent link: https://www.econbiz.de/10010793998

Panel estimation of state-dependent adjustment when the target is unobserved

Kalckreuth, Ulf - In: Empirical Economics 40 (2011) 1, pp. 205-235

Persistent link: https://www.econbiz.de/10008925364

Panel data dynamics with mis-measured variables: modeling and GMM estimation

Biørn, Erik - In: Empirical Economics 48 (2015) 2, pp. 517-535

Generalized Method of Moments (GMM) estimation is discussed under the joint occurrence of fixed effects and random … measurement errors in an autoregressive panel data model. Finite memory of measurement errors is allowed for. Two GMM …, to illustrate finite sample biases, is considered. Overall, with respect to bias and IV strength, GMM specialization (ii …

Persistent link: https://www.econbiz.de/10011240943