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Pesaran, M. Hashem - 2011

This paper considers the problem of aggregation in the case of large linear dynamic panels, where each micro unit is potentially related to all other micro units, and where micro innovations are allowed to be cross sectionally dependent. Following Pesaran (2003), an optimal aggregate function is...

Persistent link: https://www.econbiz.de/10013129942

Using Pseudo-Panels to Measure Income Mobility in Latin America

Cuesta, Jose - 2011

This paper presents a comparative overview of mobility patterns in 14 Latin American countries between 1992 and 2003. Using three alternative econometric techniques on constructed pseudo-panels, the paper provides a set of estimators for the traditional notion of income mobility as well as for...

Persistent link: https://www.econbiz.de/10013130794

Private Wealth and Planned Early Retirement : A Panel Data Analysis for the Netherlands, 1994-2009

van Ooijen, Raun - 2010

heterogeneity in the disutility of work by using panel data techniques. Next, we exploit information on expected wealth accumulation …

Persistent link: https://www.econbiz.de/10013135647

Nonresponse and Focal Point Answers to Subjective Probability Questions

Kleinjans, Kristin J. - 2010

We develop and estimate a panel data model explaining the answers to questions about subjective probabilities, using …

Persistent link: https://www.econbiz.de/10013136709

The British Household Panel Survey and its Income Data

Jenkins, Stephen P. - 2010

This paper provides a self-contained introduction to the British Household Panel Survey (BHPS), concentrating on …

Persistent link: https://www.econbiz.de/10013136944

Maximum Likelihood Estimation and Lagrange Multiplier Tests for Panel Seemingly Unrelated Regressions with Spatial Lag and Spatial Errors : An Application to Hedonic Housing Prices...

Baltagi, Badi H. - 2010

This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …

Persistent link: https://www.econbiz.de/10013137243

The Exporter Productivity Premium Along the Productivity Distribution : First Evidence from a Quantile Regression Approach for Fixed Effects Panel Data Models

Powell, David - 2010

An emerging literature on international activities of heterogeneous firms documents that exporting firms are more productive than firms that only sell on the national market. This positive exporter productivity premium shows up in a large number of empirical studies after controlling for...

Persistent link: https://www.econbiz.de/10013139057