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Predictors of Social Distancing and Mask-Wearing Behavior : Panel Survey in Seven U.S. States
Nikolov, Plamen; Pape, Andreas; Tonguc, Ozlem; … - 2021
This paper presents preliminary summary results from a longitudinal study of participants in seven U.S. states during the COVID-19 pandemic. In addition to standard socio-economic characteristics, we collect data on various economic preference parameters: time, risk, and social preferences, and...
Persistent link: https://www.econbiz.de/10013315274
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Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes
Fernández‐Val, Iván; Gao, Wayne; Liao, Yuan; Vella, … - 2022
We consider estimation of a dynamic distribution regression panel data model with heterogeneous coefficients across …
Persistent link: https://www.econbiz.de/10013554940
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Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times
Balcilar, Mehmet - 2020
This study empirically examines the fragility of five major Asian economies (China, Hong Kong, India, Japan, and South Korea) to economic policy uncertainty (EPU) of US and EU, and oil prices in different state of the economies. To investigate these dynamics, we use the relative tail dependence...
Persistent link: https://www.econbiz.de/10012833241
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Aggregation in Large Dynamic Panels
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
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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
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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
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An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects
Al-Sadoon, Majid - 2012
This paper develops a model for dynamic binary choice panel data that allows for unobserved heterogeneity to be …
Persistent link: https://www.econbiz.de/10013096447
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Testing Weak Cross-Sectional Dependence in Large Panels
Pesaran, M. Hashem - 2012
This paper considers testing the hypothesis that errors in a panel data model are weakly cross sectionally dependent … the range [0, 1/4], for all combinations of N and T, and irrespective of whether the panel contains lagged values of the …
Persistent link: https://www.econbiz.de/10013108232
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A New View on Panel Econometrics : Is Probit Feasible after All?
van Praag, B.M.S. - 2015
Mundlak (1978) proposed the addition of time averages to the usual panel equation in order to remove the fixed effects … we demonstrate that in this extended setup Probit estimation on panel data sets does not pose a specific problem. The …
Persistent link: https://www.econbiz.de/10013015010
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Exports, Imports and Wages : Evidence from Matched Firm-Worker-Product Panels
Martins, Pedro S. - 2009
matched firm-worker panel and a matched firm-transaction panel. Our data set follows the population of manufacturing firms and …
Persistent link: https://www.econbiz.de/10013153015