Showing 1 - 10 of 332
without resorting to ancillary information, this data is suited particular well for panel regression analyses. Several … plausibility checks indicate that the data is fairly reliable and yields plausible parameter estimates in a panel regression …. -- Educational attainment ; U.S. counties ; Panel regression …
Persistent link: https://www.econbiz.de/10008736182
(Panel) Smooth Transition Regressions substantially gained in popularity due to their flexibility in modeling … regression coefficients as homogeneous or heterogeneous functions of transition variables. In the estimation process, however … estimation time, rendering their application less appealing. This paper proposes a Lagrange multiplier test indicating whether …
Persistent link: https://www.econbiz.de/10011749886
panel data and alternative predictors. The candidate exchange rate predictors are drawn from (i) macroeconomic ‘fundamentals … lead to better market timing than most single predictors at higher horizons. -- Exchange rate forecasting ; panel data …
Persistent link: https://www.econbiz.de/10008696798
By using nonparametric and panel data econometrics, this paper re-assesses the effect of both the current level of … empirical support. -- Mark-up ; cyclical dynamics ; durable goods ; non-durable goods ; nonparametric econometrics ; panel data …
Persistent link: https://www.econbiz.de/10003931422
The present contribution tests whether countries can be pooled when studying the financegrowth nexus. Overall, our results point toward a ‘pragmatic’ positive answer, though considerable heterogeneity is present among developing countries.
Persistent link: https://www.econbiz.de/10003380206
This paper argues that previous cross-country (panel) studies on the relationship between income inequality and health …-country heterogeneity in the impact of inequality on health. Using panel cointegration techniques that are robust to omitted variables … ; Inequality ; Panel cointegration …
Persistent link: https://www.econbiz.de/10009310846
We estimate the impact of climate change on agricultural production in a panel of 127 countries from 1961 to 2002. In …
Persistent link: https://www.econbiz.de/10010348298
Whole-household migration potentially can alter the results of studies on income inequality based on panel data if it … unique, nationally representative household panel data set from rural Mexico. Households that participate in whole … effects of attrition on panel data studies. We also analyze the changes in inequality and poverty due to whole …
Persistent link: https://www.econbiz.de/10009383004
a panel of data for evidence of a causal relationship between GDP and carbon emissions. The technique is compared to the …
Persistent link: https://www.econbiz.de/10003733688
Information costs and regulatory barriers are the main distinguishing features of international financial markets as compared to national financial markets. This paper presents a simple model of the impact of these factors on banks' cross-border activities and provides empirical evidence. Our...
Persistent link: https://www.econbiz.de/10011473701