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The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models
Bun, Maurice J. G.; Windmeijer, Frank - 2009
The system GMM estimator for dynamic panel data models combines moment conditions for the model in first differences … model in terms of bias and root mean squared error. However, we show in this paper that in the covariance stationary panel … results are shown to extend to the panel data GMM estimators …
Persistent link: https://www.econbiz.de/10014202992
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The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models
Bun, Maurice J.G.; Kiviet, Jan F. - 2002
The finite sample behaviour is analysed of particular least squares (LS) andmethod of moments (MM) estimators in panel …
Persistent link: https://www.econbiz.de/10010325057
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The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models
Bun, Maurice J.G.; Windmeijer, Frank - 2009
The system GMM estimator for dynamic panel data models combines moment conditions for the model in first differences … model in terms of bias and root mean squared error. However, we show in this paper that in the covariance stationary panel … results are shown to extend to the panel data GMM estimators. …
Persistent link: https://www.econbiz.de/10010325667
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Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time
Mesters, Geert - 2012
panel data model with unobserved random individual-specific and time-varying effects. We propose an estimation procedure … in both dimensions. We evaluate the method in a Monte Carlo study for dynamic panel data models with observations from … economic growth figures of countries listed in the Penn World Tables. It is shown that our dynamic panel data model can provide …
Persistent link: https://www.econbiz.de/10013111113
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Evaluation of Development Policy: Treatment versus Program Effects
Elbers, Chris; Gunning, Jan Willem - 2009
There is a growing interest, notably in development economics, in extending project evaluation methods to the evaluation of multiple interventions (“programs”). In program evaluations one is interested in the aggregate impact of a program rather than the effect on individual beneficiaries....
Persistent link: https://www.econbiz.de/10010325967
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Evaluation of Development Programs: Using Regressions to assess the Impact of Complex Interventions
Elbers, Chris; Gunning, Jan Willem - 2012
There is a growing interest in extending project evaluation methods to the evaluation of programs: complex interventions involving multiple activities. In general a program evaluation cannot be based on separate evaluations of its components since interactions between the activities are likely...
Persistent link: https://www.econbiz.de/10010326352
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Forecasting Regional Labour Market Developments Under Spatial Heterogeneity and Spatial Autocorrelation
Longhi, Simonetta; Nijkamp, Peter - 2005
forecasts is usually based on a pseudo-panel that consists of a limited number of observations over time, and a large number of …
Persistent link: https://www.econbiz.de/10010325297
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The Use of Spatial Filtering Techniques: The Spatial and Space-time Structure of German Unemployment Data
Patuelli, Roberto; Griffith, Daniel A.; Tiefelsdorf, Michael - 2006
Socio-economic interrelationships among regions can be measured in terms of economic flows, migration, or physical geographically-based measures, such as distance or length of shared areal unit boundaries. In general, proximity and openness tend to favour a similar economic performance among...
Persistent link: https://www.econbiz.de/10010325517
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The Fallacy of 'Job Robbing' : A Meta-Analysis of Estimates of the Effect of Immigration on Employment
Longhi, Simonetta; Nijkamp, Peter; Poot, Jacques - 2006
Immigration is a phenomenon of growing significance in many countries. Increasing social tensions are leading to political pressure to limit a further influx of foreign-born persons on the grounds that the absorption capacity of host countries has been exceeded and social cohesion threatened....
Persistent link: https://www.econbiz.de/10014057703
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Instrumental Variable Estimation for Duration Data
Bijwaard, Govert E. - 2008
In this article we develop an Instrumental Variable estimation procedure that corrects for possible endogeneity of a variable in a duration model. We assume a Generalized Accelerated Failure Time (GAFT) model. This model is based on transforming the durations and assuming a distribution for...
Persistent link: https://www.econbiz.de/10010325958