Narrow search
Showing 1 - 10 of 3,155
Cover Image
Quasi maximum likelihood estimation of spatial models with heterogeneous coefficients
Aquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem - 2015
This paper considers spatial autoregressive panel data models and extends their analysis to the case where the spatial … section dimensions of the panel are large. It derives the asymptotic covariance matrix of the QML estimators allowing for the … sample properties for panels with moderate time dimensions and irrespective of the number of cross section units in the panel …
Persistent link: https://www.econbiz.de/10011283005
Cover Image
Income taxation and labour response : empirical evidence from a DID analysis of an income tax treatment in Italy
Bosco, Bruno; Bosco, Carlo Federico; Maranzano, Paolo - 2024
TWFE panel data Difference-in-Differences (DID) model to define the correct statistical framework of the study, and to …
Persistent link: https://www.econbiz.de/10014563801
Cover Image
Spectral approach to parameter-free unit root testing
Bailey, Natalia; Giraitis, Liudas - 2015
A relatively simple frequency-type testing procedure for unit root potentially contaminated by an additive stationary noise is introduced, which encompasses general settings and allows for linear trends. The proposed test for unit root versus stationarity is based on a finite number of...
Persistent link: https://www.econbiz.de/10010517695
Cover Image
What is the relationship between national saving and investment in Latin America and the Caribbean?
Cavallo, Eduardo A.; Pedemonte, Mathieu - 2015
Using panel co-integration techniques and a comprehensive dataset covering the period 1980-2013, this paper finds a …-regional heterogeneity; and iii) the estimated coefficient is largest amongst the biggest economies in the region. It is concluded that low …
Persistent link: https://www.econbiz.de/10011339421
Cover Image
Debt and economic growth : does size matter? : evidence from dynamic parametric and static non-parametric approaches
Reyes-Tagle, Gerardo; Muñoz, Jorge - 2023
approaches. On the one hand, by using a panel error correction model with a sample of 130 countries between 1980 and 2020, we …
Persistent link: https://www.econbiz.de/10014461312
Cover Image
On estimating long-run effects in models with lagged dependent variables
Reed, W. Robert; Zhu, Min - 2015
Persistent link: https://www.econbiz.de/10011514454
Cover Image
On estimating long-run effects in models with lagged dependent variables
Reed, W. Robert; Zhu, Min - 2016 - Revision
Persistent link: https://www.econbiz.de/10011592701
Cover Image
Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators
Anderson, Richard G. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003740180
Cover Image
Income and price elasticities of Macedonian export and import of goods - a panel approach
Stefanova, Dijana Janevska; Petrovska, Magdalena - 2020
imports. To this end, we were able to obtain theory-implied estimates of import and export income and price elasticities for …
Persistent link: https://www.econbiz.de/10012260864
Cover Image
The method of moments for multivariate random sums
Javed, Farrukh; Loperfido, Nicola; Mazur, Stepan - 2024
Multivariate random sums appear in many scientific fields, most notably in actuarial science, where they model both the number of claims and their sizes. Unfortunately, they pose severe inferential problems. For example, their density function is analytically intractable, in the general case,...
Persistent link: https://www.econbiz.de/10014575595