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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 … develops a quasi maximum likelihood (QML) estimation procedure. Under certain regularity conditions, it is shown that the QML … section dimensions of the panel are large. It derives the asymptotic covariance matrix of the QML estimators allowing for the …

Persistent link: https://www.econbiz.de/10011283005

Partial identification of population average and quantile treatment effects in observational data under sample selection

Christelis, Dimitris; Messina, Julián - 2019

This paper partially identifies population treatment effects in observational data under sample selection, without the benefit of random treatment assignment. Bounds are provided for both average and quantile population treatment effects, combining assumptions for the selected and the...

Persistent link: https://www.econbiz.de/10011992007

Panel estimation of the impact of foreign banks presence on selected banking indicators in Macedonia

Mitreska, Ana; Bojcheva-Terzijan, Sultanija - 2017

behaviour. We employ panel estimation method with a pooled mean group estimator. The results do confirm the thesis that foreign …

Persistent link: https://www.econbiz.de/10011702752

Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions

Kruiniger, Hugo (contributor) - 2006

Persistent link: https://www.econbiz.de/10003402002

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

An encompassing model & test of the Evans-Jovanovic credit constraints hypothesis

Cressy, Robert C.; Bonnet, Jean - 2016

Persistent link: https://www.econbiz.de/10011712928

Endogenously censored median regression with an application to benefit elasticity of US unemployment duration

Szydłowski, Arkadiusz - 2017

Persistent link: https://www.econbiz.de/10011612647

Getting PPP right : identifying mean-reverting real exchange rates in panels

Chortareas, Georgios E. (contributor); … - 2008

real exchange rates in panel frameworks. One weakness of such tests, however, is that they fail to inform the researcher as … a small number of real exchange rates in a given panel may drive the results. In this paper we examine the PPP … when applied to a set of established panel-unit-root tests, allows the identification of the real exchange rates that are …

Persistent link: https://www.econbiz.de/10003740322

On the long-run unemployment, inflation, and volatility

Fasani, Stefano - 2021

This paper builds up a simple New Keynesian model and revisits the relationship between unemployment and in ation in the long-run. It finds that when the labor market is affected by downward nominal wage rigidity, this relationship goes beyond the tradeoff between the first moments of...

Persistent link: https://www.econbiz.de/10012429726

Fiscal consolidations in Latin America and the Caribbean : do inequality, corruption, and informality matter?

Jalles, João Tovar; Pessino, Carola; Calderon, Ana Cristina - 2025

Widening income disparities, higher corruption and larger informality in many emerging market and developing economies (EMDE) including Latin America, all with pressing and mounting fiscal problems, have rekindled interest in the empirical analysis of the key factors determining the occurrence...

Persistent link: https://www.econbiz.de/10015329951