Showing 1 - 10 of 12
Abstract This paper proposes a new generalized method of moments (GMM) estimator for spatial panel models with spatial … that the GMM estimator is consistent. The estimator is applied to English real estate price data. …
Persistent link: https://www.econbiz.de/10005495722
Mutl (2006), a dynamic spatial GMM estimator is proposed based on Kapoor, Kelejian and Prucha (2007) for the Spatial … performance of the GMM spatial estimator to that of spatial and non-spatial estimators and illustrate our approach with an …
Persistent link: https://www.econbiz.de/10011125930
This paper examines the relationship between the level of public infrastructure and the level of productivity using panel data for the Spanish provinces over the period 1984-2004, a period which is particularly relevant due to the substantial changes occurring in the Spanish economy at that...
Persistent link: https://www.econbiz.de/10010552409
Prediction is difficult. In this paper we use panel data methods to make reasonably accurate short term ex-post predictions of house prices across 353 local authority areas in England. The issue of prediction over the longer term is also addressed, and a simple method that makes use of the...
Persistent link: https://www.econbiz.de/10008592983
. In particular, the System Generalized Method of Moments (GMM-SYS) procedure is applied to a panel dataset comprised of 17 …
Persistent link: https://www.econbiz.de/10010635589
Brazil was characterised by a marked process of trade liberalisation in the 1990s, resulting in a dramatic increase in the volumes of exports and imports since the year 2000. Over the same period, the relative demand for skilled labour has increased substantially. To investigate whether these...
Persistent link: https://www.econbiz.de/10005004569
The aim of this study is to investigate the relationship between a firm's R&D activities and its productivity using a unique micro data panel dataset and looking at sectoral peculiarities which may emerge; more specifically, we used an unbalanced longitudinal database consisting of 532 top...
Persistent link: https://www.econbiz.de/10005032027
. In particular, the System Generalized Method of Moments (GMM-SYS) procedure is applied to a panel dataset comprised of 17 …
Persistent link: https://www.econbiz.de/10010675826
This article considers some of the issues and difficulties relating to the use of spatial panel data regression in prediction, illustrated by the effects of mass immigration on wages and income levels in local authority areas of Great Britain. Motivated by contemporary urban economics theory,...
Persistent link: https://www.econbiz.de/10010775017
The aim of this study is to investigate the relationship between a firm's R&D activities and its productivity using a unique micro data panel dataset and looking at sectoral peculiarities which may emerge; more specifically, we used an unbalanced longitudinal database consisting of 532 top...
Persistent link: https://www.econbiz.de/10008624721