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Estimating and forecasting with a dynamic spatial panel data model
Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - London School of Economics (LSE) - 2011
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
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A Generalized Method of Moments Estimator for a Spatial Panel Model with an Endogenous Spatial Lag and Spatial Moving Average Errors
Fingleton, Bernard - In: Spatial Economic Analysis 3 (2008) 1, pp. 27-44
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
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A time-space dynamic panel data model with spatial moving average errors
Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2018
This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel data model with Spatial Moving Average Random Effects (SMA-RE) structure of the disturbances. A dynamic spatial Generalized Moments (GM) estimator is proposed which combines the...
Persistent link: https://www.econbiz.de/10011872320
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Robust estimates of exporter productivity premia in German business services enterprises
Vogel, Alexander; Wagner, Joachim - 2011
A large and growing number of micro-econometric studies show that exporting firms are more productive than firms that sell their products on the home market only. This so-called exporter productivity premium qualifies as a stylized fact. Only recently researchers started to look at the role of...
Persistent link: https://www.econbiz.de/10009145918
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Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium
Verardi, Vincenzo; Wagner, Joachim - In: Journal of Economics and Statistics (Jahrbuecher fuer … 231 (2011) 4, pp. 546-557
In empirical studies often the values of some variables for some observations are much larger or smaller than the values for the other observations in the sample. These extreme observations, or outliers, often have a large impact on the results of statistical analyses. Conclusions based on a...
Persistent link: https://www.econbiz.de/10009369195
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Productivity premia for German manufacturing firms exporting to the Euro-area and beyond: First evidence from robust fixed effects estimations
Verardi, Vincenzo; Wagner, Joachim - 2010
This paper makes three contributions. (1) It summarizes in tabular form a recent literature made of 36 micro-econometric studies for 16 different countries on the relationship between export destination and firm performance. (2) It reports estimates of the productivity premium of German firms...
Persistent link: https://www.econbiz.de/10010858051
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Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium
Verardi, Vincenzo; Wagner, Joachim - 2010
In empirical studies it often happens that some variables for some units are far away from the other observations in the sample. These extreme observations, or outliers, often have a large impact on the results of statistical analyses – conclusions based on a sample with and without these...
Persistent link: https://www.econbiz.de/10010614511
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Robust estimation of linear fixed effects panel data models with an application to the exporter productivity premium
Verardi, Vincenzo; Wagner, Joachim - 2010
In empirical studies it often happens that some variables for some units are far away from the other observations in the sample. These extreme observations, or outliers, often have a large impact on the results of statistical analyses - conclusions based on a sample with and without these units...
Persistent link: https://www.econbiz.de/10010269751
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Productivity premia for German manufacturing firms exporting to the Euro-area and beyond: First evidence from robust fixed effects estimations
Verardi, Vincenzo; Wagner, Joachim - 2010
This paper makes three contributions. (1) It summarizes in tabular form a recent literature made of 36 micro-econometric studies for 16 different countries on the relationship between export destination and firm performance. (2) It reports estimates of the productivity premium of German firms...
Persistent link: https://www.econbiz.de/10010269790
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Robust estimation of linear fixed effects panel data models with an application to the exporter productivity premium
Verardi, Vincenzo; Wagner, Joachim - 2010
In empirical studies it often happens that some variables for some units are far away from the other observations in the sample. These extreme observations, or outliers, often have a large impact on the results of statistical analyses - conclusions based on a sample with and without these units...
Persistent link: https://www.econbiz.de/10010286574