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Panel data gravity models of international trade
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - 2014
of goods, services, and factors across national or subnational borders (see Leamer and Levinsohn, 1995). The respective … across pairs or regional units or even across cross-sectional units and time inevitably leads to a panel data structure of …
Persistent link: https://www.econbiz.de/10010237192
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Panel Data Gravity Models of International Trade
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - 2014
of goods, services, and factors across national or subnational borders (see Leamer and Levinsohn, 1995). The respective … equations across pairs or regional units or even across cross-sectional units and time inevitably leads to a panel data …
Persistent link: https://www.econbiz.de/10010333385
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A generalized spatial panel data model with random effects
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - 2012
This paper proposes a generalized panel data model with random effects and first-order spatially autocorrelated residuals that encompasses two previously suggested specifications. The first one is described in Anselin's (1988) book and the second one by Kapoor, Kelejian, and Prucha (2007). Our...
Persistent link: https://www.econbiz.de/10010288235
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A generalized spatial panel data model with random effects
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - 2012
This paper proposes a generalized panel data model with random effects and first-order spatially autocorrelated residuals that encompasses two previously suggested specifications. The first one is described in Anselin's (1988) book and the second one by Kapoor, Kelejian, and Prucha (2007). Our...
Persistent link: https://www.econbiz.de/10009621736
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Panel Data Gravity Models of International Trade
Baltagi, Badi H. - 2014
of goods, services, and factors across national or subnational borders (see Leamer and Levinsohn, 1995). The respective … equations across pairs or regional units or even across cross-sectional units and time inevitably leads to a panel data …
Persistent link: https://www.econbiz.de/10013058498
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A Generalized Spatial Panel Data Model with Random Effects
Baltagi, Badi H.; Egger, Peter H.; Pfaffermayr, Michael - 2021
This paper proposes a generalized panel data model with random effects and first-order spatially autocorrelated residuals that encompasses two previously suggested specifications. The first one is described in Anselin’s (1988) book and the second one by Kapoor, Kelejian, and Prucha (2007). Our...
Persistent link: https://www.econbiz.de/10013315861
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A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances
Baltagi, Badi H.; Egger, Peter H.; Pfaffermayr, Michael - 2011
This paper examines the consequences of model misspecification using a panel data model with spatially autocorrelated disturbances. The performance of several maximum likelihood estimators assuming different specifications for this model are compared using Monte Carlo experiments. These include...
Persistent link: https://www.econbiz.de/10014183164
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A Monte Carlo Study for Pure and Pretest Estimators of a Panel Data Model with Spatially Autocorrelated Disturbances
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - Center for Policy Research, Maxwell School - 2007
This paper examines the consequences of model misspecification using a panel data model with spatially autocorrelated disturbances. The performance of several maximum likelihood estimators assuming different specifications for this model are compared using Monte Carlo experiments. These include...
Persistent link: https://www.econbiz.de/10005504094
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Panel Data Gravity Models of International Trade
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - CESifo - 2014
of goods, services, and factors across national or subnational borders (see Leamer and Levinsohn, 1995). The respective … equations across pairs or regional units or even across cross-sectional units and time inevitably leads to a panel data …
Persistent link: https://www.econbiz.de/10010739343
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A Generalized Spatial Panel Data Model with Random Effects
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - CESifo - 2012
This paper proposes a generalized panel data model with random effects and first-order spatially autocorrelated residuals that encompasses two previously suggested specifications. The first one is described in Anselin’s (1988) book and the second one by Kapoor, Kelejian, and Prucha (2007). Our...
Persistent link: https://www.econbiz.de/10010570349