Showing 1 - 10 of 637,083
In this paper we present a unit root test against a nonlinear dynamic heterogenous panel with each cross section …
Persistent link: https://www.econbiz.de/10002595402
In this paper, we develop a general method for heterogeneous variable selection in Bayesian nonlinear panel data models … approach for general nonlinear panel data models, encompassing multinomial logit and probit models, poisson and negative …
Persistent link: https://www.econbiz.de/10012822644
In this paper we use the enhanced consumption data in the Panel Survey of Income Dynamics (PSID) from 2005-2017 to … the presence of unobserved heterogeneity. To reliably estimate heterogeneous responses in our un-balanced panel, we …
Persistent link: https://www.econbiz.de/10014248416
endogenous regressors for cross section and panel data. The estimators included in this package are simple Poisson pseudo ML; GMM … Poisson for panel data; GMM estimation using quasi-differenced moment conditions eliminating unobserved heterogeneity and …
Persistent link: https://www.econbiz.de/10014105787
I derive simple, flexible strategies for difference-in-differences settings where the nature of the response variable may warrant a nonlinear model. In addition to covering the case of common treatment timing, I allow for staggered interventions, with and without covariates. Under an index...
Persistent link: https://www.econbiz.de/10014079099
This paper develops a nonlinear spatial dynamic panel data model, with one particularly interesting application to a … panel data setting, we cover both $n,T\rightarrow\infty$ and large $n$ with finite $T$, and the strength of the dominant …
Persistent link: https://www.econbiz.de/10014243387
characterize nonstationarity and trending phenomenon in nonlinear panel data analysis. We develop two methods to estimate the trend … is motivated by a least squares dummy variable method proposed in parametric panel data analysis. This method removes the …
Persistent link: https://www.econbiz.de/10014191152
A semiparametric fixed effects model is introduced to describe the nonlinear trending phenomenon in panel data analysis …
Persistent link: https://www.econbiz.de/10014191157
We examine the largest cost component in offshore development projects, drilling rates, which have been high in recent years. To our knowledge, rig rates have not been analysed empirically before in the economic literature. Using econometric analysis, we examine the effects of gas and oil...
Persistent link: https://www.econbiz.de/10010223432
Recent developments in nonlinear panel data analysis allow identifying and estimating general dynamic systems. In this …
Persistent link: https://www.econbiz.de/10011553118