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Identification in a binary choice panel data model with a predetermined covariate
Bonhomme, Stéphane; Dano, Kevin; Graham, Bryan S. - 2023
We study identification in a binary choice panel data model with a single predetermined binary covariate (i.e., a …
Persistent link: https://www.econbiz.de/10014480540
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A note on the estimation of long-run relationships in panel equations with cross-section linkages
Di Iorio, Francesca; Fachin, Stefano - In: Economics: The Open-Access, Open-Assessment E-Journal 6 (2012) 2012-20, pp. 1-18
The authors address the issue of estimation and inference in dependent non-stationary panels of small cross-section dimensions. The main conclusion is that the best results are obtained applying bootstrap inference to single-equation estimators, such as fully modified ordinary least squares and...
Persistent link: https://www.econbiz.de/10010309047
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Assessing the Effect of Current Account and Currency Crises on Economic Growth
Aßmann, Christian - 2008
Several empirical studies are concerned with measuring the effect of currency and current account crises on economic growth. Using different empirical models this paper serves two aspects. It provides an explicit assessment of country specific factors influencing the costs of crises in terms of...
Persistent link: https://www.econbiz.de/10010296297
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Comparison of panel cointegration tests
Örsal, Deniz Dilan Karaman - 2007
maximum-likelihood-based panel cointegration tests with the help of Monte Carlo simulations. In this study the panel-p, the … group-p, the panel-t, the group-t statistics of Pedroni (1999) and the standardized LR-bar statistic of Larsson er al. (2001 …) are considered. The simulation results indicate that the panel-t and standardized LR-bar statistic have the best size and …
Persistent link: https://www.econbiz.de/10010263686
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Estimation of dynamic linear models in short panels with ordinal observation
Pudney, Stephen E. - 2005
We develop a simulated ML method for short-panel estimation of one or more dynamic linear equations, where the …
Persistent link: https://www.econbiz.de/10010318504
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Random coefficients in regression equation systems: The case with unbalanced panel data
Biørn, Erik - 1999
We consider a framework for analyzing panel data characterized by: (i) a system of regressions equations, (ii) random … individual heterogeneity in both intercepts and slope coefficients, and (iii) unbalanced panel data, i.e., panel data where the …
Persistent link: https://www.econbiz.de/10010284265
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Estimating regression systems from unbalanced panel data: A stepwise maximum likelihood procedure
Biørn, Erik - 1999
effects in the intercept terms from unbalanced panel data, i.e., panel data where the individual time series have unequal …
Persistent link: https://www.econbiz.de/10010284445
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A confidence corridor for sparse longitudinal data curves
Zheng, Shuzhuan; Yang, Lijian; Härdle, Wolfgang Karl - 2010
Longitudinal data analysis is a central piece of statistics. The data are curves and they are observed at random locations. This makes the construction of a simultaneous confidence corridor (SCC) (confidence band) for the mean function a challenging task on both the theoretical and the practical...
Persistent link: https://www.econbiz.de/10010281570
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Estimation methods in panel data models with observed and unobserved components: A Monte Carlo study
Castagnetti, Carolina; Rossi, Eduardo - 2008
Recently some new techniques have been proposed for the estimation of the slope coefficients in presence of unobserved components. Though, the presence of common observed and unobserved factors is neither considered or the estimation of their impacts is not taken into account. In this work a...
Persistent link: https://www.econbiz.de/10010326108
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Panel data dynamics and measurement errors: GMM bias, IV validity and model fit - a Monte Carlo study
Biørn, Erik; Han, Xuehui - 2012
An autoregressive fixed effects panel data equation in error-ridden endogenous and exogenous variables, with finite … signal and noise memory, the strength of autocorrelation, the size of the IV set, and the panel length. Finally, some …
Persistent link: https://www.econbiz.de/10010330209