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Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances
Badinger, Harald; Egger, Peter - CESifo - 2014
panel data models with spatial autoregressive disturbances and heteroskedasticity of unknown form in the idiosyncratic error …
Persistent link: https://www.econbiz.de/10010877693
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Estimating Causal Installed-Base Effects: A Bias-Correction Approach
Narayanan, Sridhar; Nair, Harikesh S. - NET Institute - 2011
, the preferred solution is to control for these using a rich specification of fixed-effects, which is feasible with panel …
Persistent link: https://www.econbiz.de/10010905471
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Do Developing Countries Benefit from Foreign Direct Investments?
Razzak, Weshah; Bentour, Elmostafa - Economics and Econometrics Research Institute (EERI) - 2012
In addition to the wide believed positive effects on growth, employment and wages, FDIs are often perceived as sources of funds for development. Developing countries, especially low income and emerging economies, welcome FDIs because of their favorable budgetary implications. All that resulted...
Persistent link: https://www.econbiz.de/10010545147
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Crecimiento económico y medio ambiente en México
Gómez-López, Claudia S.; Barrón Arreola, Karla S.; … - In: El Trimestre Económico LXXVIII (3) (2011) 311, pp. 547-582
case of the Mexican economy, by applying convergence analysis using cross-sectional panel data we find that: i) there … corte transversal y datos de panel, se encuentra que: i) existe β convergencia en árboles plantados, áreas naturales …
Persistent link: https://www.econbiz.de/10009216109
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The formulation and estimation of random effects panel data models of trade
Matyas, Laszlo; Hornok, Cecilia; Pus, Daria - Volkswirtschaftliche Fakultät, … - 2012
The paper introduces for the most frequently used three-dimensional panel data sets several random effects model …
Persistent link: https://www.econbiz.de/10009650027
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A scaled difference chi-square test statistic for moment structure analysis
Satorra, Albert; Bentler, Peter M. - Department of Economics and Business, Universitat … - 1999
A family of scaling corrections aimed to improve the chi-square approximation of goodness-of-fit test statistics in small samples, large models, and nonnormal data was proposed in Satorra and Bentler (1994). For structural equations models, Satorra-Bentler's (SB) scaling corrections are...
Persistent link: https://www.econbiz.de/10005704904
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Fusion of data sets in multivariate linear regression with errors-in-variables
Satorra, Albert - Department of Economics and Business, Universitat … - 1996
We consider the application of normal theory methods to the estimation and testing of a general type of multivariate …--normality of the data, normal--theory methods yield correct inferences for the parameters of interest and for the goodness …--of--fit test. The theory described encompasses both the functional and structural model cases, and can be implemented using …
Persistent link: https://www.econbiz.de/10005827476
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Scaled and adjusted restricted tests in multi-sample analysis of moment structures
Satorra, Albert - Department of Economics and Business, Universitat … - 1999
statistics developed in Satorra and Bentler (1988a,b). The theory is framed in the general context of multisample analysis of …
Persistent link: https://www.econbiz.de/10005772325
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ExpEnd, A Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data
Windmeijer, Frank - Centre for Microdata Methods and Practice (CEMMAP) - 2002
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/10005811450
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Inverse probability weighted M-estimators for sample selection, attrition and stratification
Wooldridge, Jeffrey M. - Centre for Microdata Methods and Practice (CEMMAP) - 2002
I provide an overview of inverse probability weighted (IPW) M-estimators for cross section and two-period panel data …
Persistent link: https://www.econbiz.de/10005811461