Showing 1 - 10 of 8,744
In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their … broadly into the class of instrumental estimators and the class of direct bias corrected estimators. The simulation results … these estimators decreases with growing numbers of individuals in the simulation. This is the well known fact of large …
Persistent link: https://www.econbiz.de/10001751405
In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their … broadly into the class of instrumental estimators and the class of direct bias corrected estimators. The simulation results … these estimators decreases with growing numbers of individuals in the simulation. This is the well known fact of large …
Persistent link: https://www.econbiz.de/10011431996
In our analysis we discuss several dynamic panel data estimators proposed in the literatureIn der vorliegenden Arbeit …
Persistent link: https://www.econbiz.de/10012991242
In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their … broadly into the class of instrumental estimators and the class of direct bias corrected estimators. The simulation results … these estimators decreases with growing numbers of individuals in the simulation. This is the well known fact of large …
Persistent link: https://www.econbiz.de/10010295751
suggest simulation using a single type of continuous-time process, with its fratal dimension. We provide theoretical …
Persistent link: https://www.econbiz.de/10014164282
We apply a heterogenous coefficient spatial autoregressive panel model from Aquaro, Bailey and Pesaran (2015) to … covering more than 487 days. The heterogeneous coefficients spatial autoregressive panel data model uses the large sample of …Wir nutzen ein räumliches autoregressives Panel-Datenmodell von Aquaro, Bailey und Pesaran (2015), um Wettbewerbs- bzw …
Persistent link: https://www.econbiz.de/10011460317
For spatial data with a sufficiently long time dimension, the concept of global cointegration has been recently … included in the econometrics research agenda. Global cointegration arises when non-stationary time series are cointegrated both … homogeneous and heterogeneous panel data estimators to a Spatial Panel Error Correction Model (SpECM) for regional output growth …
Persistent link: https://www.econbiz.de/10013135867
For spatial data with a sufficiently long time dimension, the concept of global cointegration has been recently … included in the econometrics research agenda. Global cointegration arises when non-stationary time series are cointegrated both … homogeneous and heterogeneous panel data estimators to a Spatial Panel Error Correction Model (SpECM) for regional output growth …
Persistent link: https://www.econbiz.de/10008934338
null of no cointegration can be decisively rejected by applying the panel cointegration test of Pedroni (1999). The … univariate Augmented Dickey-Fuller test as well as its panel data version, developed in Im, Pesaran, and Shin (2003), to test for …
Persistent link: https://www.econbiz.de/10011439458
For spatial data with a sufficiently long time dimension, the concept of global cointegration has been recently … included in the econometrics research agenda. Global cointegration arises when non-stationary time series are cointegrated both … homogeneous and heterogeneous panel data estimators to a Spatial Panel Error Correction Model (SpECM) for regional output growth …
Persistent link: https://www.econbiz.de/10011535894