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New Nonparametric Estimation of the Marginal Effects in Fixed-Effects Panel Models : An Application on the Environmental Kuznets Curve
Lee, Yoonseok; Mukherjee, Debasri - 2020
This paper considers kernel-based nonparametric estimation of panel models using local linear least squares, when both … nonparametric fixed-effects models, it is shown that conventional within transformation or first difference render panel ….S. state-level panel data on nitrogen oxide and sulfur dioxide emissions …
Persistent link: https://www.econbiz.de/10014218920
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Dynamic Panels with Predetermined Regressors : Likelihood-Based Estimation and Bayesian Averaging With an Application to Cross-Country Growth
Moral-Benito, Enrique - 2011
This paper discusses likelihood-based estimation of linear panel data models with general predetermined variables and … likelihood function allows applying the Bayesian apparatus to this class of panel data models. Combining the aforementioned …
Persistent link: https://www.econbiz.de/10013125050
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Cross-Country Output Convergence and Growth : Evidence from Varying Coefficient Nonparametric Method
Li, Kui-wai - 2016
This article uses a nonparametric varying coefficient panel data model to study the convergence of real GDP per capita …
Persistent link: https://www.econbiz.de/10012999621
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Chapter 4 The new empirics of economic growth
Durlauf, Steven N.; Quah, Danny T. - In: Handbook of macroeconomics : volume 1, part A, (pp. 235-308). 1999
We provide an overview of recent empirical research on patterns of cross-country growth. The new empirical regularities considered differ from earlier ones, e.g., the well-known Kaldor stylized facts. The new research no longer makes production function accounting a central part of the analysis....
Persistent link: https://www.econbiz.de/10014024246
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Debt, inflation and growth : robust estimation of long-run effects in dynamic panel data models
Chudik, Alexander; Mohaddes, Kamiar; Pesaran, M. Hashem; … - 2013
the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …
Persistent link: https://www.econbiz.de/10010212372
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You can't always get what you want? : estimator choice and the speed of convergence
Kufenko, Vadim; Prettner, Klaus - 2016
We propose theory-based Monte Carlo simulations to quantify the extent to which the estimated speed of convergence depends on the underlying econometric techniques. Based on a theoretical growth model as the data generating process, we find that, given a true speed of convergence of around 5%,...
Persistent link: https://www.econbiz.de/10011561221
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State dependence in the finance-growth nexus : a functional coefficient approach
Herwartz, Helmut; Walle, Yabibal - 2013
Noting that "one size does not fit all" in the case of the finance-growth (FG) nexus, a growing body of literature has recently focused on uncovering economic conditions under which financial development could be beneficial (detrimental) to economic development. We look into these conditions by...
Persistent link: https://www.econbiz.de/10009752169
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Made in Mexico : Energy Reform and Manufacturing Growth
Alvarez, Jorge - 2015
labor costs in a panel VAR setting leads to an additional indirect channel which amplifies the impact of electricity prices …
Persistent link: https://www.econbiz.de/10013025487
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Made in Mexico : Energy Reform and Manufacturing Growth
Alvarez, Jorge - 2017
We assess the real effects of a recent opening of the energy sector in Mexico to private investment. We look at one particular channel, which operates through the change in the structure of electricity generation in favor of cheaper sources of energy, such as natural gas. We look at the...
Persistent link: https://www.econbiz.de/10012958528
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Institutions and Growth : A GMM/IV Panel VAR Approach
Góes, Carlos - 2015
hypotheses. In this paper, I build a panel structural vector autoregression (SVAR) model for a short panel of 119 countries over …
Persistent link: https://www.econbiz.de/10013015683