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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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Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models
Chudik, Alexander - 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/10013071384
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Debt, Inflation and Growth : Robust Estimation of Long-Run Effects in Dynamic Panel Data Models
Chudik, Alexander - 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/10013072764
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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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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
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The environmental Kuznets curve : a semiparametric approach with cross-sectional dependence
Soberon, Alexandra; D’Hers, Irene - In: Journal of risk and financial management : JRFM 13 (2020) 11/292, pp. 1-23
particular, we propose to test the Environmental Kuznets Curve (EKC) hypothesis for a panel of 24 OECD countries and 32 non … semiparametric panel data model. Our results corroborates that the nature and validity of the income–pollution relationship based on …
Persistent link: https://www.econbiz.de/10012388215
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Assessing the effect of current account and currency crises on economic growth
Aßmann, Christian - 2011
crises ; Current account reversals ; Treatment Model ; Discrete dependent variable ; Efficient Importance Sampling ; Panel …
Persistent link: https://www.econbiz.de/10009007638
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A dynamic causality study between electricity consumption and economic growth for global panel : evidence from 76 countries
Hossain, Md. Sharif; Saeki, Chikayoshi - 2012
income classification and global) using time series data from 1960 to 2008. Three panel unit root tests results support that … both the variables are integrated of order 1 for all panels except low income panel. Only the variable economic growth is … integrated of order 1 for low income panel. The Kao and Johansen Fisher panel conintegration tests results support that both the …
Persistent link: https://www.econbiz.de/10009690044
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Persistence, signal-noise pattern and heterogeneity in panel data : with an application to the impact of foreign direct investment on GDP
Biørn, Erik; Han, Xuehui - 2015 - This version January 2015
GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … country panel data supplements the simulation results. …
Persistent link: https://www.econbiz.de/10010479979