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QML estimation of dynamic panel data models with spatial errors
Su, Liangjun; Yang, Zhenlin - In: Journal of econometrics 185 (2015) 1, pp. 230-258
Persistent link: https://www.econbiz.de/10011339865
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Random effects, fixed effects and Hausman's test for the generalized mixed regressive spatial autoregressive panel data model
Baltagi, Badi H.; Liu, Long - In: Econometric reviews 35 (2016) 1/4, pp. 638-658
Persistent link: https://www.econbiz.de/10011550080
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Predicting bank's subordinated bond issuances
Yu, Jinyoung; Ryu, Doojin - In: Romanian journal of economic forecasting 22 (2019) 4, pp. 87-99
Persistent link: https://www.econbiz.de/10012420587
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A Stein-like estimator for linear panel data models
Wang, Yun; Zhang, Yonghui; Zhou, Qiankun - In: Economics letters 141 (2016), pp. 156-161
Persistent link: https://www.econbiz.de/10011616233
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Demographic change and economic growth : empirical evidence from the Middle East
Bawazir, Abdullah Abdulaziz A.; Mohamed Aslam; Ahmad … - In: Economic change & restructuring 53 (2020) 3, pp. 429-450
Persistent link: https://www.econbiz.de/10012287321
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Determining student satisfaction : an economic analysis of the National Student Survey
Lenton, Pamela - In: Economics of education review 47 (2015), pp. 118-127
Persistent link: https://www.econbiz.de/10011572563
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The determinants and projections of saving rates in South Asian countries
Saha, Plaban Chandra; Reza, Md. Selim; Khan, Md. … - In: Bangladesh journal of political economy 31 (2016) 3, pp. 251-270
Persistent link: https://www.econbiz.de/10011846890
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Nonparametric and semiparametric panel data models : recent developments
Rodríguez Poo, Juan Manuel; Soberon, Alexandra - In: Journal of economic surveys 31 (2017) 4, pp. 923-960
Persistent link: https://www.econbiz.de/10011895392
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A Monte Carlo Analysis of Alternative Meta-Analysis Estimators in the Presence of Publication Bias
Reed, W. Robert; Florax, Raymond J.G.M.; Poot, Jacques - Department of Economics and Finance, College of … - 2014
This study uses Monte Carlo analysis to investigate the performances of five different meta-analysis (MA) estimators: the Fixed Effects (FE) estimator, the Weighted Least Squares (WLS) estimator, the Random Effects (RE) estimator, the Precision Effect Test (PET) estimator, and the Precision...
Persistent link: https://www.econbiz.de/10010907416
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The dynamics of capital structure: Panel data analysis. Evidence from New High-Tech German Firms
Trabelsi, Pr.Abdelwahed; Bouallegui, Ms.Imen - Econometric Society - 2004
In this research, we investigate the dynamic of the capital structure, using panel data techniques. A sample of new high-tech German Firms over the period 1998-2002 is used to specifically establish the determinants of a time-varying optimal capital structure. We consider the dynamic models,...
Persistent link: https://www.econbiz.de/10005342303