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Forecasting with panel data : estimation uncertainty versus parameter heterogeneity

Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2022

Persistent link: https://www.econbiz.de/10013165978

Homeownership, labour market transitions and earnings

Kamionka, Thierry; Lacroix, Guy - 2018

Persistent link: https://www.econbiz.de/10011926206

Is energy aid allocated fairly : a global energy vulnerability perspective

Dong, Kangyin; Jiang, Qingzhe; Liu, Yang; Shen, Zhiyang; … - In: World development : the multi-disciplinary … 173 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015072256

Random coefficients in regression equation systems: The case with unbalanced panel data

Biørn, Erik - 1999

individual heterogeneity in both intercepts and slope coefficients, and (iii) unbalanced panel data, i.e., panel data where the …

Persistent link: https://www.econbiz.de/10010284265

Estimating regression systems from unbalanced panel data: A stepwise maximum likelihood procedure

Biørn, Erik - 1999

In this paper, we consider the formulation and estimation of systems of regression equations with random individual effects in the intercept terms from unbalanced panel data, i.e., panel data where the individual time series have unequal length. Generalized Least Squares (GLS) estimation and...

Persistent link: https://www.econbiz.de/10010284445

Estimating SUR systems wiht random coefficients: The unbalanced panel data case

Biørn, Erik - 2012

A system of regression equations (SURE) for analyzing panel data with random heterogeneity in intercepts and …

Persistent link: https://www.econbiz.de/10010330261

Uniform Theory for CCE under Heterogeneous Slopes and General Unknown Factors

Stauskas, Ovidijus - 2021

A recent study proposed by Westerlund (CCE in Panels with General Unknown Factors, Econometrics Journal, 21, 264-276, 2018) showed that a very popular Common Correlated Effects (CCE) estimator is significantly more applicable than it was thought before. Contrary to the usual stationarity...

Persistent link: https://www.econbiz.de/10013208900

Malaysian finance sector weak-form efficiency: Heterogeneity, structural breaks, and cross-sectional dependence

Ching Kok, Sook; Munir, Qaiser - In: Journal of Economics, Finance and Administrative Science 20 (2015) 39, pp. 105-117

. For this purpose, we apply panel nonlinear unit root test that accounts for heterogeneity, and panel stationarity test to …

Persistent link: https://www.econbiz.de/10011859379

Panel data techniques and accounting research

de Jager, P. - In: Meditari Accountancy Research 16 (2008) 2, pp. 53-68

panel of data. The literature review indicates that South African researchers infrequently allow for heterogeneity between … firms when using panel data and the empirical example shows that regression results that allow for firm heterogeneity are …

Persistent link: https://www.econbiz.de/10014930468

Dynamic modeling of fertility and labour market participation of married or cohabiting women

EDON, Cyriaque; KAMIONKA, Thierry - Institut de Recherche Économique et Sociale (IRES), … - 2010

policies across countries. However, the unobserved components of heterogeneity also play a central role in the observed …

Persistent link: https://www.econbiz.de/10008544131