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Bias-corrected instrumental variable estimation in linear dynamic panel data models

Chen, Weihao; Čížek, Pavel - 2023

Persistent link: https://www.econbiz.de/10014427624

Does microfinance program innovation reduce income inequality? : cross-country and panel data analysis

Miled, Kamel Bel Hadj; Younsi, Moheddine; Landolsi, Monia - In: Journal of innovation and entrepreneurship : JIE 11 (2022), pp. 1-15

This paper uses cross-country and panel data set to test the significance of microfinance on income inequality reduction at the macro level for a sample of 57 developing countries for the periods 2000-2006 and 2007-2013. This study adopts panel data methodologies, such as ordinary least square...

Persistent link: https://www.econbiz.de/10012803816

GM estimation of higher-order spatial autoregressive processes in cross-section models with heteroskedastic disturbances

Badinger, Harald; Egger, Peter - 2008

This paper generalizes the approach to estimating a first-order spatial autoregressive model with spatial autoregressive disturbances (SARAR(1,1)) in a cross-section with heteroskedastic innovations by Kelejian and Prucha (2008) to the case of spatial autoregressive models with spatial...

Persistent link: https://www.econbiz.de/10010264403

Large panels with common factors and spatial correlations

Pesaran, Mohammad Hashem; Tosetti, Elisa - 2007

This paper considers the statistical analysis of large panel data sets where even after condi-tioning on common observed effects the cross section units might remain dependently distrib-uted. This could arise when the cross section units are subject to unobserved common effects and/or if there...

Persistent link: https://www.econbiz.de/10010276213

Difference‐in‐difference estimation by FE and OLS when there is panel non‐response

Lechner, Michael; Rodríguez-Planas, Núria; … - 2015

We show that the OLS and fixed‐effects (FE) estimators of the popular difference-in-differences model may deviate when there is time varying panel non-response. If such non-response does not affect the common-trend assumption, then OLS and FE are consistent, but OLS is more precise. However,...

Persistent link: https://www.econbiz.de/10011387121

A practical guide for the computation of domain-level estimates with the Socio-Economic Panel (and other household surveys)

Hainbach, Natascha; Halbmeier, Christoph; Schmid, Timo; … - 2019

There is a huge interest in deriving and comparing socio-economic indicators across societal groups and domains. The indicators are usually derived from population surveys like the German Socio-Economic Panel (SOEP) by direct estimation. Small sample sizes in the domains can limit the precision...

Persistent link: https://www.econbiz.de/10012117652

Measuring consumption externalities

Randon, Emanuela - 2012

Estimation and measurement of consumption externalities are still challenging problems in applied research. In this paper, externalities as Nash equilibrium are estimated using consumer demand theory and a large data set. We estimate Nash equilibrium consumption externalities in petrol budget...

Persistent link: https://www.econbiz.de/10011731359

Harding, Matthew C.; Lamarche, Carlos; Pesaran, M. Hashem - 2018

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and interactive effects. The paper adopts the Common Correlated Effects (CCE) approach proposed by Pesaran (2006) and Chudik and Pesaran (2015) and demonstrates that the extension...

Persistent link: https://www.econbiz.de/10011898624

Minimal asymptotic distributions for estimators of panel data models

Woutersen, Tiemen (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001731370

Panel data dynamics and measurement errors : GMM bias, IV validity and model fit ; a Monte Carlo study

Biørn, Erik; Han, Xuehui - 2012 - Published Oct 24, 2012 02:35 PM, Last modified Oct 24, 2012 02:35 PM

are explored by Monte Carlo (MC) simulations. Two kinds of estimators are compared with respect to bias, instrument (IV … estimators' bias and other properties of their distributions of changes in the signal-noise variance ratio, the length of the … validity ; Monte Carlo simulation ; Finite sample bias …

Persistent link: https://www.econbiz.de/10009632935

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