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Improving the Finite-Sample Estimators of Cointegrated Panel Models
Sender, Samuel J. - 2014
Though ordinary least square (OLS) estimates are super-consistent with cointegrated variables, their finite-T bias can be large in the presence of endogenous feedback. Fully modified OLS (FMOLS) are parsimonious tools to measure the cointegrating [long-run] slope between integrated variables in...
Persistent link: https://www.econbiz.de/10013064659
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Fixed-b Estimation and Inference in Heterogenous Dynamic Cointegrated Panels
Sender, Samuel J. - 2017
We study semi-parametric estimation and inference in cointegrated panels with endogenous feedback, allowing for general time-series and cross-section dependence and heterogeneity.Central to this literature are the fully-modified OLS of Phillips and Hansen (1990) that use a spectral...
Persistent link: https://www.econbiz.de/10012970628
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Linkage between social sector's spending and HDI : study on individual as well as panel data of Indian states
Das, Ramesh Chandra; Mandal, Chhanda; Patra, Arun Kumar - In: Review of social economy : the journal for the … 79 (2021) 2, pp. 357-379
Persistent link: https://www.econbiz.de/10012516105
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Linkages between employment and net FDI inflow : insights from individual as well as panel data for emerging South Asian labour market
Das, Ramesh Chandra; Ray, Kamal - In: Global business review 23 (2022) 3, pp. 785-803
Persistent link: https://www.econbiz.de/10013256874
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Do immigrants affect crime? : evidence from panel data for Germany
Maghularia, Rita; Übelmesser, Silke - 2019
The paper analyses the empirical relationship between immigrants and crime using panel data for 391 German … positive association between the immigrant rate and the crime rate. We assess the robustness of this result by considering the … interpretation of the estimates. There is no evidence that immigrants increase crime. …
Persistent link: https://www.econbiz.de/10012029079
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Bayesian panel quantile regression for binary outcomes with correlated random effects : an application on crime recidivism in Canada
Bresson, Georges; Lacroix, Guy; Rahman, Mohammad Arshad - 2020
shown to perform extremely well. Furthermore, we implement the proposed framework to study crime recidivism in Quebec, a … implemented "tough-on-crime" policy of the Canadian government has been largely successful in reducing the probability of repeat … offenses in the post-policy period. Besides, our results support existing findings on crime recidivism and offer new insights …
Persistent link: https://www.econbiz.de/10012163022
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Microeconomic models with latent variables : applications of measurement error models in empirical industrial organization and labor economics
Hu, Yingyao - 2015
This paper reviews recent developments in nonparametric identi.cation of mea- surement error models and their applications in applied microeconomics, in particular, in empirical industrial organization and labor economics. Measurement error models describe mappings from a latent distribution to...
Persistent link: https://www.econbiz.de/10010469057
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Empirical Analysis of Agricultural Commodity Prices, Crude Oil Prices and US Dollar Exchange Rates Using Panel Data Econometric Methods
Rezitis, Anthony N. - 2015
thirty selected international agricultural prices and five international fertilizer prices using panel econometric methods …
Persistent link: https://www.econbiz.de/10013019281
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Statistical Inference for Panel Dynamic Simultaneous Equations Models
Hsiao, Cheng - 2015
We study the identification and estimation of panel dynamic simultaneous equations models. We show that the presence of time-persistent individual-specific effects does not lead to changes in the identification conditions of traditional Cowles Commission dynamic simultaneous equations models....
Persistent link: https://www.econbiz.de/10013028736
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Energy consumption and economic growth : evidence from the economic community of West African States (ECOWAS)
Ouedraogo, Nadia S. - In: Energy economics 36 (2013), pp. 637-647
Persistent link: https://www.econbiz.de/10009724621