Narrow search
Showing 1 - 10 of 1,627
Cover Image
Demystifying Causal Inference : Public Policy Applications with R
Dayal, Vikram; Murugesan, Anand - 2023
-- Experiments -- Matching -- Instrumental Variables -- Regression Discontinuity Design -- Panel Data and fixed effects -- Difference … packages for specific causal inference techniques like ggdag, Matching, rdrobust, dosearch etc. are used in the book. The book …, matching, panel data, difference-in-differences, regression discontinuity design, instrumental variables and meta …
Persistent link: https://www.econbiz.de/10014375030
Cover Image
The spatial random effects and the spatial fixed effects model: The Hausman test in a Cliff and Ord panel model
Mutl, Jan; Pfaffermayr, Michael - 2008
This paper studies the spatial random effects and spatial fixed effects model. The model includes a Cliff and Ord type spatial lag of the dependent variable as well as a spatially lagged one-way error component structure, accounting for both heterogeneity and spatial correlation across units. We...
Persistent link: https://www.econbiz.de/10010294030
Cover Image
GM estimation of higher order spatial autoregressive processes in panel data error component models
Badinger, Harald; Egger, Peter - 2008
This paper presents a generalized moments (GM) approach to estimating an R-th order spatial regressive process in a panel data error component model. We derive moment conditions to estimate the parameters of the higher order spatial regressive process and the optimal weighting matrix required to...
Persistent link: https://www.econbiz.de/10010264361
Cover Image
Horizontal versus vertical interdependence in multinational activity
Badinger, Harald; Egger, Peter - 2008
Recent research in international economics highlights the role of interdependencies of investment decisions and sales of multinational firms. Previous work focused on and provided evidence for aggregate flows or stocks of foreign direct investment, showing that interdependence declines in...
Persistent link: https://www.econbiz.de/10010264381
Cover Image
Estimation of higher-order spatial autoregressive panel data error component models
Badinger, Harald; Egger, Peter - 2009
This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial autoregressive disturbances, SARAR(R,S). We derive the moment conditions and optimal weighting matrix without distributional assumptions for a generalized moments (GM)...
Persistent link: https://www.econbiz.de/10010264566
Cover Image
Regional spillovers and spatial heterogeneity in matching workers and employers in Germany
Kosfeld, Reinhold - 2006
uncover the effectiveness at which workers are matched to available jobs. A spatially augmented matching function is backed by … assuming the process of job matching to be homogenous across space. This study shows that this supposition is not valid for the … matching process. Spatial heterogeneity is additionally found on the level of German macroregions. Though matching efficiency …
Persistent link: https://www.econbiz.de/10010266903
Cover Image
Does accounting for spatial effects help forecasting the growth of Chinese provinces?
Girardin, Eric; Kholodilin, Konstantin Arkadievich - 2009
In this paper, we make multi-step forecasts of the annual growth rates of the real GRP for each of the 31 Chinese provinces simultaneously. Beside the usual panel data models, we use panel models that explicitly account for spatial dependence between the GRP growth rates. In addition, the...
Persistent link: https://www.econbiz.de/10010274376
Cover Image
Expend, a Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data
Windmeijer, Frank - 2002
ExpEnd is a Gauss programme for non-linear generalised method of moments (GMM) estimation of exponential models with endogenous regressors for cross section and panel data. The estimators included in this package are simple Poisson pseudo ML; GMM for cross section data using moment conditions...
Persistent link: https://www.econbiz.de/10010318531
Cover Image
An analysis of subjective views of job insecurity
Green, Francis; Dickerson, Andrew; Carruth, Alan; … - 2001
In the 1997 and 1998 waves of the British Household Panel Survey, workers are asked to assess their level of job security in terms of the probability of becoming unemployed within the next year. We examine whether these perceptions of insecurity are purely subjective or are systematically...
Persistent link: https://www.econbiz.de/10010290643
Cover Image
Estimation of higher-order spatial autoregressive panel data error component models
Badinger, Harald; Egger, Peter - 2009
This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial autoregressive disturbances, SARAR(R,S). We derive the moment conditions and optimal weighting matrix without distributional assumptions for a generalized moments (GM)...
Persistent link: https://www.econbiz.de/10003808637