Similar Search Results

A note on S2 in a spatially correlated error components regression model for panel data

Song, Seuck-heun; Lee, Jaejun - In: Economics letters 101 (2008) 1, pp. 41-43

Persistent link: https://www.econbiz.de/10003787455

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

Biørn, Erik (contributor) - 1999 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001536253

Harding, Matthew - 2018

This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … Pesaran (2015) and demonstrates that the extension to the estimation of dynamic quantile regression models is feasible under … new quantile regression estimator. Monte Carlo studies are carried out to study the small sample behavior of the proposed …

Persistent link: https://www.econbiz.de/10012908711

Harding, Matthew - 2018

Persistent link: https://www.econbiz.de/10012911881

Accounting and Financial Ratios in Panel Regression : Is There a Spurious Correlation?

Forte, Denis - 2018

Basically P&L and Balance Sheets have internal consistency and interactions. We argue that the ratios usually drawn by these financial statements are in consequence endogenous (either by construction or by mathematical properties). This study interprets its consequences in terms if econometric...

Persistent link: https://www.econbiz.de/10012922687