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Joint tests for dynamic and spatial effects in short panels with fixed effects and heteroskedasticity
Yang, Zhenlin - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 51-92
Persistent link: https://www.econbiz.de/10012488887
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Estimating linear dynamic panels with recentered moments
Bao, Yong - In: Econometrics : open access journal 12 (2024) 1, pp. 1-48
This paper proposes estimating linear dynamic panels by explicitly exploiting the endogeneity of lagged dependent … conditions (with or without a unit root), and error characteristics (homoskedasticity or heteroskedasticity of different forms …
Persistent link: https://www.econbiz.de/10014636394
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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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Determinants of growth in SADC countries : a fixed effect vector decomposition approach
Biyase, Mduduzi; Rooderick, September - In: International journal of economics and financial issues … 7 (2017) 4, pp. 746-751
Persistent link: https://www.econbiz.de/10011833792
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The econometrics of unobservables : applications of measurement error models in empirical industrial organization and labor economics
Hu, Yingyao - In: Journal of econometrics 200 (2017) 2, pp. 154-168
Persistent link: https://www.econbiz.de/10011917160
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Nonparametric instrumental regression with two-way fixed effects
De Monte, Enrico - In: Journal of econometric methods 13 (2024) 1, pp. 49-66
Persistent link: https://www.econbiz.de/10014580279
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Public debt and economic growth in sub-Saharan Africa : nonlinearity and threshold effects
Okwoche, Princewill U.; Makanza, Christine S. - In: Cogent economics & finance 11 (2023) 2, pp. 1-24
estimation techniques suitable for addressing the problems of endogeneity and cross-section dependence. The fixed effects …
Persistent link: https://www.econbiz.de/10014502811
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Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors
Zhang, Ruohao; Kumbhakar, Subal; Lai, Hung-pin - In: Econometric reviews 40 (2021) 4, pp. 415-432
Persistent link: https://www.econbiz.de/10012515607
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Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.; Pirotte, Alain; Yang, Zhenlin - 2020
We propose an Adjusted Quasi-Score (AQS) method for constructing tests for homoskedasticity in spatial econometric models. We first obtain an AQS function by adjusting the score-type function from the given model to achieve unbiasedness, and then develop an Outer-Product-of-Martingale-Difference...
Persistent link: https://www.econbiz.de/10012305035
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Heteroskedasticity in one-way error component probit models
Moussa, Richard Kouamé - In: Econometrics : open access journal 7 (2019) 3/35, pp. 1-22
This paper introduces an estimation procedure for a random effects probit model in presence of heteroskedasticity and a … likelihood ratio test for homoskedasticity. The cases where the heteroskedasticity is due to individual effects or idiosyncratic … heteroskedasticity. Furthermore, the power of the test increases with larger individual and time dimensions. The robustness analysis …
Persistent link: https://www.econbiz.de/10012160867