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Revisiting the linkage between remittances inflow and economic growth : a semi-parametric estimation with panel data

Farroukh, Arafet; Mazioued, Manel; Pédussel Wu, Jennifer - 2024

We investigate the relationship between remittances inflow and economic growth in a sample of 65 emerging countries … over the period 1988-2018 using the semi-parametric panel data model with fixed effects as proposed by Baltagi and Li (2002 …). Our empirical results show that the effect of remittances inflow on economic growth exhibits a highly nonlinear pattern …

Persistent link: https://www.econbiz.de/10015047823

Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects

Malikov, Emir; Kumbhakar, Subal; Sun, Yiguo - In: Journal of econometrics 190 (2016) 2, pp. 233-251

Persistent link: https://www.econbiz.de/10011592260

Empirical studies in a multivariate non-stationary, nonparametric regression model for financial returns

Gürtler, Marc; Rauh, Ronald - 2013

In this paper we analyze a multivariate non-stationary regression model empirically. With the knowledge about unconditional heteroscedasticty of financial returns, based on univariate studies and a congruent paradigm in Gürtler and Rauh (2009), we test for a time-varying covariance structure...

Persistent link: https://www.econbiz.de/10009680208

Dualism and cross-country growth regressions

Temple, Jonathan; Woessmann, Ludger - 2004

This paper examines whether growth regressions should incorporate dualism and structural change. If there is a … factor productivity. The paper develops empirical growth models that allow for this effect in a more flexible way than … labour can explain a significant fraction of the international variation in TFP growth. …

Persistent link: https://www.econbiz.de/10011451098

Measurement error in education and growth regressions

Portela, Miguel; Alessie, Rob; Teulings, Coen N. - 2005

The perpetual inventory method used for the construction of education data per country leads to systematic measurement error. This paper analyses the effect of this measurement error on GDP regressions. There is a systematic difference in the education level between census data and observations...

Persistent link: https://www.econbiz.de/10011335189

A Composite Logistic Regression Approach for Ordinal Panel Data Regression

Luo, Ronghua - 2009

We propose in this article a Composite Logistic Regression (CLR) approach for ordinal panel data regression. The new method transforms the original ordinal regression problem into a number of binary ones. Thereafter, the method of conditional logistic regression (Chamberlain, 1984; Wooldridge, 2001;...

Persistent link: https://www.econbiz.de/10012765736

Design-robust two-way-fixed-effects regression for panel data

Arkhangelsky, Dmitry; Imbens, Guido; Lei, Lihua; Luo, … - In: Quantitative economics : QE ; journal of the … 15 (2024) 4, pp. 999-1034

We propose a new estimator for average causal effects of a binary treatment with panel data in settings with general treatment patterns. Our approach augments the popular two‐way‐fixed‐effects specification with unit‐specific weights that arise from a model for the assignment mechanism....

Persistent link: https://www.econbiz.de/10015190081

Quantile regression with panel data

Graham, Bryan S.; Hahn, Jinyong; Poirier, Alexandre; … - 2015

We propose a generalization of the linear quantile regression model to accommodate possibilities afforded by panel data. Specifically, we extend the correlated random coefficients representation of linear quantile regression (e.g., Koenker, 2005; Section 2.6). We show that panel data allows the...

Persistent link: https://www.econbiz.de/10010494997

A quantile correlated random coefficients panel data model

Graham, Bryan S.; Hahn, Jinyong; Poirier, Alexandre; … - 2016

Persistent link: https://www.econbiz.de/10011524832

Inference on a distribution from noisy draws

Jochmans, Koen; Weidner, Martin - 2019

We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other fixed-effect models for panel data. We use an asymptotic...

Persistent link: https://www.econbiz.de/10012063831