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Policy effect estimation and visualization in linear panel event-study designs : introducing the xtevent package
Freyaldenhoven, Simon; Hansen, Christian Bailey; Pérez … - 2024
effects. In this paper, we introduce the "xtevent" package for Stata, which enables the construction of event-study plots …
Persistent link: https://www.econbiz.de/10015051660
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The Exporter Productivity Premium Along the Productivity Distribution : First Evidence from a Quantile Regression Approach for Fixed Effects Panel Data Models
Powell, David - 2010
An emerging literature on international activities of heterogeneous firms documents that exporting firms are more productive than firms that only sell on the national market. This positive exporter productivity premium shows up in a large number of empirical studies after controlling for...
Persistent link: https://www.econbiz.de/10013139057
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Is Aid for Trade Effective? A Panel Quantile Regression Approach
Martínez-Zarzoso, Inmaculada - 2016
This paper investigates whether Aid for Trade (AfT) leads to greater exports in recipient countries. Using panel data and panel quantile regression techniques, our results suggest that total AfT disbursements promote the export of goods and services, but is limited primarily to exporters above...
Persistent link: https://www.econbiz.de/10013006257
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The exporter productivity premium along the productivity distribution : evidence from quantile regression with nonadditive firm fixed effects
Powell, David; Wagner, Joachim - In: Review of world economics 150 (2014) 4, pp. 763-785
Persistent link: https://www.econbiz.de/10010490362
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Do Corporations Hedge or Speculate with Derivatives? A Regression Analysis of 31 Fortune 500 US Companies
Khalkhali, Mohsen - 2009
This paper addresses the public and regulatory discussions on whether firms use derivatives to reduce or increase risk. The investigation is carried out to see whether firms hedge or speculate with derivatives by using a regression quantitative analysis of a sample of 433 firm quarters of 31...
Persistent link: https://www.econbiz.de/10013160128
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Robust Regression in Stata
Verardi, Vincenzo; Croux, Christophe - 2009
In regression analysis, the presence of outliers in the data set can strongly distort the classical least squares … estimator and lead to unreliable results. To deal with this, several robust-to-outliers methods have been proposed in the … statistical literature. In Stata, some of these methods are available through the commands rreg and qreg. Unfortunately, these …
Persistent link: https://www.econbiz.de/10014209543
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Feasible estimation of linear models with N-fixed effects
Rios-Avila, Fernando - 2013
In this paper an alternative approach for the estimation of higher-order linear fixed-effects models is described. The strategy relies on the transformation of the data prior to calculating estimations of the model. While the approach is computationally intensive, the hardware requirements for...
Persistent link: https://www.econbiz.de/10010213138
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The impact of changes in oil price on stock market : evidence from Africa
Kelikume, Ikechukwu; Muritala, Omotayo - In: International journal of management, economics and … 8 (2019) 3, pp. 169-194
This study examined the impact of oil price on African stock markets. Using quarterly data from five selected oil producing countries with stock market presence, from Q1:2010 to Q4:2018, the study deployed dynamic panel analysis technique for a model comprising stock returns, real gross domestic...
Persistent link: https://www.econbiz.de/10012104634
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Cross-sectional and panel regression methods
Cameron, Adrian Colin; Trivedi, Pravin K. - 2022 - Second edition
Persistent link: https://www.econbiz.de/10014632777
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Simultaneous robust estimation of multi-response surfaces in the presence of outliers
Bashiri, Mahdi; Moslemi, Amir - In: Journal of industrial engineering international 9 (2013), pp. 1-12
suggested. By presenting a coincident outlier index (COI) criterion while considering a realistic number of outliers in a multi …
Persistent link: https://www.econbiz.de/10009759158