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Efficient estimation in varying coefficient panel data model with different smoothing variables and fixed effects

Yao, Feng; Lu, Qinling; Sun, Yiguo; Zhang, Junsen - In: Essays in honor of Subal Kumbhakar, (pp. 133-184). 2024

Persistent link: https://www.econbiz.de/10014560309

Policy analysis using multilevel regression models with group interactive fixed effects

Gong, Zhenhao; Kim, Min Seong - 2024

Persistent link: https://www.econbiz.de/10014514120

Nonparametric estimation of the density of a change-point

Carrasco, Marine; Peltier, Hugo - 2024

Persistent link: https://www.econbiz.de/10014478827

The performance of panel cointegration methods: Results from a large scale simulation study

Wagner, Martin; Hlouskova, Jaroslava - 2007

This paper presents results concerning the performance of both single equation and system panel cointegration tests and … cointegrating ranks varying from zero to two for fourteen different panel dimensions. The usual specifications of deterministic …

Persistent link: https://www.econbiz.de/10010293988

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

Finite sample correction factors for panel cointegration tests

Hlouskova, Jaroslava; Wagner, Martin - 2009

for the panel cointegration tests presented in Pedroni (1999, 2004), Westerlund (2005), Larsson et al. (2001), and …

Persistent link: https://www.econbiz.de/10010294038

The New Keynesian Phillips Curve Tested on OECD Panel Data

Bjørnstad, Roger; Nymoen, Ragnar - In: Economics: The Open-Access, Open-Assessment E-Journal 2 (2008) 2008-23, pp. 1-18

Using a panel data set for OECD countries we replicate the typical features of the New Keynesian Phillips curve models … (NPCs) that have been estimated on country data. While this corroborates the NPC also on the macro panel data set, a …

Persistent link: https://www.econbiz.de/10010295320