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Estimation methods in panel data models with observed and unobserved components: A Monte Carlo study

Castagnetti, Carolina; Rossi, Eduardo - 2008

Recently some new techniques have been proposed for the estimation of the slope coefficients in presence of unobserved components. Though, the presence of common observed and unobserved factors is neither considered or the estimation of their impacts is not taken into account. In this work a...

Persistent link: https://www.econbiz.de/10010326108

Efficient multistep forecast procedures for multivariate time series

Jouini, Tarek - In: Journal of forecasting 34 (2015) 7, pp. 604-618

Persistent link: https://www.econbiz.de/10011390494

Asymptotically distribution-free tests for the volatility function of a diffusion

Chen, Qiang; Zheng, Xu; Pan, Zhiyuan - In: Journal of econometrics 184 (2015) 1, pp. 124-144

Persistent link: https://www.econbiz.de/10011326801

Computational issues in the estimation of the spatial probit model : a comparison of various estimators

Billé, Anna Gloria - In: The review of regional studies : a joint publ. of the … 43 (2013) 2/3, pp. 131-154

Persistent link: https://www.econbiz.de/10010382825

A Monte Carlo study of the BE estimator for growth regressions

Ditzen, Jan; Gundlach, Erich - In: Empirical economics : a journal of the Institute for … 51 (2016) 1, pp. 31-55

Persistent link: https://www.econbiz.de/10011515468

Consistent estimation of technical and allocative efficiencies for a semiparametric stochastic cost frontier with shadow input prices

Huang, Tai-hsin; Chen, Kuan-chen; Lin, Chien-hsiu; … - In: Journal of productivity analysis 41 (2014) 2, pp. 307-320

Persistent link: https://www.econbiz.de/10010478287

A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models

Norkute, Milda - In: Economics letters 123 (2014) 3, pp. 348-351

Persistent link: https://www.econbiz.de/10010401270

Developing interaction shrinkage parameters for the liu estimator : with an application to the electricity retail market

Shukur, Ghazi; Månsson, Kristofer; Sjölander, Pär - In: Computational economics 46 (2015) 4, pp. 539-550

Persistent link: https://www.econbiz.de/10011478513

Estimating the effect of monopsony power on elasticity estimates

Yamaura, Koichi; Featherstone, Allen M. - In: Applied economics 48 (2016) 1/3, pp. 178-189

Persistent link: https://www.econbiz.de/10011412639

On ridge estimators for the negative binomial regression model

Månsson, Kristofer - In: Economic modelling 29 (2012) 2, pp. 178-184

Persistent link: https://www.econbiz.de/10009536040

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