Narrow search
Showing 1 - 10 of 11,889
Cover Image
The econometrics of rational addiction: the case of cigarettes
Baltagi, Badi H.; Griffin, James M. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 4, pp. 449-454
Persistent link: https://www.econbiz.de/10001646382
Cover Image
On the degree of homogeneity in dynamic heterogeneous panel data models
Offermanns, Christian J. - 2014
We propose a semi-parametric approach to heterogeneous dynamic panel data modelling. The method generalizes existing … equilibrium exchange rate determination in a cross-country panel, we find evidence of largely heterogeneous adjustment and more …
Persistent link: https://www.econbiz.de/10010414225
Cover Image
On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root
Gørgens, Tue; Han, Chirok; Xue, Sen - In: Economics letters 197 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012511062
Cover Image
Moment restrictions and identification in linear dynamic panel data models
Gørgens, Tue; Han, Chirok; Xue, Sen - In: Annals of economics and statistics 134 (2019), pp. 149-176
Persistent link: https://www.econbiz.de/10012305981
Cover Image
Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction
Han, Chirok; Kim, Hyoungjong - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2589-2610
Persistent link: https://www.econbiz.de/10014329002
Cover Image
A new approach to estimating private returns to R&D
Cappelen, Ådne; Mohnen, Pierre A.; Raknerud, Arvid; … - 2023
large panel of Norwegian firms observed in the period 2001-2018, we estimate the average private net return to be in the …
Persistent link: https://www.econbiz.de/10014335229
Cover Image
Dynamic firm performance and estimator choice : a comparison of dynamic panel data estimators
Cave, Joshua; Chaudhuri, Kausik; Kumbhakar, Subal - In: European journal of operational research : EJOR 307 (2023) 1, pp. 447-467
Persistent link: https://www.econbiz.de/10014293030
Cover Image
Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
Windmeijer, Frank - In: Journal of econometrics 240 (2024) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10015075096
Cover Image
Instrumental-variable estimation of count data models : applications to models of cigarette smoking behavior
Mullahy, John - In: The review of economics and statistics 79 (1997) 4, pp. 586-593
Persistent link: https://www.econbiz.de/10001229890
Cover Image
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.; Kiviet, J. F. - In: Journal of econometrics 132 (2006) 2, pp. 409-444
Persistent link: https://www.econbiz.de/10003348774