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Same root different leaves : time series and cross-sectional methods in panel data
Shen, Dennis; Ding, Peng; Sekhon, Jasjeet Singh; Yu, Bin - In: Econometrica : journal of the Econometric Society, an … 91 (2023) 6, pp. 2125-2154
Persistent link: https://www.econbiz.de/10014438268
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Pooling cross-sectional and time series data for estimating causality between technological innovation, affluence and carbon dynamics : a comparative evidence from developed and developing countries
Shobande, Olatunji Abdul; Ogbeifun, Lawrence - In: Technological forecasting & social change : an … 187 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014326587
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Dynamic bunching estimation with panel data
Marx, Benjamin M. - In: Journal of econometric methods 13 (2024) 2, pp. 225-249
Persistent link: https://www.econbiz.de/10015117656
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How much can we trust causal interpretations of fixed-effects estimators in the context of criminality?
Bjerk, David - 2009
Researchers are often interested in estimating the causal effect of some treatment on individual criminality. For example, two recent relatively prominent papers have attempted to estimate the respective direct effects of marriage and gang participation on individual criminal activity. One...
Persistent link: https://www.econbiz.de/10003895082
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How much can we trust causal interpretations of fixed-effects estimators in the context of criminality?
Bjerk, David - 2009
Persistent link: https://www.econbiz.de/10003880737
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Recent developments in modelling nonstationary vector autoregressions
Mills, Terence C. - In: Journal of economic surveys 12 (1998) 3, pp. 279-312
Persistent link: https://www.econbiz.de/10001244882
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Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria - In: Economic modelling 15 (1998) 1, pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
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Advances in Applied Econometrics : Celebrating Peter Schmidt's Legacy
Kumbhakar, Subal (ed.); Sickles, Robin C. (ed.);  … - 2024
. Identification and Estimation of Categorical Random Coefficient Models -- Chapter 6. Dynamic Panel GMM Estimators with Improved …Chapter 1. Introduction -- Chapter 2. Robust Dynamic Space–time Panel Data Models Using εε-contamination: An … Application to Crop Yields and Climate Change -- Chapter 3. Unbiased Estimation of the OLS Covariance Matrix When the Errors are …
Persistent link: https://www.econbiz.de/10015177955
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From data to causes I: building a general cross-lagged panel model (GCLM)
Zyphur, Michael J.; Allison, Paul D.; Tay, Louis; … - In: Organizational research methods : ORM 23 (2020) 4, pp. 651-687
longitudinal panel data in a structural equation modeling (SEM) framework. Starting with a cross-lagged approach, this paper builds … a general cross-lagged panel model (GCLM) with parameters to account for stable factors while increasing the range of …
Persistent link: https://www.econbiz.de/10012289293