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Empirical regularities of inflation volatility : evidence from advanced and developing countries
Banerjee, Shesadri - In: South Asian journal of macroeconomics and public finance 6 (2017) 1, pp. 133-156
Persistent link: https://www.econbiz.de/10012153819
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Does the long-run monetary model hold for Sub-Saharan Africa? : a time series and panel-cointegration study
Ibhagui, Oyakhilome - In: Research in international business and finance 47 (2019), pp. 279-303
Persistent link: https://www.econbiz.de/10012135734
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The estimation of multi-dimensional fixed effects panel data models
Balazsi, Laszlo; Mátyás, László; Wansbeek, Tom - 2015
panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and … dynamic autoregressive models. The main results are then generalized for higher dimensional panel data sets as well. …
Persistent link: https://www.econbiz.de/10010492323
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Investigating the determinants of foreign direct investments in developed countries
Essayyad, Musa; Mishra, Banamber; Caples, Stephen C.; … - In: International journal of accounting and finance 10 (2020) 2/3, pp. 130-142
Persistent link: https://www.econbiz.de/10012513914
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Static panel estimation models and foreign direct investment in developing countries
Essayyad, Musa; Mishra, Banamber; Al-Titi, Omar - In: The empirical economics letters : a monthly … 19 (2020) 2, pp. 83-93
Persistent link: https://www.econbiz.de/10012589135
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Dynamic panel estimation models and foreign direct investment in developing countries
Essayyad, Musa; Mishra, Banamber; Al-Titi, Omar - In: American journal of finance and accounting 6 (2020) 2, pp. 119-134
Persistent link: https://www.econbiz.de/10012316100
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Estimation of matrix exponential unbalanced panel data models with fixed effects : an application to us outward fdi stock
Yang, Ye; Doğan, Osman; Inar, Süleyman Taşp - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 469-484
Persistent link: https://www.econbiz.de/10015053419
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Debt, inflation and growth : robust estimation of long-run effects in dynamic panel data models
Chudik, Alexander; Mohaddes, Kamiar; Pesaran, M. Hashem; … - 2013
the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …
Persistent link: https://www.econbiz.de/10010212372
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Judging contending estimators by simulation : tournaments in dynamic panel data models
Kiviet, J. F. - In: The refinement of econometric estimation and test …, (pp. 282-318). 2007
Persistent link: https://www.econbiz.de/10003461882
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Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
Shiu, Ji-Liang; Hu, Yingyao - 2010
This paper considers nonparametric identification of nonlinear dynamic models for panel data with unobserved voariates …. We also propose a sieve maximum likelihood estimator (MLE) and focus on two classes of nonlinear dynamic panel data … female labor force participation model is estimated as an empirical illustration using a sample from the Panel Study of …
Persistent link: https://www.econbiz.de/10008652172