Narrow search
Showing 1 - 10 of 50,945
Cover Image
Further evidence on import demand function and income inequality
Konstantakopoulou, Ioanna - In: Economies : open access journal 8 (2020) 4/91, pp. 1-12
the impact of inequality. This study employs panel estimators that tackle heterogeneity and cross-sectional dependence to … model as well as a model that allows for stochastic trends and cross-sectional dependence. Annual panel data for the period …
Persistent link: https://www.econbiz.de/10012311842
Cover Image
Chapter 62 A Practitioner's Approach to Estimating Intertemporal Relationships Using Longitudinal Data: Lessons from Applications in Wage Dynamics
MaCurdy, Thomas - In: Handbook of econometrics : volume 6A, (pp. 4057-4167). 2007
offer a general apparatus for estimating parameters of panel-data specifications, though one must introduce a series of … Panel Study of Income Dynamics. …
Persistent link: https://www.econbiz.de/10014024953
Cover Image
Smoothed Spatial Maximum Score Estimation of Spatial Autoregressive Binary Choice Panel Models
Lei, Jinghua - 2013
This paper considers spatial autoregressive (SAR) binary choice models in the context of panel data with fixed effects …
Persistent link: https://www.econbiz.de/10014151984
Cover Image
Instrumental Variables Estimation for Infinite Order Panel Autoregressive Processes
Lee, Yoon-Jin; Okui, Ryo; Shintani, Mototsugu - 2023
We consider instrumental variables estimation of a possibly infinite order dynamic panel autoregressive (AR) process …
Persistent link: https://www.econbiz.de/10014260654
Cover Image
A unified framework for dynamic treatment effect estimation in interactive fixed effect models
Brown, Nicholas; Butts, Kyle - 2022
We present a unifying identification strategy of dynamic average treatment effect parameters for staggered interventions when parallel trends are valid only after controlling for interactive fixed effects. This setting nests the usual parallel trends assumption, but allows treated units to have...
Persistent link: https://www.econbiz.de/10013556783
Cover Image
A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels
Chudik, Alexander - 2017
approach can be applied to estimation of a variety of models such as spatial and dynamic panel data models. In this paper we … focus on the latter and consider both univariate and multivariate panel data models with short time dimension. Simple Bias …
Persistent link: https://www.econbiz.de/10012943386
Cover Image
A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels
Chudik, Alexander - 2017
approach can be applied to estimation of a variety of models such as spatial and dynamic panel data models. In this paper we … focus on the latter and consider both univariate and multivariate panel data models with short time dimension. Simple Bias …
Persistent link: https://www.econbiz.de/10012943450
Cover Image
A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels
Chudik, Alexander - 2017
approach can be applied to estimation of a variety of models such as spatial and dynamic panel data models. In this paper we … focus on the latter and consider both univariate and multivariate panel data models with short time dimension. Simple Bias …
Persistent link: https://www.econbiz.de/10012946881
Cover Image
FDML versus GMM for dynamic panel models with roots near unity
Mehic, Adrian - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-9
method of moments (CU-GMM) estimators of dynamic panel models when the data is close to non-stationary. This case is far from …
Persistent link: https://www.econbiz.de/10012628102
Cover Image
Judging Contending Estimators by Simulation : Tournaments in Dynamic Panel Data Models
Kiviet, Jan F. - 2006
dynamic panel data models. To illustrate particular pitfalls some further Monte Carlo results are produced, obtained from a … moments (GMM) estimators in homoskedastic stable zero-mean panel AR(1) models with random individual specific effects. We …
Persistent link: https://www.econbiz.de/10014060519