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Panel Data Quantile Regression for Treatment Effect Models
Ishihara, Takuya - 2021
stationarity assumptions. Ishihara (2020) explores identification of the nonseparable panel data model under these assumptions and …
Persistent link: https://www.econbiz.de/10013314378
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Estimation of linear dynamic panel data models with time-invariant regressors : conference paper
Kripfganz, Sebastian; Schwarz, Claudia - 2013 - This version: May 6, 2013
This paper considers estimation methods and inference for linear dynamic panel data models with unit …
Persistent link: https://www.econbiz.de/10010342822
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Maximum likelihood estimation and lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors: An application to hedonic housing prices...
Baltagi, Badi H.; Bresson, Georges - 2010
This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …
Persistent link: https://www.econbiz.de/10010274576
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Maximum Likelihood Estimation and Lagrange Multiplier Tests for Panel Seemingly Unrelated Regressions with Spatial Lag and Spatial Errors : An Application to Hedonic Housing Prices...
Baltagi, Badi H. - 2010
This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …
Persistent link: https://www.econbiz.de/10013137243
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Maximum likelihood estimation and lagrange multiplier tests for panel seemingly unrelated regressions with spatial lag and spatial errors : an application to hedonic housing prices...
Baltagi, Badi H.; Bresson, Georges - 2010
This paper proposes maximum likelihood estimators for panel seemingly unrelated regressions with both spatial lag and … spatial lag dependent variable and where the heterogeneity in the panel is incorporated via an error component specification … spatial autocorrelation and random effects for this spatial SUR panel model. The small sample performance of the proposed …
Persistent link: https://www.econbiz.de/10009013035
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Persistence, signal-noise pattern and heterogeneity in panel data : with an application to the impact of foreign direct investment on GDP
Biørn, Erik; Han, Xuehui - 2015 - This version January 2015
GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … country panel data supplements the simulation results. …
Persistent link: https://www.econbiz.de/10010479979
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Analysis of Panel Vector Error Correction Models Using Maximum Likelihood, the Bootstrap, and Canonical-Correlation Estimators
Anderson, Richard G. - 2006
In this paper, we examine the use of Box-Tiao's (1977) canonical correlation method as an alternative to likelihood-based inferences for vector error-correction models. It is now well-known that testing of cointegration ranks based on Johansen's (1995) ML-based method suffers from severe small...
Persistent link: https://www.econbiz.de/10012732978
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Identifying demand elasticity via heteroscedasticity : a panel GMM approach to estimation and inference
Brasch, Thomas von; Raknerud, Arvid; Vigtel, Trond C. - 2024
This paper introduces a panel GMM framework for identifying and estimating demand elasticities via heteroscedasticity …. While existing panel estimators address the simultaneity problem, the state-ofthe-art Feenstra/Soderbery (F/S) estimator …
Persistent link: https://www.econbiz.de/10015073836
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General equilibrium long-run determinants for Spanish FDI: A spatial panel data approach
Martínez-Martín, Jaime - In: SERIEs - Journal of the Spanish Economic Association 2 (2011) 3, pp. 305-333
recently developed spatial panel data models by maximum likelihood (ML) procedures for Spanish outflows (19932004) to top-50 …
Persistent link: https://www.econbiz.de/10010317091
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General equilibrium long-run determinants for Spanish FDI : a spatial panel data approach
Martínez-Martín, Jaime - In: SERIEs : Journal of the Spanish Economic Association 2 (2011) 3, pp. 305-333
recently developed spatial panel data models by maximum likelihood (ML) procedures for Spanish outflows (19932004) to top-50 … direct investment ; spatial econometrics ; panel data …
Persistent link: https://www.econbiz.de/10009355548