Showing 1 - 10 of 3,718
Persistent link: https://www.econbiz.de/10011598096
In this paper we consider estimation and inference of common breaks in panel data models via adaptive group fused lasso … effect of foreign direct investment (FDI) on economic growth using a panel of 88 countries and regions from 1973 to 2012 and …
Persistent link: https://www.econbiz.de/10014147088
This paper develops a method for testing for the presence of a single structural break in panel data models with …
Persistent link: https://www.econbiz.de/10013014830
This paper considers linear panel data models with a grouped pattern of heterogeneity when the latent group membership …
Persistent link: https://www.econbiz.de/10012832314
Present paper considers structural break in panel AR(1) model which allows instability in mean, variance and … existing panel data time series model considering break studied by Levin et al. (2002), Pesaran (2004), Bai (2010), Liu et al …
Persistent link: https://www.econbiz.de/10011785064
In this paper, we propose two classes of test statistics for detecting a break at an unknown date in panel data models …
Persistent link: https://www.econbiz.de/10013127220
-econometric and panel data models. …
Persistent link: https://www.econbiz.de/10011523575
The gravity equation has been traditionally used to predict trade flows across countries. However, several problems related with its empirical application still remain unsolved. The unobserved heterogeneity, the presence of heteroskedasticity in trade data or the existence of zero flows, which...
Persistent link: https://www.econbiz.de/10012890062
Missing data or missing values are a common phenomenon in applied panel data research and of great interest for panel … data unit root testing. The standard approach in the literature is to balance the panel by removing units and/or trimming a … common time period for all units. However, this approach can be costly in terms of lost information. Instead, existing panel …
Persistent link: https://www.econbiz.de/10013041203
This paper considers multiple changes in the factor loadings of a high dimensional factor model occurring at dates that are unknown but common to all subjects. Since the factors are unobservable, the problem is converted to estimating and testing structural changes in the second moments of the...
Persistent link: https://www.econbiz.de/10012842360