Narrow search
Showing 1 - 10 of 6,911
Cover Image
Robust estimation of linear fixed effects panel data models with an application to the exporter productivity premium
Verardi, Vincenzo; Wagner, Joachim - 2010
the sample. These extreme observations, or outliers, often have a large impact on the results of statistical analyses … this, the detection of outliers and their appropriate treatment is often dealt with in a rather sloppy manner. One reason … the presence of outliers. Our paper intents to improve on this situation by presenting a highly robust method for …
Persistent link: https://www.econbiz.de/10010269751
Cover Image
Robust estimation of linear fixed effects panel data models with an application to the exporter productivity premium
Verardi, Vincenzo; Wagner, Joachim - 2010
the sample. These extreme observations, or outliers, often have a large impact on the results of statistical analyses … this, the detection of outliers and their appropriate treatment is often dealt with in a rather sloppy manner. One reason … the presence of outliers. Our paper intents to improve on this situation by presenting a highly robust method for …
Persistent link: https://www.econbiz.de/10010286574
Cover Image
Robust estimation of linear fixed effects panel data models with an application to the exporter productivity premium
Verardi, Vincenzo; Wagner, Joachim - 2010
. -- Robust estimation ; panel data ; outliers ; Stata ; exporter productivity premium … the sample. These extreme observations, or outliers, often have a large impact on the results of statistical analyses … this, the detection of outliers and their appropriate treatment is often dealt with in a rather sloppy manner. One reason …
Persistent link: https://www.econbiz.de/10003958692
Cover Image
Robust estimation of linear fixed effects panel data models with an application to the exporter productivity premium
Verardi, Vincenzo; Wagner, Joachim - 2010
. -- Robust estimation ; panel data ; outliers ; Stata ; exporter productivity premium … the sample. These extreme observations, or outliers, often have a large impact on the results of statistical analyses … this, the detection of outliers and their appropriate treatment is often dealt with in a rather sloppy manner. One reason …
Persistent link: https://www.econbiz.de/10003962105
Cover Image
A solution to the problem of too many instruments in dynamic panel data GMM
Mehrhoff, Jens - 2009
The well-known problem of too many instruments in dynamic panel data GMM is dealt with in detail in Roodman (2009, Oxford Bull. Econ. Statist.). The present paper goes one step further by providing a solution to this problem: factorisation of the standard instrument set is shown to be a valid...
Persistent link: https://www.econbiz.de/10003839001
Cover Image
Spatial Panel Data Models Using Stata
Belotti, Federico - 2016
xsmle is a new command for spatial analysis using Stata. We consider the quasi-maximum likelihood estimation of a wide … the form of both Stata matrices and spmat objects, to compute direct, indirect and total e ffects according to the …
Persistent link: https://www.econbiz.de/10012996113
Cover Image
Combining panel data sets with attrition and refreshment samples
Hirano, Keisuke; Imbens, Guido; Ridder, Geert; Rubin, … - 1998
With panel data important issues can be resolved that can not beaddressed with cross--sectional data. A major drawback is that paneldata suffer from more severe missing data problems. Adding a sampleconsisting of new units randomly drawn from the original populationas replacements for units who...
Persistent link: https://www.econbiz.de/10011283469
Cover Image
What's Spurious, What's Real? Measuring the Productivity Impacts of ICT at the Firm-Level
Hempell, Thomas - 2002
In order to assess the productivity effects of information and communication technologies (ICT), regressions based on cross?sectional firm?level data may yield unreliable results for the commonly employed production function framework. In this paper, various estimation biases and econometric...
Persistent link: https://www.econbiz.de/10010297959
Cover Image
Combining Panel Data Sets with Attrition and Refreshment Samples
Hirano, Keisuke; Imbens, Guido W.; Ridder, Geert; … - 1998
With panel data important issues can be resolved that can not beaddressed with cross--sectional data. A major drawback is that paneldata suffer from more severe missing data problems. Adding a sampleconsisting of new units randomly drawn from the original populationas replacements for units who...
Persistent link: https://www.econbiz.de/10010325629
Cover Image
A solution to the problem of too many instruments in dynamic panel data GMM
Mehrhoff, Jens - 2009
The well-known problem of too many instruments in dynamic panel data GMM is dealt with in detail in Roodman (2009, Oxford Bull. Econ. Statist.). The present paper goes one step further by providing a solution to this problem: factorisation of the standard instrument set is shown to be a valid...
Persistent link: https://www.econbiz.de/10003893722