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Chapter 4 The new empirics of economic growth

Durlauf, Steven N.; Quah, Danny T. - In: Handbook of macroeconomics : volume 1, part A, (pp. 235-308). 1999

We provide an overview of recent empirical research on patterns of cross-country growth. The new empirical regularities considered differ from earlier ones, e.g., the well-known Kaldor stylized facts. The new research no longer makes production function accounting a central part of the analysis....

Persistent link: https://www.econbiz.de/10014024246

Variable selection in panel models with breaks

Smith, Simon C.; Timmermann, Allan; Zhu, Yinchu - In: Journal of econometrics 212 (2019) 1, pp. 323-344

Persistent link: https://www.econbiz.de/10012303949

Inducing sparsity and shrinkage in time-varying parameter models

Huber, Florian; Koop, Gary; Onorante, Luca - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 669-683

Persistent link: https://www.econbiz.de/10012588006

Panel data regression for counts

Brännäs, Kurt; Johansson, Per-Olov - 1995

Persistent link: https://www.econbiz.de/10000908799

Panel data vs time series regression analysis : an aggregation issue; a comparison using labour demand functions

Parigi, Giuseppe; Urga, Giovanni - 1993

Persistent link: https://www.econbiz.de/10000137686

Same root different leaves : time series and cross-sectional methods in panel data

Shen, Dennis; Ding, Peng; Sekhon, Jasjeet Singh; Yu, Bin - In: Econometrica : journal of the Econometric Society, an … 91 (2023) 6, pp. 2125-2154

Persistent link: https://www.econbiz.de/10014438268

Using lasso-type penalties to model time-varying covariate effects in panel data regressions : a novel approach illustrated by the 'death of distance' in international trade

Hess, Wolfgang; Persson, Maria; Rubenbauer, Stephanie; … - 2013

When analyzing panel data using regression models, it is often reasonable to allow for time-varying covariate effects …. We propose a novel approach to modelling timevarying coefficients in panel data regressions, which is based on penalized …

Persistent link: https://www.econbiz.de/10009722024

CCE estimation of factor-augmented regression models with more factors than observables

Karabiyik, Hande; Urbain, Jean-Pierre; Westerlund, Joakim - 2014

Persistent link: https://www.econbiz.de/10010386009

Direct semi-parametric estimation of fixed effects panel data varying coefficient models

Rodríguez Poo, Juan Manuel; Soberon, Alexandra - In: The econometrics journal 17 (2014) 1, pp. 107-138

Persistent link: https://www.econbiz.de/10010498753

Estimation of fixed effects panel regression models with separable and nonseparable space-time filters

Lee, Lung-fei; Yu, Jihai - In: Journal of econometrics 184 (2015) 1, pp. 174-192

Persistent link: https://www.econbiz.de/10011326795