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Estimation and inference for spatial models with heterogeneous coefficients : an application to U.S. house prices
Aquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem - 2019
This paper considers the problem of identification, estimation and inference in the case of spatial panel data models …
Persistent link: https://www.econbiz.de/10011983664
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A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables
Keane, Michael P.; Sauer, Robert M. - 2009
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10003824296
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Moment conditions for dynamic panel logit models with fixed effects
Honoré, Bo E.; Weidner, Martin - 2020
panel data logit models with fixed effects. After introducing the moment conditions obtained in this way, we explore their … common model parameters are estimable at root-n rate for many more dynamic panel logit models than has been appreciated by …
Persistent link: https://www.econbiz.de/10012241909
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Moment conditions for dynamic panel logit models with fixed effects
Honoré, Bo E.; Weidner, Martin - 2022
This paper investigates the construction of moment conditions in discrete choice panel data with individual specific …
Persistent link: https://www.econbiz.de/10013460934
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Financing constraints and R&D investments of large corporations in Europe and the USA
Cincera, Michele; Ravet, Julien - 2010
This paper explores the existence and importance of financing constraints for R&D investments in large EU and US manufacturing companies over the 2000-2007 period. The main results obtained by estimating error-correction equations suggest that the sensitivity of R&D investments to cash flow...
Persistent link: https://www.econbiz.de/10011980362
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The demand for directors' and officers' liability insurance by US public companies
Kaltchev, George D. - 2004
risk as well as provides real-services efficiencies, among others. Applying dynamic panel data models, these theories are … decision-making on corporate insurance and the significance of risk management using US panel data for the first time. …
Persistent link: https://www.econbiz.de/10011568692
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Estimation of dynamic discrete choice models by maximum likelihood and the simulated method of moments
Eisenhauer, Philipp; Heckman, James J.; Mosso, Stefano - 2014
We compare the performance of maximum likelihood (ML) and simulated method of moments (SMM) estimation for dynamic discrete choice models. We construct and estimate a simplified dynamic structural model of education that captures some basic features of educational choices in the United States in...
Persistent link: https://www.econbiz.de/10010418037
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Time-varying risk premium in large cross-sectional equidity datasets
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - 2011
We develop an econometric methodology to infer the path of risk premia from large unbalanced panel of individual stock … for the usual unconditional four-factor model capturing market, size, value and momentum effects. large panel, factor …
Persistent link: https://www.econbiz.de/10009313026
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Do higher cigarette prices increase alcohol consumption? : evidence from the US
Ma, Zhen - In: Review of applied economics 11 (2015) 1/2, pp. 109-122
Persistent link: https://www.econbiz.de/10011493007
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A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables
Keane, Michael P.; Sauer, Robert M. - 2009
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10010271244