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Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels
Botosaru, Irene; Muris, Chris - 2022
This paper considers a class of fixed-T nonlinear panel models with time-varying link function, fixed effects, and …
Persistent link: https://www.econbiz.de/10013307459
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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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A Varying-Coefficient Panel Data Model with Fixed Effects : Theory and an Application to U.S. Commercial Banks
Feng, Guohua - 2015
In this paper, we propose a panel data semiparametric varying-coefficient model in which covariates (variables …
Persistent link: https://www.econbiz.de/10013024211
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Exchange Rate Risk in the U.S. Stock Market : A Pooled Panel Data Regression Approach
Lee, Cheng-Few - 2019
This paper focuses on revisiting an old issue by advanced econometrics analysis: the risks in the U.S. stock market. We analyze the firm's exposure to exchange rate, interest rate, and market shocks by the pooled regression with the error cross-section dependency. We not only examine the...
Persistent link: https://www.econbiz.de/10012868070
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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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Equilibrium real effective exchange rates and real exchange rate misalignments : time series vs. panel estimates
Hossfeld, Oliver - 2010
panel cointegration techniques to derive fully countryspecific measures of misalignment and measures based on panel …-of-sample performance prior to comparing it to two final panel specifications. Robustness of the results is supported by recently introduced … cross-sectionally augmented panel unit root tests by Pesaran (2007) and bootstrapped error correction-based panel …
Persistent link: https://www.econbiz.de/10011374380
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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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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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Unemployment hysteresis in the US and the EU : a panel data approach
León-Ledesma, Miguel A. - 2000
This paper applies the panel unit root test proposed by Im, Pesaran and Shin (1997) to test for unemployment hysteresis …
Persistent link: https://www.econbiz.de/10011532208
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Modelling heterogeneity and dynamics in the volatility of individual wages
Hospido, Laura - 2010
calibrated to the data used in the empirical analysis, drawn from the 1968-1993 Panel Study of Income Dynamics. The empirical … the latter is driven by job mobility. The model also explains the non-normality observed in logwage data. -- Panel data …
Persistent link: https://www.econbiz.de/10003936729