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Consistent estimation, model selection and averaging of dynamic panel data models with fixed effect
Li, Guangjie (contributor) - 2009
parameter estimation and consistent model selection. Consistency in parameter estimation is achieved by using the tansformation … consistent estimation of the autoregressive coefficient when the wrong set of exogenous regressors are included. To estimate our …. -- dynamic panel data model with fixed effect ; incidental parameter problem ; consistency in estimation ; model selection …
Persistent link: https://www.econbiz.de/10003817214
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Consistent estimation, model selection and averaging of dynamic panel data models with fixed effect
Li, Guangjie - 2009
parameter estimation and consistent model selection. Consistency in parameter estimation is achieved by using the tansformation … consistent estimation of the autoregressive coefficient when the wrong set of exogenous regressors are included. To estimate our …
Persistent link: https://www.econbiz.de/10010288764
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The causal relationship between economic policy uncertainty and stock returns in China and India : evidence from a bootstrap rolling window approach
Li, Xiao-Lin; Balcilar, Mehmet; Gupta, Rangan; Chang, … - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 674-689
Persistent link: https://www.econbiz.de/10011562548
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Non-linearity in the inflation-growth relationship in developing economies : evidence from a semiparametric panel model
Baglan, Deniz; Yoldas, Emre - In: Economics letters 125 (2014) 1, pp. 93-96
Persistent link: https://www.econbiz.de/10010504747
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Growth accounting and regressions : new approach and results
Sequeira, Tiago Neves; Morão, Hugo - In: International economics : a journal published by CEPII … 162 (2020), pp. 67-79
Persistent link: https://www.econbiz.de/10012795643
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Are long-run output growth rates falling?
Li, Mengheng; Mendieta-Muñoz, Ivan - 2018
-varying parameter models that incorporate both stochastic volatility and a Heckman-type two-step estimation procedure that deals with …
Persistent link: https://www.econbiz.de/10011823990
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Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - 2020
This paper provides new evidence on the stochastic behaviour of the EPU (Economic Policy Uncertainty (EPU) index constructed by Baker et al. (2016) in six of the biggest economies (Canada, France, Japan, US, Ireland, and Sweden) over the period from January 1985 to October 2019. In particular,...
Persistent link: https://www.econbiz.de/10012219127
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Variable selection and functional form uncertainty in cross-country growth regressions
Salimans, Tim - 2011
Regression analyses of cross-country economic growth data are complicated by two main forms of model uncertainty: the uncertainty in selecting explanatory variables and the uncertainty in specifying the functional form of the regression function. Most discussions in the literature address these...
Persistent link: https://www.econbiz.de/10011382708
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The Role of Asymmetry and Uncertainties in the Capital Flows- Economic Growth Nexus
Raheem, Ibrahim - 2019
This study examines the asymmetry between capital flows and economic growth in 42 countries for the period 1990-2017. It further argues that uncertainty is an important channel through which asymmetry operates. As such, the three measures of uncertainty are macroeconomic, fiscal and...
Persistent link: https://www.econbiz.de/10012864249
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The role of asymmetry and uncertainties in the capital flows- Economic Growth Nexus
Raheem, Ibrahim Dolapo; Le Roux, Sara; Asongu, Simplice - 2019
This study examines the asymmetry between capital flows and economic growth in 42 countries for the period 1990-2017. It further argues that uncertainty is an important channel through which asymmetry operates. As such, the three measures of uncertainty are macroeconomic, fiscal and...
Persistent link: https://www.econbiz.de/10012058445