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Bias in Dynamic Panel Models Under Time Series Misspecification
Lee, Yoonseok - 2011
We consider within-group estimation of higher-order autoregressive panel models with exogenous regressors and fixed …
Persistent link: https://www.econbiz.de/10014182069
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Evaluation of Panel Data Models : Some Suggestions from Time Series
Granger, Clive W. J.; Huang, Ling-Ling - 1998
The problems of how to evaluate and compare the quality of models formed from panel data are discussed. Using the … several out-of-sample parts of a panel data set, but un-used regions and time periods. Emphasis is on comparing models and two …
Persistent link: https://www.econbiz.de/10014072509
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Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels
Chudik, Alexander; Pesaran, M. Hashem; Smith, Ron P. - 2023
This paper, using the Bewley (1979) transformation of the autoregressive distributed lag model, proposes a novel pooled Bewley (PB) estimator of long-run coefficients for dynamic panels with heterogeneous short-run dynamics, in the same setting as the widely used Pooled Mean Group (PMG)...
Persistent link: https://www.econbiz.de/10014357208
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ARCO : an artificial counterfactual approach for high-dimensional panel time-series data
Carvalho, Carlos C.; Masini, Ricardo; Medeiros, Marcelo C. - 2016
-econometric and panel data models. …
Persistent link: https://www.econbiz.de/10011523575
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The perils of counterfactual analysis with integrated processes
Carvalho, Carlos Viana de; Masini, Ricardo; Medeiros, … - 2016
, organized in a panel data structure. In this paper, we investigate the consequences of applying such methodologies when the data …
Persistent link: https://www.econbiz.de/10011579472
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ARCO : An Artificial Counterfactual Approach for High-Dimensional Panel Time-Series Data
Carvalho, Carlos - 2018
We consider a new, flexible and easy-to-implement method to estimate the causal effects of an intervention on a single treated unit when a control group is not available and which nests previous proposals in the literature. It is a two-step methodology where in the first stage, a counterfactual...
Persistent link: https://www.econbiz.de/10012935730
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Moving Down : Women's Part - Time Work and Occupational Change in Britain 1991-2001
Connolly, Sara; Gregory, Mary - 2021
The UK's Equal Opportunities Commission has recently drawn attention to the 'hidden brain drain' when women working part-time are employed in occupations below those for which they are qualified. These inferences were based on self - reporting. We give an objective and quantitative analysis of...
Persistent link: https://www.econbiz.de/10013316772
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Inference on heterogeneous treatment effects in high-dimensional dynamic panels under weak dependence
Semenova, Vira; Goldman, Matt; Chernozhukov, Victor; … - In: Quantitative economics : QE ; journal of the … 14 (2023) 2, pp. 471-510
a high‐dimensional parameter in both homogeneous cross‐sectional and unit‐heterogeneous dynamic panel data settings. In … dependent time series and panel data. This method "leaves out the neighbors" when fitting nuisance components, and we …‐dimensional. In heterogeneous panel data settings, we model the unobserved unit heterogeneity as a weakly sparse deviation from …
Persistent link: https://www.econbiz.de/10014308573
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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
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A Generalized Dynamic Factor Model for Panel Data : Estimation with a Two-Cycle Conditional Expectation-Maximization Algorithm
Zirogiannis, Nikolaos - 2013
We develop a generalized dynamic factor model for panel data with the goal of estimating an unobserved index. While … model also accounts for multiple subjects. It is therefore suitable to a panel data framework. Second, our model estimates a … applied on a panel measuring attributes related to the operation of water and sanitation utilities …
Persistent link: https://www.econbiz.de/10013088491