Showing 81 - 90 of 50,471
Persistent link: https://www.econbiz.de/10011974689
Persistent link: https://www.econbiz.de/10011978990
Persistent link: https://www.econbiz.de/10011897483
Regressions using data with known locations are increasingly used in empirical economics, and several standard error corrections are available to deal with the fact that their residuals tend to be spatially correlated. Unfortunately, different corrections commonly return significance levels that...
Persistent link: https://www.econbiz.de/10012173281
Persistent link: https://www.econbiz.de/10014551539
This paper studies the asymptotic properties of standard panel data estimators in a simple panel regression model with error component disturbances. Both the regressor and the remainder disturbance term are assumed to be autoregressive and possibly non-stationary. Asymptotic distributions are...
Persistent link: https://www.econbiz.de/10014183167
In the classical regression model with fixed regressors the statistic S^2 , i.e. the sum of squared residuals (SSR) divided by the number of degrees of freedom, is an unbiased estimator of the variance of the disturbances. If the model is dynamic and contains lagged-dependent explanatory...
Persistent link: https://www.econbiz.de/10014197193
In this paper, we introduce the one-step generalized method of moments (GMM) estimation methods considered in Lee (2007a) and Liu, Lee, and Bollinger (2010) to spatial models that impose a spatial moving average process for the disturbance term. First, we determine the set of best linear and...
Persistent link: https://www.econbiz.de/10014145971
In the classical regression model with fixed regressors the statistic S2, i.e. the sum of squared residuals (SSR) divided by the number of degrees of freedom is an unbiased estimator of the variance of the disturbances. If the model is dynamic and contains lagged-dependent explanatory variables,...
Persistent link: https://www.econbiz.de/10014069434
The topic of this chapter is forecasting with nonlinear models. First, a number of well-known nonlinear models are introduced and their properties discussed. These include the smooth transition regression model, the switching regression model whose univariate counterpart is called threshold...
Persistent link: https://www.econbiz.de/10014023698