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The spatial random effects and the spatial fixed effects model : the Hausman test in a Cliff and Ord panel model
Mutl, Jan; Pfaffermayr, Michael - 2008
small panels. -- spatial econometrics ; panel data ; random effects estimator ; within estimator ; Hausman test …
Persistent link: https://www.econbiz.de/10009735353
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Identification and estimation of average partial effects in "irregular" correlated random coefficient panel data models
Graham, Bryan S.; Powell, James - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 5, pp. 2105-2152
Persistent link: https://www.econbiz.de/10009665470
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A generalized spatial panel data model with random effects
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - 2012
This paper proposes a generalized panel data model with random effects and first-order spatially autocorrelated … even in small and medium sized samples. -- panel data ; spatially autocorrelated residuals ; maximum-likelihood estimation …
Persistent link: https://www.econbiz.de/10009621736
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A control function approach to estimating dynamic probit models with endogenous regressors, with an application to the study of poverty persistence in China
Giles, John T.; Murtazashvili, Irina - 2012
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for …
Persistent link: https://www.econbiz.de/10009629773
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Essays in honor of Jerry Hausman
Baltagi, Badi H. (ed.); Hill, Rufus Carter (ed.);  … - 2012
Persistent link: https://www.econbiz.de/10009706538
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A note on the estimation of long-run relationships in panel equations with cross-section linkages
Di Iorio, Francesca; Fachin, Stefano - 2012
compared to the cross-section dimension. -- Panel cointegration ; FM-OLS ; FM-SUR ; DOLS ; DSUR …
Persistent link: https://www.econbiz.de/10009409345
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Tying up loose ends : a note on the impact of omitting MA residuals form panel energy demand models based on the Koyck lag transformation
Broadstock, David C.; Hunt, Lester C. - In: The empirical economics letters : a monthly … 12 (2013) 10, pp. 1085-1092
Persistent link: https://www.econbiz.de/10010363758
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A within estimator for three-level data : an application to the WTO effect on trade flows
Kwak, Do Won; Cheong, Juyoung; Tang, Kam Ki - 2014
Persistent link: https://www.econbiz.de/10010242899
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Factor analysis with large panels volatility proxies
Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010382083
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Large panels and high-dimensional vector autoregressive models
Callot, Laurent - 2012
Persistent link: https://www.econbiz.de/10010204938