Narrow search
Showing 1 - 10 of 105,748
Cover Image
Modelling implied volatitily with ols and panel data models
Ncube, Mthuli - 1994
Persistent link: https://www.econbiz.de/10000895907
Cover Image
Fixed effects bias in panel data estimators
Buddelmeyer, Hielke; Jensen, Paul H.; Oguzoglu, Umut; … - 2008
Since little is known about the degree of bias in estimated fixed effects in panel data models, we run Monte Carlo … variable is large (? = 0.8). -- Panel data ; LSDV ; dynamic model ; fixed effects …
Persistent link: https://www.econbiz.de/10003716527
Cover Image
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.; Kiviet, J. F. - In: Journal of econometrics 132 (2006) 2, pp. 409-444
Persistent link: https://www.econbiz.de/10003348774
Cover Image
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models : some additional results
Hayakawa, Kazuhiko - In: Journal of econometrics 159 (2010) 1, pp. 202-208
Persistent link: https://www.econbiz.de/10008839928
Cover Image
Consistent OLS estimation of AR(1) dynamic panel data models with short time series
Hayakawa, Kazuhiko - In: Applied economics letters 14 (2007) 13/15, pp. 1141-1145
Persistent link: https://www.econbiz.de/10003606924
Cover Image
On the relationship between estimate and its t value
Matsuoka, Yuji; Hamori, Shigeyuki - In: Theoretical economics letters 5 (2015) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10010531978
Cover Image
A note on difference-in-difference estimation by fixed effects and OLS when there is panel non-response
Fernández-Kranz, Daniel; Lechner, Michael; … - 2015
Persistent link: https://www.econbiz.de/10011288597
Cover Image
Money demand function in SAARC countries
Harb, Nasri; Hussain, Mohammed Nur - In: International journal of economics and business research 7 (2014) 4, pp. 444-453
Persistent link: https://www.econbiz.de/10011313895
Cover Image
The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.; Kiviet, J. F. - 2002
The finite sample behaviour is analysed of particular least squares (LS) andmethod of moments (MM) estimators in panel …
Persistent link: https://www.econbiz.de/10011327521
Cover Image
Estimation of spatial panel data models with randomly missing data in the dependent variable
Wang, Wei; Lee, Lung-fei - In: Regional science & urban economics 43 (2013) 3, pp. 521-538
Persistent link: https://www.econbiz.de/10009746418