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Threshold regression with endogeneity for short panels

Gørgens, Tue; Würtz, Allan H. - In: Econometrics : open access journal 7 (2019) 2/23, pp. 1-8

This paper considers the estimation of dynamic threshold regression models with fixed effects using short panel data …

Persistent link: https://www.econbiz.de/10012025781

Exploiting information from singletons in panel data analysis : a GMM approach

Bruno, Randolph; Magazzini, Laura; Stampini, Marco - 2019

We propose a novel procedure, built within a Generalized Method of Moments framework, which exploits unpaired observations (singletons) to increase the efficiency of longitudinal fixed effect estimates. The approach allows increasing estimation efficiency, while properly tackling the bias due to...

Persistent link: https://www.econbiz.de/10012034327

Determinants of financial inclusion in Sub-Saharan Africa countries : does institutional infrastructure matter?

Ajide, Kazeem Bello - In: CBN journal of applied statistics 8 (2017) 2, pp. 69-89

panel of eighteen (18) sub-Saharan Africa (SSA) countries using a dynamic system of Generalized Method of Moments (SYS …

Persistent link: https://www.econbiz.de/10011843531

Foreign aid, poverty and economic growth in developing countries : a dynamic panel data causality analysis

Mahembe, Edmore; Odhiambo, Nicholas M. - In: Cogent economics & finance 7 (2019) 1, pp. 1-17

countries for the period 1981–2013. Taking advantage of the recently developed dynamic panel data estimation techniques, the … paper tests for both panel unit roots and cointegration before employing the panel vector error-correction model (VECM …

Persistent link: https://www.econbiz.de/10012149196

Public spending, income inequality and economic growth in Asian countries : a panel GMM approach

Gnangoin, Yobouet Thierry Bienvenu; Du, Liangsheng; … - In: Economies : open access journal 7 (2019) 4/115, pp. 1-15

-GMM estimation and panel granger causality test. We found that gross domestic investment and regulatory quality are the main …

Persistent link: https://www.econbiz.de/10012132204

A bias-corrected method of moments approach to estimation of dynamic Short-T panels

Chudik, Alexander; Pesaran, M. Hashem - 2017

approach can be applied to estimation of a variety of models such as spatial and dynamic panel data models. In this paper we … focus on the latter and consider both univariate and multivariate panel data models with short time dimension. Simple Bias …

Persistent link: https://www.econbiz.de/10011735967

Panel data models with nonadditive unobserved heterogeneity : estimation and inference

Fernández-Val, Iván; Lee, Joonhwah - In: Quantitative economics : QE ; journal of the … 4 (2013) 3, pp. 453-481

This paper considers fixed effects estimation and inference in linear and non-linear panel data models with random … where the cross sectional and time series dimensions of the panel pass to infinity at the same rate, the uncorrected …

Persistent link: https://www.econbiz.de/10011757086

Relationship between institutional factors and FDI flows in developing countries : new evidence from dynamic panel estimation

Kurul, Zühal; Yalta, A. Yasemin - In: Economies : open access journal 5 (2017) 2, pp. 1-10

developing countries by employing a dynamic panel methodology, which enables us to deal with the persistency of FDI flows and …

Persistent link: https://www.econbiz.de/10011753945

Estimating dynamic panel models : backing out the Nickell bias

Hausman, Jerry A.; Pinkovskiy, Maxim L. - 2017

We propose a novel estimator for the dynamic panel model, which solves the failure of strict exogeneity by calculating … for including predetermined variables in fixed-effects panel regressions that appears to perform well. …

Persistent link: https://www.econbiz.de/10011742410

Distribution free estimation of spatial autoregressive binary choice panel data models

Arduini, Tiziano - 2016

panel data with fixed effects. The estimation procedure is based on the observational equivalence between distribution free …

Persistent link: https://www.econbiz.de/10011705647