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An Exponential Class of Dynamic Binary Choice Panel Data Models with Fixed Effects

Al-Sadoon, Majid M.; Li, Tong; Pesaran, M. Hashem - CESifo - 2012

eliminate the unobserved heterogeneity term and at the same time to identify the parameters of the model. We then propose GMM … finite sample performance of our GMM estimators. …

Persistent link: https://www.econbiz.de/10010598909

Convergence in price levels across US cities

Huang, Ho-Chuan; Liu, Wei-Han; Yeh, Chih-Chuan - In: Economics Letters 114 (2012) 3, pp. 245-248

This paper empirically tests for convergence in consumer price indices across 17 major cities in US over the 1918–2008 period. By using the novel OLS estimator introduced by Bao, Y., Dhongde, S., 2009. Testing convergence in income distribution. Oxford Bulletin of Economics and Statistics 71,...

Persistent link: https://www.econbiz.de/10010576409

Panel Data Dynamics and Measurement Errors: GMM Bias, IV Validity and Model Fit – A Monte Carlo Study

Biørn, Erik; Han, Xuehui - Økonomisk institutt, Universitetet i Oslo - 2012

memory of disturbances, latent regressors and measurement errors is considered. Finite sample properties of GMM estimators …

Persistent link: https://www.econbiz.de/10010819019

Crime and Punishment Revisited

Kelaher, Richard; Sarafidis, Vasilis - Volkswirtschaftliche Fakultät, … - 2011

Despite an abundance of empirical evidence on crime spanning over forty years, there exists no consensus on the impact of the criminal justice system on crime activity. We argue that this may be due to the combined effect of simultaneity, omitted variable bias and aggregation bias that may...

Persistent link: https://www.econbiz.de/10008805891

Regímenes Cambiarios y Performance Fiscal ¿Generan los Regímenes Fijos Mayor Disciplina que los Flexibles?

Vúletin, Guillermo Javier - Facultad de Ciencias Económicas, Universidad Nacional … - 2002

metodología de estimación GMM para modelos de panel dinámicos propuesta por Arellano y Bond (1991) y diversas clasificaciones de …

Persistent link: https://www.econbiz.de/10008835280

Consistent Estimation of Linear Panel Data Models with Measurement Error

Meijer, Erik; Spierdijk, Laura; Wansbeek, Tom J. - CESifo - 2015

offers various opportunities to derive moment conditions that result in consistent GMM estimators. We consider three sources …

Persistent link: https://www.econbiz.de/10011122680

Market power, scale economies and productivity : estimates from a panel of establishment data

Klette, Tor Jakob - 1998

This paper presents a somewhat new econometric framework that permits simultaneous estimation of price-cost margins, scale economies and productivity from a panel of establishment data. The econometric model contains only a few, economically interesting parameters to be estimated, but it is...

Persistent link: https://www.econbiz.de/10011518864

The demand for directors' and officers' liability insurance by US public companies

Kaltchev, George D. - 2004

This paper uses a unique US dataset to analyze the demand for Directors' and Officers' liability insurance. This insurance protects managers mostly from shareholder litigation. Corporate insurance presents a much different environment than individual insurance and calls for in-depth empirical...

Persistent link: https://www.econbiz.de/10011568692

A comparison of dynamic panel data estimators : Monte Carlo evidence and an application to the investment function

Behr, Andreas - 2003

sample properties of the GMM-methods. In the case of endogenous predetermined regressors, the system-estimator proposed by … Blundell and Bond is unbiased and most efficient, while direct bias corrected estimators perform similar to the GMM … die bekannt günstigen Eigenschaften von GMM-Schätzern bei großer Beobachtungszahl wider. Im Falle endogener …

Persistent link: https://www.econbiz.de/10011431996

The role of economic freedom in the relationship between foreign direct investment and economic growth : evidence from former socialist countries

Shokhrukh, Ochilov; Ikboljon, Kasimov; Zamon, Xaldarov - In: Journal of economic integration : jei 38 (2023) 2, pp. 322-334

Persistent link: https://www.econbiz.de/10014307238