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Örsal, Deniz Dilan Karaman - 2007

maximum-likelihood-based panel cointegration tests with the help of Monte Carlo simulations. In this study the panel-p, the … group-p, the panel-t, the group-t statistics of Pedroni (1999) and the standardized LR-bar statistic of Larsson er al. (2001 …) are considered. The simulation results indicate that the panel-t and standardized LR-bar statistic have the best size and …

Persistent link: https://www.econbiz.de/10010263686

GM estimation of higher order spatial autoregressive processes in panel data error component models

Badinger, Harald; Egger, Peter - 2008

panel data error component model. We derive moment conditions to estimate the parameters of the higher order spatial …

Persistent link: https://www.econbiz.de/10010264361

Estimation of higher-order spatial autoregressive panel data error component models

Badinger, Harald; Egger, Peter - 2009

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …

Persistent link: https://www.econbiz.de/10010264566

Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?

Mitze, Timo - 2009

We analyse the problem of parameter inconsistency in panel data econometrics due to the correlation of exogenous …

Persistent link: https://www.econbiz.de/10010264750

The Wooldridge method for the initial values problem is simple: what about performance?

Akay, Alpaslan - 2009

dynamic random-effects panel data models. This characteristic of the method makes it very attractive in empirical applications … with balanced and unbalanced panel data sets, and also two full length empirical applications are provided. The results …

Persistent link: https://www.econbiz.de/10010269205

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 …

Persistent link: https://www.econbiz.de/10010269265

Robust estimation of linear fixed effects panel data models with an application to the exporter productivity premium

Verardi, Vincenzo; Wagner, Joachim - 2010

estimation of the popular linear fixed effects panel data model, and to supply Stata code for it. In an application from the …

Persistent link: https://www.econbiz.de/10010269751

Practical estimation methods for linked employer-employee data

Andrews, Martyn J.; Schank, Thorsten; Upward, Richard - 2004

Methods for the analysis of linked employer-employee data are not yet available in standard econometrics packages. In this paper, we make the fixed-effects methods developed orginally by Abowd, Kramarz, Margolis and others more accessible, where possible, and show how they can be implemented in...

Persistent link: https://www.econbiz.de/10010270610

IV-Schätzung eines linearen Panelmodells mit stochastisch überlagerten Betriebs- und Unternehmensdaten

Biewen, Elena; Ronning, Gerd; Rosemann, Martin - 2009

Eines der wichtigsten Verfahren zur Anonymisierung von Betriebs-und Unternehmensdaten ist die stochastische Überlagerung. Ihr Einsatz zur Sicherstellung der faktischen Anonymität der Einheiten eines Datensatzes führt jedoch zu inkonsistenten Schätzungen von linearen Panelmodellen und macht...

Persistent link: https://www.econbiz.de/10010270658

A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables

Keane, Michael P.; Sauer, Robert M. - 2009

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

Persistent link: https://www.econbiz.de/10010271244