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Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models

Ramalho, Joaquim - Departamento de Economia, Universidade de Évora - 2003

Dynamic panel data (DPD) models are usually estimated by the generalized method of moments. However, it is well documented in the DPD literature that this estimator suffers from considerable finite sample bias, especially when the time series is highly persistent. Application of the...

Persistent link: https://www.econbiz.de/10005577426

MODELLING OPTIMAL INSTRUMENTAL VARIABLES FOR DYNAMIC PANEL DATA MODELS

Arellano, Manuel - Centro de Estudios Monetarios y Financieros (CEMFI) - 2003

defined in relation to the information bound for the conditional mean specification of the model. Unlike in standard panel GMM …

Persistent link: https://www.econbiz.de/10005611892

First-differencing in panel data models with incidental functions

Jochmans, Koen - Sciences économiques, Sciences Po - 2010

estimation techniques can then be readily applied. Distribution theory for a kernel-weighted GMM estimator under large-n and …

Persistent link: https://www.econbiz.de/10010798352

Military expenditure and economic growth across different groups: A dynamic panel Granger-causality approach

Chang, Hsin-Chen; Huang, Bwo-Nung; Yang, Chin Wei - In: Economic Modelling 28 (2011) 6, pp. 2416-2423

Applying GMM (Arellano and Bond, 1991) to panel data of 90 countries spanning over 1992–2006, this paper explores …

Persistent link: https://www.econbiz.de/10010577127

Network Dependency in Migration Flows – A Space-time Analysis for Germany since Re-unification

Mitze, Timo - Rheinisch-Westfälisches Institut für … - 2010

-Bond (1998) system GMM estimator in form of the commonly known spatial lag and unconstrained spatial Durbin model, we also apply … system GMM to spatially filtered variables. Finally, combining both approaches to a mixed spatial filteringregression …

Persistent link: https://www.econbiz.de/10008671627

Migration and Outbound Tourism: Evidence From Italy

Etzo, Ivan; Massidda, Carla; Piras, Romano - Volkswirtschaftliche Fakultät, … - 2013

This paper investigates the impact of migration on Italian outbound tourism trips disaggregated by purpose of visit. A dynamic panel data analysis is carried out on a sample of 65 countries over the period 2005-2011. To disentangle pushing and pulling effects, the migration variables are defined...

Persistent link: https://www.econbiz.de/10011112503

Economic reforms, determinants and stability of dividends in a dynamic setting

Subhash Kamat, Manoj; Kamat, Manasvi M. - In: Journal of Asia Business Studies 7 (2013) 1, pp. 5-30

instrumental variable (IV) approach for dynamic panel data for 1971‐2010 periods controlling for economic reforms. The GMM …‐in‐levels model, GMM‐in‐first‐differences and GMM‐in‐systems are alternatively estimated to include other lag structures. Findings …

Persistent link: https://www.econbiz.de/10014838309

Deposit-borrowing substitutability : evidence from microfinance institutions around the world

Shettima, Usman; Dzolkarnaini, Nazam - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 3326-3343

Persistent link: https://www.econbiz.de/10014635332

Productivity effects on the wage premium of Mexican maquiladoras

Mollick, André Varella; Ibarra Salazar, Jorge - In: Economic development quarterly : the journal of … 27 (2013) 3, pp. 208-220

Persistent link: https://www.econbiz.de/10009783660

The Relationship between Inequality and Growth: Evidence from New Data

Naguib, Costanza - In: Swiss Journal of Economics and Statistics 153 (2017) 3, pp. 183-225

recent data on income inequality are used for estimation. We employ the Arellano-Bond GMM estimation technique and we find …

Persistent link: https://www.econbiz.de/10011933355