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To pool or not to pool : revisited
Pesaran, M. Hashem; Zhou, Qiankun - 2015
This paper provides a new comparative analysis of pooled least squares and fixed effects estimators of the slope coefficients in the case of panel data models when the time dimension (T) is fixed while the cross section dimension (N) is allowed to increase without bounds. The individual effects...
Persistent link: https://www.econbiz.de/10011283819
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To pool or not to pool : revisited
Pesaran, M. Hashem; Zhou, Qiankun - 2017
Persistent link: https://www.econbiz.de/10011788732
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Efficiency and Input- and Output-Substitutability in English Higher Education 1996/97 to 2007/08 : A Parametric Distance Function Approach
Johnes, Jill - 2010
techniques to estimate an output distance function over the period 1997/97 to 2007/08 in order to investigate the efficiency of … higher education institutions (HEIs) and to examine the opportunities for substitution between inputs. Mean efficiency across … institution in the highest efficiency quartile is closest to the pattern of production of the average pre-1992 university. The …
Persistent link: https://www.econbiz.de/10014194740
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Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity
Kuersteiner, Guido M.; Prucha, Ingmar R. - 2015
This paper considers a class of GMM estimators for general dynamic panel models, allowing for cross sectional dependence due to spatial lags and due to unspecified common shocks. We significantly expand the scope of the existing literature by allowing for endogenous spatial weight matrices,...
Persistent link: https://www.econbiz.de/10011307112
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An estimation of inflation threshold for Africa
Kelikume, Ikechukwu - In: International Journal of Management, Economics and … 7 (2018) 4, pp. 283-300
The objective of this study was to shed new light on the non-linear effects of inflation and the inflation thresholds for long-term growth in Africa. Using a dynamic panel threshold model, the study covered a large panel-data set of 41 African countries for the period 1960-2015. The sample was...
Persistent link: https://www.econbiz.de/10011971470
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Microeconomic models with latent variables: Applications of measurement error models in empirical industrial organization and labor economics
Hu, Yingyao - 2015
This paper reviews recent developments in nonparametric identi.cation of mea- surement error models and their applications in applied microeconomics, in particular, in empirical industrial organization and labor economics. Measurement error models describe mappings from a latent distribution to...
Persistent link: https://www.econbiz.de/10011445721
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Estimation of Time-invariant Effects in Static Panel Data Models
Pesaran, M. Hashem; Zhou, Qiankun - 2014
This paper proposes the Fixed Effects Filtered (FEF) and Fixed Effects Filtered instrumental variable (FEF-IV) estimators for estimation and inference in the case of time-invariant effects in static panel data models when N is large and T is fixed. It is shown that the FEF and FEF-IV estimators...
Persistent link: https://www.econbiz.de/10010420747
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The causal relationship between remittances and poverty reduction in developing country: Using a non-stationary dynamic panel data
Gaaliche, Makram; Zayati, Montassar - In: Atlantic Review of Economics 1 (2014)
The aim of this article is to investigate the causal relationship between remittances and poverty reduction for 14 emerging and developing countries over the period 1980 - 2012. We proposed a cointegration analysis, using the method of non-stationary dynamic panel data. Our estimation results...
Persistent link: https://www.econbiz.de/10011536967
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Dynamic spatial panel models : networks, common shocks, and sequential exogeneity
Kuersteiner, Guido M.; Prucha, Ingmar R. - 2015
This paper considers a class of GMM estimators for general dynamic panel models, allowing for cross sectional dependence due to spatial lags and due to unspecified common shocks. We significantly expand the scope of the existing literature by allowing for endogenous spatial weight matrices,...
Persistent link: https://www.econbiz.de/10011298538
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The causal relationship between remittances and poverty reduction in developing country : using a non-stationary dynamic panel data
Gaaliche, Makram; Zayati, Montassar - In: Atlantic review of economics : AROE 1 (2014)
The aim of this article is to investigate the causal relationship between remittances and poverty reduction for 14 emerging and developing countries over the period 1980 - 2012. We proposed a cointegration analysis, using the method of non-stationary dynamic panel data. Our estimation results...
Persistent link: https://www.econbiz.de/10010385765