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Fixed-effect regressions on network data
Jochmans, Koen; Weidner, Martin - 2018
This paper considers inference on fixed effects in a linear regression model estimated from network data. An important special case of our setup is the two-way regression model. This is a workhorse technique in the analysis of matched data sets, such as employer-employee or student-teacher panel...
Persistent link: https://www.econbiz.de/10011941504
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Fixed-effect regressions on network data
Jochmans, Koen; Weidner, Martin - 2018
This paper considers inference on fixed effects in a linear regression model estimated from network data. An important special case of our setup is the two-way regression model. This is a workhorse technique in the analysis of matched data sets, such as employer-employee or student-teacher panel...
Persistent link: https://www.econbiz.de/10011878167
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Fixed-effect regressions on network data
Jochmans, Koen; Weidner, Martin - 2019
This paper considers inference on fixed effects in a linear regression model estimated from network data. An important special case of our setup is the two-way regression model. This is a workhorse technique in the analysis of matched data sets, such as employer-employee or student-teacher panel...
Persistent link: https://www.econbiz.de/10011992091
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Fixed-effect regressions on network data
Jochmans, Koen; Weidner, Martin - 2019
Persistent link: https://www.econbiz.de/10012699011
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Fixed-effect regressions on network data
Jochmans, Koen; Weidner, Martin - 2017
. These bounds depend on the smallest non-zero eigenvalue of the (normalized) Laplacian of the network and on the degree … structure of the network. The Laplacian is a matrix that describes the network and its smallest non-zero eigenvalue is a measure … of connectivity, with smaller values indicating less-connected networks. These bounds yield conditions for consistent …
Persistent link: https://www.econbiz.de/10011941467
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Fixed-effect regressions on network data
Jochmans, Koen; Weidner, Martin - 2017
. These bounds depend on the smallest non-zero eigenvalue of the (normalized) Laplacian of the network and on the degree … structure of the network. The Laplacian is a matrix that describes the network and its smallest non-zero eigenvalue is a measure … of connectivity, with smaller values indicating less-connected networks. These bounds yield conditions for consistent …
Persistent link: https://www.econbiz.de/10011653757
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Fixed-effect regressions on network data
Jochmans, Koen; Weidner, Martin - 2016
(normalized) Laplacian of the network and of the degree structure of the network. The eigenvalue is a measure of connectivity …
Persistent link: https://www.econbiz.de/10011594342
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Fixed-effect regressions on network data
Jochmans, Koen; Weidner, Martin - 2016
(normalized) Laplacian of the network and of the degree structure of the network. The eigenvalue is a measure of connectivity …
Persistent link: https://www.econbiz.de/10011517838
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Persistent zeros: The extensive margin of trade
Hinz, Julian; Stammann, Amrei; Wanner, Joschka - 2019
The extensive margin of bilateral trade exhibits a high level of persistence that cannot be explained by geography or trade policy. We combine a heterogeneous firms model of international trade with bounded productivity with features from the firm dynamics literature to derive expressions for an...
Persistent link: https://www.econbiz.de/10012100530
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A Residual-based Threshold Method for Detection of Units that are Too Big to Fail in Large Factor Models
Kapetanios, George; Pesaran, M. Hashem; Reese, Simon - 2018
The importance of units with pervasive impacts on a large number of other units in a network has become increasingly recognized in the literature. In this paper we propose a new method to detect such influential or dominant units by basing our analysis on unit-specific residual error variances...
Persistent link: https://www.econbiz.de/10011957217