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We develop novel forecasting methods for panel data with heterogeneous parameters and examine them together with …-sectional (N) and time (T) dimensions and varying degrees of parameter heterogeneity. We investigate conditions under which panel …
Persistent link: https://www.econbiz.de/10013176894
I consider a simultaneous spatial panel data model, jointly modeling three effects: simultaneous effects, spatial … to analyze the relationship between trade and GDP using a panel data over time and across countries …
Persistent link: https://www.econbiz.de/10012943957
This paper provides an approach to estimation and inference for non-linear conditional mean panel data models, in the …
Persistent link: https://www.econbiz.de/10012945574
It is straightforward to construct moment conditions for two-sided censored panel data regression models with strictly …
Persistent link: https://www.econbiz.de/10014211506
This paper employs recently developed non stationary panel methodologies that assume some cross-section dependence to … (FMOLS) estimators developed by Pedroni (1996, 2000, 2001) and the Panel Dynamic OLS (PDOLS) estimator proposed by Mark and …
Persistent link: https://www.econbiz.de/10014055387
Explicit asymptotic bias formulae are given for dynamic panel regression estimators as the cross section sample size N … there is cross section error dependence, the probability limit of the dynamic panel regression estimator is a random … variable rather than a constant, which helps to explain the substantial variability observed in dynamic panel estimates when …
Persistent link: https://www.econbiz.de/10014075349
Unconditional quantile treatment effects are difficult to estimate in the presence of fixed effects. Panel data are … effects or differencing of data, however, redefines the quantiles. This paper introduces a quantile estimator for panel data …
Persistent link: https://www.econbiz.de/10014188311
Fixed effects estimators in nonlinear panel models with fixed T usually suffer from inconsistency because of the …
Persistent link: https://www.econbiz.de/10014188742
panel vector autoregressions with a fixed time dimension. The autoregressive parameters are estimated using the GMM …
Persistent link: https://www.econbiz.de/10014200340
empirical illustration to examine the Kuznets' U curve hypothesis with balanced panel data of Indian states is also provided …
Persistent link: https://www.econbiz.de/10013026751