Narrow search
Showing 71 - 80 of 669,490
Cover Image
Panel data estimates of the production function and product and labor market imperfections
Dobbelaere, Sabien; Mairesse, Jacques - 2010
industry level and the firm level using an unbalanced panel of 10646 French firms in 38 manufacturing industries over the …
Persistent link: https://www.econbiz.de/10011377461
Cover Image
The monetary exchange rate model as a long-run phenomenon
Groen, Jan J. J. - 1998
with the underlyingtheory. Based on a panel version of the Engle and Granger (1987) two-stepprocedure we find that the …
Persistent link: https://www.econbiz.de/10011299983
Cover Image
Likelihood-based cointegration analysis in panels of vector error correction models
Groen, Jan J. J.; Kleibergen, Frank - 1999 - This version: July 28, 1999
for the validity of the monetary exchange rate modelwithin a panel of vector error correction models for three …
Persistent link: https://www.econbiz.de/10011302148
Cover Image
The importance of accounting for time trends when estimating the Euro effect on trade
Bun, Maurice J. G.; Klaassen, Franc - 2004
To study the effect of the euro on international goods trade one typically estimates a panel model for the level of … explain the upward trend. To correct for that, we extend the panel model (a gravity model) by including a time trend that may …
Persistent link: https://www.econbiz.de/10011334328
Cover Image
Has the Euro increased trade?
Bun, Maurice J. G.; Klaassen, Franc - 2002
-effect directly from data that include EMU observations. Using a dynamic panel model for annual bilateral exports, we find that the …
Persistent link: https://www.econbiz.de/10011327839
Cover Image
The spatial random effects and the spatial fixed effects model : the Hausman test in a Cliff and Ord panel model
Mutl, Jan; Pfaffermayr, Michael - 2008
small panels. -- spatial econometrics ; panel data ; random effects estimator ; within estimator ; Hausman test …
Persistent link: https://www.econbiz.de/10009735353
Cover Image
A generalized spatial panel data model with random effects
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - 2012
This paper proposes a generalized panel data model with random effects and first-order spatially autocorrelated … even in small and medium sized samples. -- panel data ; spatially autocorrelated residuals ; maximum-likelihood estimation …
Persistent link: https://www.econbiz.de/10009621736
Cover Image
A note on the estimation of long-run relationships in panel equations with cross-section linkages
Di Iorio, Francesca; Fachin, Stefano - 2012
compared to the cross-section dimension. -- Panel cointegration ; FM-OLS ; FM-SUR ; DOLS ; DSUR …
Persistent link: https://www.econbiz.de/10009409345
Cover Image
Identifying age-cohort-time effects, their curvature and interactions from polynomials : examples related to sickness absence
Biørn, Erik - 2013
other. -- age-cohort-time problem ; identification ; polynomial regression ; interaction ; age-cohort curvature ; panel data …
Persistent link: https://www.econbiz.de/10009723903
Cover Image
Heterogeneous beliefs and the demand for D&O insurance by listed companies
Egger, Peter; Radulescu, Doina; Rees, Ray - 2014
This paper introduces a new rationale for the existence of "Directors' and Officers'" (D&O) insurance. We use a model with volatile stock markets where shareholders design compensation schemes that incentivize managers to stimulate short-term increases in stock prices that do not maximize long...
Persistent link: https://www.econbiz.de/10010237759