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Estimating IPAT models using panel data
Eibinger, Tobias; Deixelberger, Beate; Manner, Hans - 2024
Persistent link: https://www.econbiz.de/10014583577
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Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects When Both N and T are Large
Hahn, Jinyong; Kuersteiner, Guido M. - 2003
We consider a dynamic panel AR(1) model with fixed effects when both "n" and "T" are large. Under the "T fixed n large …
Persistent link: https://www.econbiz.de/10014130188
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Testing Endogeneity of Spatial Weights Matrices in Spatial Dynamic Panel Data Models
Lee, Jieun - 2022
dynamic panel data (SDPD) model (Qu, Lee, and Yu, 2017). I firstly introduce the bias-corrected score function since the score …
Persistent link: https://www.econbiz.de/10013491649
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Semiparametric Trending Panel Data Models with Cross-Sectional Dependence
Gao, Jiti; Chen, Jia; Li, Degui - 2010
A semiparametric fixed effects model is introduced to describe the nonlinear trending phenomenon in panel data analysis …
Persistent link: https://www.econbiz.de/10014191157
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Estimating Simple Regression and Seemingly Unrelated Regressions with Error Component Disturbances
2006
The estimation of regressions models with two-way error component disurbances, is considered for the case where both the random effects are non-spherically distributed. The usual approach that first transforms the effects into uncorrelated ones and then applies within and between...
Persistent link: https://www.econbiz.de/10012732873
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Chapter 62 A Practitioner's Approach to Estimating Intertemporal Relationships Using Longitudinal Data: Lessons from Applications in Wage Dynamics
MaCurdy, Thomas - In: Handbook of econometrics : volume 6A, (pp. 4057-4167). 2007
offer a general apparatus for estimating parameters of panel-data specifications, though one must introduce a series of … Panel Study of Income Dynamics. …
Persistent link: https://www.econbiz.de/10014024953
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Testing for a Structural Break in Dynamic Panel Data Models with Common Factors
Zhu, Huanjun - 2015
This paper develops a method for testing for the presence of a single structural break in panel data models with …
Persistent link: https://www.econbiz.de/10013014830
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Estimation of Panel Group Structure Models with Structural Breaks in Group Memberships and Coefficients
Lumsdaine, Robin L. - 2020
This paper considers linear panel data models with a grouped pattern of heterogeneity when the latent group membership …
Persistent link: https://www.econbiz.de/10012832314
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Testing of parameter's instability in a balanced panel : an application to real effective exchange rate for SAARC countries
Agiwal, Varun; Kumar, Jitendra; Sharma, Sumit Kumar - 2017
Present paper considers structural break in panel AR(1) model which allows instability in mean, variance and … existing panel data time series model considering break studied by Levin et al. (2002), Pesaran (2004), Bai (2010), Liu et al …
Persistent link: https://www.econbiz.de/10011785064
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Testing for Structural Change of a Time Trend Regression in Panel Data
Emerson, Jamie - 2011
In this paper, we propose two classes of test statistics for detecting a break at an unknown date in panel data models …
Persistent link: https://www.econbiz.de/10013127220