Search Results

Efficient estimation of heterogeneous coefficients in panel data models with common shock,
Kunpeng Li and Lina Lu, from University Library of Munich, Germany (2014)
Keywords: Factor analysis; Block diagonal covariance; Panel data models; Common shocks; Maximum likelihood estimation, heterogeneous coefficients; Inferential theory

The Past, Present, and Future of FDI: Towards a better Global Economics,
Sana Ullah, Ahmed Usman and Muhammad Imran, in Journal of Quantitative Methods (2019)
Keywords: human capital; panel data; FDI

DETERMINANTS OF INVESTMENT FLOWS INTO EMERGING MARKETS,
Carlos Andrés Amaya G. and Peter Rowland, from Banco de la Republica (2004)
Keywords: Foreign direct investment;

INTEREST RATE SETTING AND THE COLOMBIAN MONETARY TRANSMISSION MECHANISM,
Carlos Andrés Amaya G., from Banco de la Republica (2005)
Keywords: Banks,

The influence analysis on public expenditure to the technique efficiency of China,
Xun Chen and Jie Yu, in Frontiers of Economics in China-Selected Publications from Chinese Universities (2006)
Keywords: public expenditure, stochastic frontier, TFP, decomposition

Asymptotic distribution of factor augmented estimators for panel regression,
Ryan Greenaway-McGrevy, Chirok Han and Donggyu Sul, in Journal of Econometrics (2012)
Keywords: Factor augmented panel regression; Factor augmented estimator; Principal component augmented estimator; Cross section dependence; Interactive fixed effects;

Estimating the number of common factors in serially dependent approximate factor models,
Ryan Greenaway-McGrevy, Chirok Han and Donggyu Sul, in Economics Letters (2012)
Keywords: Factor model; Prewhitening; Least squares dummy variable (LSDV) filter; Factor number estimation; Cross-section dependence;

Panel Data Models,
Marno Verbeek, in Applied Econometrics (2006)
Keywords: panel data;

New Panel Unit Root Tests under Cross Section Dependence for Practitioners,
Donggyu Sul, from University Library of Munich, Germany (2005)
Keywords: recursive detrending, panel unit root tests, cross section dependence

SUR Estimation of Error Components Models With AR(1) Disturbances and Unobserved Endogenous Effects,
Peter Egger, from International Conferences on Panel Data (2002)
Keywords: Panel Econometrics; Serial Correlation; Seemingly unrelated regressions; Endogenous effects

Crecimiento Económico y Gasto Público: Una Interpretación de las Experiencias Internacionales y del Caso Colombiano (1982-1999),
Carlos Posada and José Fernando Escobar, from Banco de la Republica (2003)
Keywords: Crecimiento Economico,

Likelihood corrections for two-way models,
Koen Jochmans and Taisuke Otsu, from London School of Economics and Political Science, LSE Library (2019)
Keywords: fixed effects; information bias; modified profile likelihood; panel data; penalization; rectangular-array asymptotics

Likelihood Corrections for Two-way Models,
Koen Jochmans and Taisuke Otsu, in Annals of Economics and Statistics (2019)
Keywords: Fixed Effects, Information Bias, Modified Profile Likelihood, Panel Data, Penalization, Rectangular-Array Asymptotics

Current account sustainability in advanced economies,
Matteo Lanzafame, from University Library of Munich, Germany (2012)
Keywords: Current account sustainability; panel unit root tests; nonlinearity

Bias-corrected estimation of panel vector autoregressions,
Geert Dhaene and Koen Jochmans, in Economics Letters (2016)
Keywords: Bias correction; Fixed effects; Panel data; Vector autoregression;

Weak σ-convergence: Theory and applications,
Jianning Kong, Peter Phillips and Donggyu Sul, in Journal of Econometrics (2019)
Keywords: Asymptotics under misspecified trend regression; Cross section dependence; Evaporating trend; Relative convergence; Trend regression; Weak σ-convergence;

Earnings Dynamics and Measurement Error in Matched Survey and Administrative Data,
Dean Hyslop and Wilbur Townsend, from Motu Economic and Public Policy Research (2016)
Keywords: Panel data, earnings dynamics, measurement error, validation study

Leverage and asymmetric volatility: The firm-level evidence,
Jan Ericsson, Xiao Huang and Stefano Mazzotta, in Journal of Empirical Finance (2016)
Keywords: Financial leverage; Stock volatility; Panel data; Vector autoregression;

Does asymmetric information affect the premium in mergers and acquisitions?,
Georges Dionne, Mélissa La Haye and Anne-Sophie Bergerès, in Canadian Journal of Economics (2015)

Forecasting with Panel Data,
Badi Baltagi, from Center for Policy Research, Maxwell School, Syracuse University (2007)
Keywords: forecasting; BLUP; panel data; spatial dependence; serial correlation; heterogeneous panels.

Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals,
Badi Baltagi, Chihwa Kao and Long Liu, from Center for Policy Research, Maxwell School, Syracuse University (2007)
Keywords: Panel data, OLS, Fixed-effects, First-difference, GLS.

Consistent Estimation with Weak Instruments in Panel Data,
Chihwa Kao and Long Liu, from Center for Policy Research, Maxwell School, Syracuse University (2007)
Keywords: Weak instrument; Two stage least squares; Panel data; Concentration parameter.

Panel Data Inference under Spatial Dependence,
Badi Baltagi and Alain Pirotte, from Center for Policy Research, Maxwell School, Syracuse University (2010)
Keywords: Panel data; Hausman test; Random effect; Spatial autocorrelation; Maximum Likelihood.

Seemingly Unrelated Regressions with Spatial Error Components,
Badi Baltagi and Alain Pirotte, from Center for Policy Research, Maxwell School, Syracuse University (2010)
Keywords: Seemingly unrelated regressions, panel data, spatial dependence, heterogeneity, forecasting.

Spatial Lag Models with Nested Random Effects: An Instrumental Variable Procedure with an Application to English House Prices,
Badi Baltagi, Bernard Fingleton and Alain Pirotte, from Center for Policy Research, Maxwell School, Syracuse University (2013)
Keywords: House Prices; Panel Data; Spatial Lag; Nested Random Effects; In-strumental Variables; Spatial Dependence

Predication in a Generalized Spatial Panel Data Model with Serial Correlation,
Badi Baltagi and Long Liu, from Center for Policy Research, Maxwell School, Syracuse University (2016)
Keywords: Prediction; Panel Data; Fixed Effects; Random Effects; Serial Correlation; Spatial Error Correlation

Forecasting with Unbalanced Panel Data,
Badi Baltagi and Long Liu, from Center for Policy Research, Maxwell School, Syracuse University (2020)
Keywords: Forecasting, BLUP, Unbalanced Panel Data, Unequally Spaced Panels, Serial Correlation

The Two-way Mundlak Estimator,
Badi Baltagi, from Center for Policy Research, Maxwell School, Syracuse University (2023)
Keywords: Mundlak Regression, Panel Data, Fixed and Random Effects, Two-way error components model, Hausman test

The Mundlak Spatial Estimator,
Badi Baltagi, from Center for Policy Research, Maxwell School, Syracuse University (2023)
Keywords: Mundlak Regression, Panel Data, Fixed and Random Effects, Spatial error model, Spatial Durbin model

The day-of-the-week effect is weak: Evidence from the European Real Estate Sector,
Georgios Bampinas, Stilianos Fountas and Theodore Panagiotidis, from Department of Economics, University of Macedonia (2015)
Keywords: day-of-the-week effect, real estate indices, rolling regressions, GARCH, data mining.

Are Gold and Silver a Hedge against Inflation? A Two Century Perspective,
Georgios Bampinas and Theodore Panagiotidis, from Department of Economics, University of Macedonia (2015)
Keywords: gold prices, silver prices, inflation hedge, time-varying cointegration.

Kajian Komoditas Pangan Strategis: Faktor Determinasi Variasi Harga Antardaerah,
Masagus M Ridhwan, Indriani Karlina and Yanfitri, from Bank Indonesia (2012)
Keywords: Interregional Price Variability, Strategic Food Commodities, Panel Data

Market Frictions and Seemingly Anomalous Co-movements of Index Options and Index Futures Quotes,
Ruediger Fahlenbrach and Patrik Sandas, from Ohio State University, Charles A. Dice Center for Research in Financial Economics (2005)

Is Foreign Direct Investment Productive in the Latin America Case? A Panel Unit Root and Panel Cointegration Analysis, 1980-2001,
Miguel Ramirez, from Yale University, Department of Economics (2007)

Are Foreign and Public Capital Productive in the Mexican Case? A Panel Unit Root and Panel Cointegration Analysis,
Miguel Ramirez, from Yale University, Department of Economics (2008)

Weak s- Convergence: Theory and Applications,
Jianning Kong, Peter Phillips and Donggyu Sul, from Cowles Foundation for Research in Economics, Yale University (2017)
Keywords: Asymptotics under misspecified trend regression, Cross section dependence, Evaporating trend, Relative convergence, Trend regression, Weak s-convergence

Indirect Inference for Dynamic Panel Models,
Christian Gourieroux, Peter Phillips and Jun Yu, from Cowles Foundation for Research in Economics, Yale University (2006)
Keywords: Autoregression, Bias reduction, Dynamic panel, Fixed effects, Indirect inference

Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence,
Peter Phillips and Donggyu Sul, from Cowles Foundation for Research in Economics, Yale University (2004)
Keywords: Autoregression, Bias, Cross section dependence, Dynamic factors, Dynamic panel estimation, Incidental trends, Panel unit root

Temporal Disaggregation, Missing Observations, Outliers, and Forecasting: A Unifying Non-Model Based Procedures,
Massimiliano Marcellino, from European University Institute (1997)
Keywords: TIME SERIES ; MODELS

The two-way Hausman and Taylor estimator,
Badi Baltagi, in Economics Letters (2023)
Keywords: Two-way error components model; Panel data; Fixed and random effects; Hausman test; Hausman and Taylor estimator.;

The multidimensional Mundlak estimator,
Badi Baltagi, in Economics Letters (2024)
Keywords: Mundlak regression; Panel data; Fixed and random effects; Multidimensional error components model; Hausman test;

The Mundlak spatial estimator,
Badi Baltagi, in Journal of Spatial Econometrics (2023)
Keywords: Mundlak regression, Panel data, Fixed and random effects, Spatial error model, Spatial Durbin model

MULTILEVEL AND SPILLOVER EFFECTS ESTIMATED FOR SPATIAL PANEL DATA, WITH APPLICATION TO ENGLISH HOUSE PRICES,
Badi Baltagi, Bernard Fingleton and Alain Pirotte, in Region et Developpement (2014)
Keywords: HOUSE PRICES, PANEL DATA, SPATIAL LAG, NESTED RANDOM EFFECTS, INSTRUMENTAL VARIABLES, SPATIAL DEPENDENCE

Spatial lag models with nested random effects: An instrumental variable procedure with an application to English house prices,
Badi Baltagi, Bernard Fingleton and Alain Pirotte, in Journal of Urban Economics (2014)
Keywords: House prices; Panel data; Spatial lag; Nested random effects; Instrumental variables; Spatial dependence;

Forecasting with panel data,
Badi Baltagi, from Deutsche Bundesbank (2006)
Keywords: Forecasting, BLUP, Panel Data, Spatial Dependence, Serial Correlation

Some Current Issues in the Statistical Analysis of Spillovers,
Daniela Gumprecht, Nicole Gumprecht and Werner Müller, from Vienna University of Economics and Business Research Group: Growth and Employment in Europe: Sustainability and Competitiveness (2003)
Keywords: Panel data; fixed effects; random coefficients; DOLS; R&D spillover

Panel Data Models: Some Recent Developments,
Manuel Arellano and B. Honore, from Centro de Estudios Monetarios Y Financieros- (2000)
Keywords: ECONOMETRICS ; MODELS ; TIME SERIES

Indirect Inference for Dynamic Panel Models,
Christian Gouriéroux, Peter Phillips and Jun Yu, from East Asian Bureau of Economic Research (2006)
Keywords: Autoregression, Bias Reduction, Dynamic panel

Reliability of Structural Shocks Estimates from a Bivariate SVAR Model: The Case of Southeast Asian Countries,
Arief Ramayandi, from Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University (2006)

The Factor-Lasso and K-Step Bootstrap Approach for Inference in High-Dimensional Economic Applications,
Christian Hansen and Yuan Liao, from Rutgers University, Department of Economics (2016)
Keywords: treatment effects, panel data

Estimating and Forecasting with a Dynamic Spatial Panel Data Model,
Badi Baltagi, Bernard Fingleton and Alain Pirotte, from Centre for Economic Performance, LSE (2011)
Keywords: Panel data, spatial lag, error components, linear predictor, GMM, spatial autocorrelation

Indirect Inference Estimation of a First-Order Dynamic Panel Data Model,
Yong Bao, in Journal of Quantitative Economics (2021)
Keywords: Dynamic panel, Indirect inference, Bias

Using Neural Networks to Build Pseudo Panels,
Patrice Gaubert, in European Journal of Economic and Social Systems (2004)
Keywords: Panels; Pseudo Panels; Kohonen Map; Consumption Function

Estimating and forecasting with a dynamic spatial panel data model,
Badi Baltagi, Bernard Fingleton and Alain Pirotte, from London School of Economics and Political Science, LSE Library (2011)
Keywords: panel data; spatial lag; error components; linear predictor; GMM; spatial autocorrelation

Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity,
Jeffrey Wooldridge, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002)

Forecasting with Spatial Panel Data,
Badi Baltagi, Georges Bresson and Alain Pirotte, from Institute of Labor Economics (IZA) (2009)
Keywords: BLUP, panel data, spatial dependence, forecasting, heterogeneity

Is Arbitration Addictive? Evidence From the Laboratory and the Field,
Janet Currie and Henry Farber, from Princeton University, Department of Economics, Industrial Relations Section. (1992)

The bank lending channel in an euroised economy: the case of Serbia,
Srdjan Kujundzic and Dragiša Otaševic, from National Bank of Serbia (2012)
Keywords: bank lending channel; Serbia; euroised economy; small-size dynamic panel estimation

Dynamic analysis of multivariate panel data with nonlinear transformations,
Kees van Montfort and Catrien Bijleveld, from VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics (1997)

Panel Cointegration Techniques and Open Challenges,
Peter Pedroni, from Department of Economics, Williams College (2018)
Keywords: Panel Time Series, Cointegration, Nonstationary Panels, Nonlinear Panels

Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence,
Peter Phillips and Donggyu Sul, from Yale School of Management (2004)
Keywords: Autoregression, bias, cross section, dependence, dynamic factors, dynamic panel estimation, incidental trends, panel unit root

THE DETERMINANTS OF INTERNATIONAL TOURISM DEMAD FOR TURKEY: A PANEL DATA APPROACH,
A. Aysen Kaya and Berna Canli, in Anadolu University Journal of Social Sciences (2013)
Keywords: International Tourism Demand, OECD Countries, Panel Data Approach

Part des salaires et mondialisation: une analyse econometrique pour treize pays de l'OCDE, 1970-2002,
Arnaud Sylvain, in Economie Internationale (2008)
Keywords: Part des salaires; mondialisation; donnees de panel

An econometric analysis regarding the path of non performing loans- a panel data analysis from Mauritian banks and implications for the banking industry,
V.Polodoo1, B.Seetanah, R.V.Sannassee, K. Seetah and K. Padachi, in Journal of Developing Areas (2015)
Keywords: Mauritian Banks; NPL; Macroeconomic factors; Bank Specific factors

Risk Sharing nelle regioni italiane dal 1960 al 2001: alcune valutazioni empiriche,
Elisa Bartocci, in Rivista di Politica Economica (2009)
Keywords: risk sharing; Italy, regions, panel cointegration

Szacowanie wartości nieruchomości mieszkaniowych na podstawie modeli czasowo-przestrzennych,
Rafał Zbyrowski, in Collegium of Economic Analysis Annals (2012)

What drives the profitability of the banking sector? An Empirical evidence from Bosnia &Herzegovina,
Mehmed Ganić, BETÜL Ismić and Ognjen Riđić, in Romanian Economic Journal (2015)
Keywords: profitability, banking sector, bank's specific variables, ROAA, ROAE

International Portfolio Investment Behavior: Relationship between Bond and Equity Flows (in Korean),
Joo Yong Lee and Geun-young Kim, in Economic Analysis (Quarterly) (2014)
Keywords: International Portfolio Investment, Rotation between Bond and Equity Flows, Bayesian Panel VAR

CAUSALITY TEST OF BUSINESS RISK AND CAPITAL STRUCTURE IN A PANEL DATA OF NIGERIAN LISTED FIRMS,
Dauda Mohammed, in Accounting & Taxation (2014)
Keywords: Capital Structure, Business Risk, Granger Causality, Instrumental Variables, Misspecification, Seemingly Unrelated Regression Equations, Three Stage Least Squares

Financial Soundness and Pakistan’s Economics Growth: Turn on the Light,
Ghamz-e-Ali Siyal, Asma Mohsin and Khalid Zaman, in International Journal of Economics and Empirical Research (IJEER) (2014)
Keywords: Financial soundness, economic growth, Pakistan

Un modèle de gravité de la mobilité,
Dimitri Karkanis, in Region et Developpement (2019)
Keywords: Modèle de gravité ;Demandeurs d’asile ; Réfugiés

DETERMINANTS OF FOREIGN DIRECT INVESTMENT: DOES DEMOCRACY MATTER? (DETERMINANTY PRIAMYCH ZAHRANIČNÝCH INVESTÍCIÍ: AKÝ JE VÝZNAM DEMOKRACIE?),
Hasan Farazmand and Mahvash Moradi, in Medzinarodne vztahy (Journal of International Relations) (2014)
Keywords: foreign direct investment, democracy, panel data

THE RELATIONSHIP BETWEEN ELECTRICITY CONSUMPTION AND ECONOMIC GROWTH IN OECD COUNTRIES: PANEL COINTEGRATION ANALYSIS UNDER CROSS-SECTIONAL DEPENDENCE (VZŤAH MEDZI SPOTREBOU ELEKTRICKEJ ENERGIE A HOSPODÁRSKYM RASTOM V ŠTÁTOCH OECD: PANELOVÁ KOINTEGRAČNÁ ANALÝZA SO ZOHĽADNENÍM PRIEREZOVEJ ZÁVISLOSTI),
Tuba Baskonus Direkci and Tuncer Govdeli, in Medzinarodne vztahy (Journal of International Relations) (2015)
Keywords: electricity consumption, economic growth, cross-section dependence, panel unit roots, panel cointegration

The Drivers of the Romanian Car Exports Are Changing Fast. A Gravity Model Approach,
Miron Dumitru Tamaş Anca, in Revista OEconomica (2020)
Keywords: gravity model, Romanian car export flows

Análise teórica e empírica dos determinantes dos fluxos de capitais financeiros para os países em desenvolvimento no contexto da globalização financeira [Theoretical and empirical analysis of the determinants of financial capital flows to developing countries in the context of financial globalization],
Mauricio Andrade Weiss and Daniela Magalhães Prates, in Nova Economia (2017)
Keywords: international monetary and financial system, capital flows, developing countries, panel data model, GMM-S

System Estimation of Panel Data Models under Long-Range Dependence,
Yunus Emre Ergemen, from Department of Economics and Business Economics, Aarhus University (2016)
Keywords: Long memory, factor models, panel data, endogeneity, fixed effects, debt and GDP

Testing for time-varying loadings in dynamic factor models,
Jeroen V.K. Rombouts and Jakob Guldbæk Mikkelsen, from Department of Economics and Business Economics, Aarhus University (2017)
Keywords: Factor models, principal components, LM test

An Empirical Investigation Into the Determinants of External Indebtedness,
Menbere Workie Tiruneh, in Prague Economic Papers (2004)
Keywords: panel data, external debt, heavily indebted poor countries

Space-time modeling of electricity spot prices,
Girum Abate and Niels Haldrup, from Department of Economics and Business Economics, Aarhus University (2015)
Keywords: Autoregressive, Spatial-Time series, Spatial dependence

Demanda de dinero al nivel de la firma: el caso colombiano,
Hermilson Velasquez and Francisco Zuluaga Díaz, in Revista Ecos de Economía (2005)
Keywords: Datos de Panel; Elasticidades de Escala; Método Generalizado de los Momentos (GMM); Primeras Diferencias; Desviaciones Ortogonales; Demanda de Dinero; Economías de Escala; Panel Data; Elasticities of Scale, Generalized Method of Moments; First Differences; Orthogonal Deviations; Money Demand; Economies of Scale

A robust bootstrap approach to the Hausman test in stationary panel data models,
Helmut Herwartz and Michael H. Neumann, from Christian-Albrechts-University of Kiel, Department of Economics (2007)
Keywords: Hausman test, random effects model, wild bootstrap, heteroskedasticity

Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation,
Madina Kukenova and Jose-Antonio Monteiro, from University Library of Munich, Germany (2008)
Keywords: Spatial Econometrics; Dynamic Panel Model; System GMM; Monte Carlo Simulations

ОЦІНКА ВПЛИВУ ЕЛЕМЕНТІВ ФІНАНСОВОГО МЕХАНІЗМУ НА СТАНОВЛЕННЯ ТА РОЗВИТКУ ЗЕЛЕНОГО БІЗНЕСУ В ЄВРОПІ,
Bohdana Stepanenko, from University Library of Munich, Germany (2011)
Keywords: Green business, financial mechanism

La investigación econométrica mediante paneles de datos: Historia, modelos y usos en México,
Antonio Ruiz-Porras, from University Library of Munich, Germany (2012)
Keywords: Panel-data Econometrics; Research; Mexico; Models; History of Econometrics

Estimation methods in panel data models with observed and unobserved components: a Monte Carlo study,
Carolina Castagnetti and Eduardo Rossi, from University Library of Munich, Germany (2008)
Keywords: factor error structure; principal component; common regressors; cross-section dependence; large panels, Monte Carlo simulations.

Simultaneous equation models with spatially autocorrelated error components,
Marius Amba and Taoufiki Mbratana, from University Library of Munich, Germany (2017)
Keywords: Panel data, SAR process, SMA process, Simultaneous equations, Spatial error components

Simultaneous Generalized Method of Moments Estimator for Panel Data Models with Spatially Correlated Error Components,
Marius Amba and Taoufiki Mbratana, from University Library of Munich, Germany (2018)
Keywords: Simultaneous; GMM; Panel data; SAR; SMA

Spatial panel data models with structural change,
Kunpeng Li, from University Library of Munich, Germany (2018)
Keywords: Spatial panel data models, structural changes, hypothesis testing, asymptotic theory.

Middle Class and Democracy: An Assessment on the 2014 Indonesian’s Presidential Election,
Maxensius Tri Sambodo, in Economics and Finance in Indonesia (2016)
Keywords: Middle Class; Democracy; Presidential Election; Indonesia

A simple panel stationarity test in the presence of serial correlation and a common factor,
Kaddour Hadri and Eiji Kurozumi, in Economics Letters (2012)
Keywords: Panel data; Stationarity; KPSS test; Cross-sectional dependence; Common factor;