Search Results

Approximate functional differencing,
Geert Dhaene and Martin Weidner, in SERIEs: Journal of the Spanish Economic Association (2023)
Keywords: Panel data, Discrete choice, Incidental parameters, Bias correction, Functional differencing

On the C++ Object Programming for Time Series, in the Linux framework,
George Daniel Mateescu, from Institutul National de Cercetari Economice (INCE) (2012)
Keywords: Object Programming, Time Series

On the C++ Object Programming for Time Series, in the Linux framework,
George Mateescu, from Institutul National de Cercetari Economice (INCE) (2013)
Keywords: Object Programming, Time Series

On quasi maximum-likelihood estimation of dynamic panel data models,
Robert Phillips, in Economics Letters (2015)
Keywords: Fixed effects; QML estimation; Augmented dynamic panel data model;

Second-order corrected likelihood for nonlinear panel models with fixed effects,
Geert Dhaene and Yutao Sun, in Journal of Econometrics (2021)
Keywords: Nonlinear panel data models; Fixed effects; Incidental parameter problem; Bias correction;

The role of score and information bias in panel data likelihoods,
Martin Schumann, Thomas A. Severini and Gautam Tripathi, in Journal of Econometrics (2023)
Keywords: Fixed effects; Hessian bias; Information bias; Panel data likelihood; Score bias;

Consumer purchasing behavior analysis using CVS POS data,
Kaoru Kuramoto, Yosuke Kurihara and Satoshi Kumagai, from International Institute of Social and Economic Sciences (2020)
Keywords: Simultaneous purchaseConsumer attributesmaximum likelihood methodlogit modelAIC

Threshold effects in the relationship between inflation and growth: a new panel-data approach,
David Drukker, Pedro Gomis-Porqueras and Hernandez -erme Paula, from University Library of Munich, Germany (2005)
Keywords: threshold model, nonlinear model, empirical growth, super-neutrality, panel data

Identification in a Binary Choice Panel Data Model with a Predetermined Covariate,
Stéphane Bonhomme, Kevin Dano and Bryan Graham, from National Bureau of Economic Research, Inc (2023)

En busca del oro ¿Qué determina el éxito en competencias deportivas internacionales?,
Dante Contreras and Andres Gomez-Lobo, in El Trimestre Económico (2006)
Keywords: deportes, datos de panel

A control function approach to estimating switching regression models with endogenous explanatory variables and endogenous switching,
Irina Murtazashvili and Jeffrey Wooldridge, in Journal of Econometrics (2016)
Keywords: Random coefficient model; Average treatment effect; Control function approach;

Smoothed LSDV estimation of functional-coefficient panel data models with two-way fixed effects,
Shaymal C. Halder and Emir Malikov, in Economics Letters (2020)
Keywords: Fixed effect; Local linear; LSDV; Semiparametric; Smooth coefficient; Time effect;

Dances with Chinese data: are the reform period Chinese provincial panel data reliable?,
Qichun He, from University Library of Munich, Germany (2011)
Keywords: Technology Diffusion, Convergence Equation, Panel Data, System GMM (Generelized method of moments)

On international spillovers,
Dominique Bianco and Abdou-Aziz Niang, in Economics Letters (2012)
Keywords: Productivity; Spillovers; R&D; Human capital; Common factors;

Nonlinear Panel Data Methods for Dynamic Heterogeneous Agent Models,
Manuel Arellano and Stéphane Bonhomme, in Annual Review of Economics (2017)
Keywords: dynamic models, structural economic models, panel data, unobserved heterogeneity

Autoregressive Models with Sample Selectivity for Panel Data,
Manuel Arellano, Olympia Bover and Jose Labeaga, from Centro de Estudios Monetarios Y Financieros- (1997)
Keywords: SAMPLING ; LABOUR SUPPLY ; WAGES ; MODELS

Discrete Choices with Panel Data,
Manuel Arellano, from Centro de Estudios Monetarios Y Financieros- (2001)
Keywords: PANEL DATA ; DISTRIBUTION ; BINARY CHOICE

WHAT PART OF THE INCOME DISTRIBUTION MATTERS FOR EXPLAINING PROPERTY CRIME? THE CASE OF COLOMBIA,
Jairo Nunez, Fabio Sanchez Torres and François Bourguignon, from Universidad de los Andes, Facultad de Economía, CEDE (2003)
Keywords: Crime economics

Optimal forecasting with heterogeneous panels: a Monte Carlo study,
Lorenzo Trapani and Giovanni Urga, from Department of Management, Information and Production Engineering, University of Bergamo (2006)
Keywords: Panel data; homogeneous, heterogeneous and shrinkage estimators; forecasting; cross dependence; Monte Carlo simulations

Robust likelihood estimation of dynamic panel data models,
Javier Alvarez and Manuel Arellano, in Journal of Econometrics (2022)
Keywords: Autoregressive panel data models; Time series heteroskedasticity; Bias-corrected score; Random effects; Earnings process;

Consistency of the fixed effects Poisson estimator with multiplicative measurement error and unbalanced panels,
Trang Hoang and Jeffrey M. Wooldridge, in Economics Letters (2024)
Keywords: Fixed effects Poisson estimator; Measurement error; Sample selection; Unbalanced panel;

Copula-based bivariate binary response models,
Rainer Winkelmann, from Socioeconomic Institute - University of Zurich (2009)
Keywords: Bivariate probit, binary endogenous regressor, Frank copula, Clayton copula

THE IMPACT OF TRANSPORTATION INFRAESTRUCTURE ON THE COLOMBIAN ECONOMY,
Maria Ramirez-Giraldo, from Banco de la Republica (1999)

Moment Restrictions and Identification in Linear Dynamic Panel Data Models,
Tue Gørgens, Chirok Han and Sen Xue, in Annals of Economics and Statistics (2019)
Keywords: Dynamic Panel Data Models, Fixed Effects, Identification, Generalized Method of Moments, Arellano-Bond Estimator

Testing for the null of block zero restrictions in common factor models,
Chirok Han and Dukpa Kim, in Economics Letters (2020)
Keywords: Structural breaks in factor loadings; Number of factors;

Bias correction for within-group estimation of panel data models with fixed effects and sample selection,
Chirok Han and Goeun Lee, in Economics Letters (2022)
Keywords: Fixed effects; Sample selection; Within-group estimator; Weighted least squares; Pairwise differences;

Heterogeneity and selection in dynamic panel data,
Yuya Sasaki, in Journal of Econometrics (2015)
Keywords: Dynamic panel data; Heterogeneity; Selection; Initial conditions problem;

IV Estimation of Panels with Factor Residuals,
Donald Robertson, Vasilis Sarafidis and James Symons, from University Library of Munich, Germany (2010)
Keywords: Method of Moments, Dynamic Panel Data, Factor Residuals.

Causal Models for Longitudinal and Panel Data: A Survey,
Dmitry Arkhangelsky and Guido Imbens, from National Bureau of Economic Research, Inc (2023)

The dynamics of capital structure: Panel data analysis. Evidence from New High-Tech German Firms,
Pr.Abdelwahed Trabelsi and Imen Bouallegui, from Econometric Society (2004)
Keywords: Capital structure, Optimal leverage, Panel data analysis, Dynamic models, Fixed effects, Random effects, Anderson and Hsiao estimators.

Likelihood Based Inference for amic Panel Data Models,
Gareth M. Thomas and Seung Ahn, from Econometric Society (2004)
Keywords: dynamic panel data mle

Productivity and Economic Growth in Latin America: The Stochastic Production Frontier Approach,
Almir Bittencourt, from Econometric Society (2004)
Keywords: Economic growth; stochastic production frontier; total factor productivity.

Negative variance estimates in panel data models,
Laura Magazzini and Giorgio Calzolari, from University of Verona, Department of Economics (2010)
Keywords: Panel data, random effect estimation, negative variances, maximum likelihood

Moment Conditions and Neglected Endogeneity in Panel Data Models,
Giorgio Calzolari and Laura Magazzini, from University of Verona, Department of Economics (2011)
Keywords: panel data, dynamic model, GMM estimation, endogeneity

On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors,
Yiannis Karavias and Elias Tzavalis, from University Library of Munich, Germany (2012)
Keywords: Panel data models; unit roots; local power functions; serial correlation; incidental trends

Robus Standard Error Estimation in Fixed-Effects Panel Models,
Gabor Kezdi, from University Library of Munich, Germany (2005)
Keywords: Fixed-Effects Panel Models, Serial Correlation, Robust Standard Error Estimation

Models of Productivity in European Union, the USA and Japan,
Xosé Rodríguez and Pilar Exposito, in Applied Econometrics and International Development (2004)
Keywords: productivity models, European productivity, Japan productivity, USA productivity

Analytical bias correction for two-step fixed effects models with copula-distributed errors,
Costanza Naguib, in Economics Letters (2022)
Keywords: Two-step fixed effects; Analytical bias correction; Relative mobility;

A Two-Stage Estimator for Probit Models with Structural Group Effects,
George Borjas and Glenn T. Sueyoshi, from National Bureau of Economic Research, Inc (1993)

Binary Choice Panel Data Models with Predetermined Variables,
Manuel Arellano and Raquel Carrasco, from Centro de Estudios Monetarios Y Financieros- (1996)
Keywords: ECONOMIC MODELS;STATISTICAL ANALYSIS

Cointegration testing in dependent panels with breaks,
Francesca Di Iorio and Stefano Fachin, from University Library of Munich, Germany (2007)
Keywords: Panel cointegration; continuos-path block bootstrap; breaks; Feldstein-Horioka Puzzle

Testing for breaks in cointegrated panels,
Francesca Di Iorio and Stefano Fachin, from University Library of Munich, Germany (2006)
Keywords: Panel cointegration; stationary bootstrap; parameter stability tests

Technical Efficiency of Microfinance Institutions in India- A Stochastic Frontier Approach,
Tariq Masood and Mohd. Izhar Ahmad, from University Library of Munich, Germany (2010)
Keywords: Microfinance Institutions, Technical Efficiency, Stochastic Frontier Method, India

Parametric Binary Choice Models,
Michael Lechner, Stefan Lollivier and Thierry Magnac, from Department of Economics, University of St. Gallen (2005)

Le rôle politique de la dotation globale de fonctionnement,
Touria Jaaidane and Sophie Larribeau, in Revue d'économie politique (2024)
Keywords: Local governments, Inter-governmental transfers, Fiscal equalization, Politics, Regression Discontinuity Design

Modified-likelihood estimation of fixed-effect models for dyadic data,
Koen Jochmans, in SERIEs: Journal of the Spanish Economic Association (2023)
Keywords: Asymptotic bias, Dyadic data, Fixed effects, Undirected random graph

A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors,
Badi Baltagi, Bernard Fingleton and Alain Pirotte, from University Library of Munich, Germany (2018)
Keywords: Panel data; Spatial lag; Error components; Time-space; Dynamic;OLS; Within; GM; Spatial autocorrelation; Direct and indirect effects; Moving average; Prediction; Simulations, Rook contiguity, Interregional trade.

Homogeneous, heterogeneous or shrinkage estimators? Some empirical evidence from French regional gasoline consumption,
Badi Baltagi, Georges Bresson, James M. Griffin and Alain Pirotte, from International Conferences on Panel Data (2002)
Keywords: Panel data; French gasoline demand; Error components; Heterogeneous estimators; Shrinkage estimators

A time-space dynamic panel data model with spatial moving average errors,
Badi Baltagi, Bernard Fingleton and Alain Pirotte, in Regional Science and Urban Economics (2019)
Keywords: Panel data; Spatial lag; Error components; Time-space; Dynamic; OLS; Within; GM; Spatial autocorrelation; Direct and indirect effects; Moving average; Prediction; Simulations; Rook contiguity; Interregional trade;

A Portmanteau Test for Serially Correlated Errors in Fixed Effects Models,
Atsushi Inoue and Gary Solon, from National Bureau of Economic Research, Inc (2005)

Asymptotic Inference in Censored Regression MOdels Revisited,
Chihwa Kao, from Center for Policy Research, Maxwell School, Syracuse University (2001)

Joint LM Test for Homoskedasticity in a One-Way error Component Model,
Badi Baltagi, Georges Bresson and Alain Pirotte, from Center for Policy Research, Maxwell School, Syracuse University (2005)
Keywords: panel data, heteroskedasticity, Lagrange multiplier tests, error components, Monte Carlo simulations

Panel Unit Root Tests and Spatial Dependence,
Badi Baltagi, Georges Bresson and Alain Pirotte, from Center for Policy Research, Maxwell School, Syracuse University (2006)
Keywords: Nonstationarity, panel data, spatial dependence, cross-section correlation, unit root tests

Testing for Heteroskedasticity and Serial Correlation in a Random Effects Panel Data Model,
Badi Baltagi, Byoung Cheol Jung and Seuck Heun Song, from Center for Policy Research, Maxwell School, Syracuse University (2008)
Keywords: Panel data; heteroskedasticity; serial correlation; Lagrange Multiplier tests; likelihood ratio; random effects

Testing the Fixed Effects Restrictions? A Monte Carlo Study of Chamberlain's Minimum Chi-Squared Test,
Badi Baltagi, Georges Bresson and Alain Pirotte, from Center for Policy Research, Maxwell School, Syracuse University (2009)
Keywords: Panel data, fixed effects (FE), random effects (RE), Chamberlain test, minimum chi-squared (MCS), Angrist-Newey test

Testing for Breaks in Cointegrated Panels with Common and Idiosyncratic Stochastic Trends,
Chihwa Kao, Lorenzo Trapani and Giovanni Urga, from Center for Policy Research, Maxwell School, Syracuse University (2011)
Keywords: Structural change, Panel cointegration, Common stochastic trends, Functional Central Limit Theorem.

Economic Growth and Human Capital Accumulation across Countries: Evidence from WAEMU Region,
Ousmane Traoré, in International Advances in Economic Research (2020)
Keywords: Healthcare spending, Gross domestic product, Panel Granger causality, Spatial spillover effects, Maximum likelihood estimates

Detection of Structural Breaks in Linear Dynamic Panel Data Models,
Stefan De Wachter and Elias Tzavalis, from Queen Mary University of London, School of Economics and Finance (2004)
Keywords: Panel data, Structural break, Break detection

Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity,
Chihwa Kao and Yongmiao Hong, from Econometric Society (2004)
Keywords: Conditional heteroskedasticity, Dynamic panel Model, Generalized spectral derivative, Hausman's test, Joint limit asymptotics, Linearity, Martingale.

Testing for Granger non-causality in heterogeneous panels,
Elena Ivona Dumitrescu and Christophe Hurlin, in Economic Modelling (2012)
Keywords: Granger non-causality; Panel data; Wald test;

On bootstrapping panel factor series,
Lorenzo Trapani, in Journal of Econometrics (2013)
Keywords: Bootstrap; Invariance principle; Factor series; Vector AutoRegression; Joint asymptotics;

Unequal spacing in dynamic panel data: Identification and estimation,
Yuya Sasaki and Yi Xin, in Journal of Econometrics (2017)
Keywords: Dynamic panel data; Earnings dynamics; Unequal spacing;

Integrated likelihood based inference for nonlinear panel data models with unobserved effects,
Martin Schumann, Thomas A. Severini and Gautam Tripathi, in Journal of Econometrics (2021)
Keywords: Fixed effects; Integrated likelihood; Nonlinear models; Panel data;

Nonlinear Panel Data Analysis,
Manuel Arellano and Stéphane Bonhomme, in Annual Review of Economics (2011)
Keywords: incidental parameters, unobserved heterogeneity

Convergencia económica regional: el caso de los Departamentos colombianos,
Liliana Franco Vásquez and Josep Raymond, in Revista Ecos de Economía (2009)
Keywords: Crecimiento Económico; Clubs de Convergencia; Concentración

Discrete choices with panel data,
Manuel Arellano, in Investigaciones Economicas (2003)
Keywords: Binary choice, panel data, fixed effects, modifed likelihood, asymptotic corrections

More Efficient Estimation of Multiplicative Panel Data Models in the Presence of Serial Correlation,
Nicholas Brown and Jeffrey Wooldridge, from Economics Department, Queen's University (2023)
Keywords: fixed effects Poisson, serial correlation, optimal instruments, generalized method of moments

Reprint of: Initial conditions and moment restrictions in dynamic panel data models,
Richard Blundell and Stephen Bond, in Journal of Econometrics (2023)
Keywords: Dynamic panel data; Error components; Weak instruments; Initial conditions; GMM;

Does Value-added Tax Revenue Inspire Growth? Evidence from Southern Africa,
Zurika Robinson and Jesse De Beer, in The African Finance Journal (2024)
Keywords: VAT revenue, SADC, Economic growth

Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors,
Alexander Chudik, Kamiar Mohaddes, Mohammad Pesaran and Mehdi Raissi, from Federal Reserve Bank of Dallas (2015)

A parametric test to discriminate between a linear regression model and a linear latent growth model,
Marco Barnabani, from Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti" (2015)
Keywords: Linear Mixed Models; Longitudinal data; Generalized F-distribution; Hypothesis testing.

A Time-Space Dynamic Panel Data Model with Spatial Moving Average Errors,
Badi Baltagi, Bernard Fingleton and Alain Pirotte, from Institute of Labor Economics (IZA) (2018)
Keywords: prediction, moving average, direct and indirect effects, spatial autocorrelation, GM, within, OLS, dynamic, time-space, error components, spatial lag, panel data, simulations, rook contiguity, interregional trade

The Effect of the Minimum Wage When It Really Bites: A Reexamination of the Evidence from Puerto Rico,
Alan Krueger, from Princeton University, Department of Economics, Industrial Relations Section. (1994)
Keywords: workplace, education

Estimating a Censored Dynamic Panel Data Model With an Application to Earnings Dynamics,
Luojia Hu, from Princeton University, Department of Economics, Industrial Relations Section. (2000)
Keywords: panel data, censored regression, earnings dynamics

Heterogeneity in dynamic discrete choice models,
Martin Browning and Jesus Carro, from University of Oxford, Department of Economics (2006)
Keywords: Unobserved Heterogeneity, Heterogeneous Slopes, Fixed Effects, Binary Choice, Panel Data

The Value-added Creation Effect of Global Value Chain Participation: Industry-level Evidence from APEC Member Economies,
Innwon Park and Soonchan Park, from Korea Institute for International Economic Policy (2020)
Keywords: GVC participation; GVC position; value-added creation; smile curve; APEC

Nearly Unbiased Estimation in Dynamic Panel Data Models with Exogenous Variables,
Martin Carree, from Tinbergen Institute (2002)
Keywords: panel data; fixed effects; nearly unbiased estimation

Nearly Unbiased Estimationin Dynamic Panel Data Models,
Martin Carree, from Tinbergen Institute (2002)
Keywords: dynamic panel data; Nickell bias; bias-correction

Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present,
Kazuhiko Hayakawa, from Institute of Economic Research, Hitotsubashi University (2006)
Keywords: Dynamic panel data, many instruments, generalized method of moments estimator, unobservable large heterogeneity

Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects,
Chirok Han and Goeun Lee, from Institute of Economic Research, Korea University (2017)
Keywords: Fixed effects, selection bias correction, efficiency, correlated random effects, pairwise differencing

Bias Reduction by Imputation for Linear Panel Data Models with Nonrandom Missing,
Goeun Lee and Chirok Han, from Institute of Economic Research, Korea University (2018)
Keywords: Attrition, missing, nonresponse, bias-correction, panel data, imputation

Nonlinear panel data methods for dynamic heterogeneous agent models,
Manuel Arellano and Stéphane Bonhomme, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
Keywords: dynamic models, structural economic models, panel data, unobserved heterogeneity.

Nonlinear panel data estimation via quantile regressions,
Manuel Arellano and Stéphane Bonhomme, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
Keywords: Panel data; dynamic models; non-separable heterogeneity; quantile regression; expectation-maximization

The bootstrap and the Edgeworth correction for semiparametric averaged derivatives,
Yoshihiko Nishiyama and Peter Robinson, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2004)

Non-linear models with panel data,
Bo E. Honoré, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002)

Dynamic panel data models: a guide to microdata methods and practice,
Stephen Bond, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2002)

QUASI MAXIMUM-LIKELIHOOD ESTIMATION OF DYNAMIC PANEL DATA MODELS FOR SHORT TIME SERIES,
Robert Phillips, from The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting (2014)
Keywords: random effects; fixed effects; differenced QML; augmented dynamic panel data model

Forecasting the Interindustry Development of the German Economy: The Model I FORGE,
Christian Lutz, Bernd Meyer, Martin Distelkamp and Marc Ingo Wolter, from GWS - Institute of Economic Structures Research (2003)
Keywords: Forecasting, Interindustry Development, German Economy, INFORGE

Global Multisector / Multicountry 3 - E Modelling: From COMPASS to GI FORS,
Bernd Meyer, Christian Lutz and Marc Ingo Wolter, from GWS - Institute of Economic Structures Research (2003)
Keywords: Global Modell, COMPASS, GINFORS, Multisector, Multicountry, environmental policy

Home Team Advantage in the NRL,
Thomas Longden, in Review of Environment, Energy and Economics - Re3 (2014)
Keywords: Sports Economics, Home Team Advantage, Rugby League