Search Results - subject:"Dynamic Panel Data"

Innovations and Labour Market Institutions: An Empirical Analysis of the Italian Case in the middle 90’s.

Pieroni, Luca; Pompei, Fabrizio - Dipartimento di Economia, Università degli Studi di Perugia - 2005

In this paper a dynamic panel data specification is used to assess the relationship between labour market flexibility …

Persistent link: https://www.econbiz.de/10005649729

Heterogeneity, State Dependence and Health

Halliday, Timothy J - Department of Economics, University of Hawaii-Manoa - 2005

In this paper, we use longitudinal data on Self-Reported Health Status from the Panel Study of Income Dynamics to estimate a model of the evolution of health over the life-cycle. The model allows for two sources of persistence in health: unobserved heterogeneity, which models an individual’s...

Persistent link: https://www.econbiz.de/10005572291

Bringing home the money: what determines worker's remittances to transition countries?

Schrooten, Mechthild - Institute of Economic Research, Hitotsubashi University - 2005

Persistent link: https://www.econbiz.de/10005574116

Estimation and inference in dynamic unbalanced panel-data models with a small number of individuals

Bruno, Giovanni S. F. - In: Stata Journal 5 (2005) 4, pp. 473-500

This article describes a new Stata routine, xtlsdvc, that computes bias-corrected least-squares dummy variable (LSDV) estimators and their boot- strap variance-covariance matrix for dynamic (possibly) unbalanced panel-data models with strictly exogenous regressors. A Monte Carlo analysis is...

Persistent link: https://www.econbiz.de/10005583352

Equities and inequality

Bonfiglioli, Alessandra - Department of Economics and Business, Universitat … - 2005

Most US credit card holders revolve high-interest debt, often combined with substantial (i) asset accumulation by retirement, and (ii) low-rate liquid assets. Hyperbolic discounting can resolve only the former puzzle (Laibson et al., 2003). Bertaut and Haliassos (2002) proposed an...

Persistent link: https://www.econbiz.de/10005772558

Interdependencies in the Dynamics of Firm Entry and Exit

Nyström, Kristina - Centre of Excellence for Science and Innovation … - 2005

employees during the period 1991-2000. A dynamic panel data approach as suggested by Anderson and Hsio (1981) and Arellano and …

Persistent link: https://www.econbiz.de/10005644910

A Test for Autocorrelation in Dynamic Panel Data Models

Jung, Hosung - Institute of Economic Research, Hitotsubashi University - 2005

This paper presents an autocorrelation test that is applicable to dynamic panel data models with serially correlated … Hi-Stat Discussion Paper Series No.77 A Test for Autocorrelation in Dynamic Panel Data Models …, Tokyo, 186-8603 Japan http://hi-stat.ier.hit-u.ac.jp/ A Test for Autocorrelation in Dynamic Panel Data Models ∗ Hosung …

Persistent link: https://www.econbiz.de/10005783984

The Political Economy of the German Länder Deficits

Jochimsen, Beate; Nuscheler, Robert - Fachbereich Wirtschaftswissenschaft, Freie Universität … - 2005

from the literature on the political economy of public expenditures and public deficits. Estimating a dynamic panel data …

Persistent link: https://www.econbiz.de/10008533661

Estimation and inference in dynamic unbalanced panel data models with a small number of individuals

Bruno, Giovanni S.F. - KITeS, Centre for Knowledge, Internationalization and … - 2005

This study describes a new Stata routine that computes bias-corrected LSDV estimators and thier bootstrap variance-covariance matrix for dynamic (possibly) unbalanced panel data models. A Monte Carlo analysis is carried out to evaluate the finite-sample performance of the bias corrected LSDV...

Persistent link: https://www.econbiz.de/10005169692

Estimation and Inference in Panel Structure Models

Sun, Yixiao X - Department of Economics, University of California-San … - 2005

This paper proposes and implements a tractable approach to detect group structure in panel data. The mechanism works by means of a panel structure model, which assumes that individuals form a number of homogeneous groups in a heterogeneous population. Within each group, the (linear) regression...

Persistent link: https://www.econbiz.de/10010536398