Search Results - subject:"Dynamic Panel Data"

Testing for Competition in the Russian Banking Sector within Panzar-Rosse approach: theoretical and empirical framework

Mamonov, Mikhail - In: Applied Econometrics 20 (2010) 4, pp. 3-27

This paper investigates the influence of both concentration and foreign banks expansion in Russian banking sector on the level of its competition. The estimation of competition is based on widely used non-structural methodology of Panzar-Rosse H-statistic (Rosse, Panzar, 1977; Panzar, Rosse, 1987)...

Persistent link: https://www.econbiz.de/10009018296

What (if anything) do satisfaction scores tell us about the intertemporal change in living conditions?

Wunder, Christoph; Schwarze, Johannes - 2010

Study (SOEP), the estimation of a dynamic panel data model provides evidence that adaptation takes place within a relatively …

Persistent link: https://www.econbiz.de/10008825528

Three Essays on Dynamic Panel Data Estimation

Eryuruk, Gunce - 2009

This dissertation consists of three essays, first two of which consider a new estimation method of dynamic panel data …) estimation of dynamic panel data models, which provide great flexibility to empirical researchers. EL estimation method is shown … reliable. In the final essay (Chapter 3) we consider an application of dynamic panel data models to examine the determinants of …

Persistent link: https://www.econbiz.de/10009431178

Determinants of the use of debt and leasing in UK corporate financing decisions

Dzolkarnaini, Mohd Nazam - 2009

methods, namely cross-sectional pooled regression, static and dynamic panel data regression, and quantile regression to … decisions are the same for all firms in the economy is clearly unrealistic.Using the dynamic panel data model, this thesis …

Persistent link: https://www.econbiz.de/10009465980

Capital structure and regulation in US local telephony: an exploratory econometric study

Resende, Marcelo - 2009

) and gross investment (INV) in physical capital. The evidence accruing from a dynamic panel data estimation indicates an …

Persistent link: https://www.econbiz.de/10010265976

Health inequality over the life-cycle

Halliday, Timothy J. - 2009

We investigate the evolution of health inequality over the life-course. Health is modeled as a latent variable that is determined by three factors: endowments, and permanent and transitory shocks. We employ Simulated Minimum Distance and the Panel Study of Income Dynamics to estimate the model....

Persistent link: https://www.econbiz.de/10010269461

Dynamics of poor health and non-employment

Haan, Peter; Myck, Michał - 2009

While there is little doubt that the probability of poor health increases with age, and that less healthy people face a more difficult situation on the labour market, the precise relationship between facing the risks of health deterioration and labour market instability is not well understood....

Persistent link: https://www.econbiz.de/10010276048

Panel VAR models with spatial dependence

Mutl, Jan - 2009

I consider a panel vector-autoregressive model with cross-sectional dependence of the disturbances characterized by a spatial autoregressive process. I propose a three-step estimation procedure. Its first step is an instrumental variable estimation that ignores the spatial correlation. In the...

Persistent link: https://www.econbiz.de/10010293989

A solution to the problem of too many instruments in dynamic panel data GMM

Mehrhoff, Jens - 2009

The well-known problem of too many instruments in dynamic panel data GMM is dealt with in detail in Roodman (2009 …

Persistent link: https://www.econbiz.de/10010299478

A solution to the problem of too many instruments in dynamic panel data GMM

Mehrhoff, Jens - 2009

The well-known problem of too many instruments in dynamic panel data GMM is dealt with in detail in Roodman (2009 …

Persistent link: https://www.econbiz.de/10010300222