Search Results - subject:"Dynamic Panel Data"

A panel data analysis on FDI and exports

Falk, Martin; Hake, Mariya - 2008

The present paper investigates the link between exports and the outward FDI stock using a panel of industries and seven EU countries for the period 1973-2004. In particular, we use the panel causality tests developed by Holtz-Eakin, Newey, and Rosen (1988). Estimates using system GMM estimators...

Persistent link: https://www.econbiz.de/10011392132

Determinants of the Effective Tax Rate in the BRIC Countries

Fernández-Rodríguez, Elena; Martínez-Arias, Antonio - In: Emerging Markets Finance and Trade 50 (2014) 03, pp. 214-228

apply the generalized method of moments estimator for dynamic panel data. The results show that the ETR for one year depends …

Persistent link: https://www.econbiz.de/10011094384

Does the Internet increase labor productivity? Evidence from a cross-country dynamic panel

Najarzadeh, Reza; Rahimzadeh, Farzad; Reed, Michael - In: Journal of Policy Modeling 36 (2014) 6, pp. 986-993

this paper we apply a Dynamic Panel Data approach to study the impact of the Internet on labor productivity using data from …

Persistent link: https://www.econbiz.de/10011117255

Trade and labor demand in an emerging market economy: an analysis for Indian manufacturing during 1991-2010

Das, Simontini; Raychaudhuri, Ajitava; Roy, Saikat Sinha - In: Journal of Developing Areas 48 (2014) 3, pp. 353-379

to 2010 using dynamic panel data estimation methods. The estimates show that exports have a positive impact on aggregate …

Persistent link: https://www.econbiz.de/10011213002

A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root

Westerlund, Joakim; Norkute, Milda - Nationalekonomiska Institutionen, Ekonomihögskolan - 2014

) proposes a new factor analytic (FA) method to the estimation of dynamic panel data models, which has the unique and very useful …

Persistent link: https://www.econbiz.de/10011241611

Testing a linear dynamic panel data model against nonlinear alternatives

Lee, Yoon-Jin - In: Journal of Econometrics 178 (2014) P1, pp. 146-166

this paper, a new class of residual-based tests is proposed for checking the validity of dynamic panel data models with … mean of a dynamic panel data model, including functional form and lag misspecification. They check a large number of lags …

Persistent link: https://www.econbiz.de/10010730138

On the determinants of renewable energy consumption: International evidence

Omri, Anis; Nguyen, Duc Khuong - In: Energy 72 (2014) C, pp. 554-560

Over recent years, renewable energy sources have emerged as an important component of world energy consumption. Little is however known about the determinants of renewable energy consumption. This article tackles this issue for a global panel consisting of 64 countries over the period...

Persistent link: https://www.econbiz.de/10010809115

A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models

Norkute, Milda - In: Economics Letters 123 (2014) 3, pp. 348-351

-effects dynamic panel data models, which has the unique and very useful property that it is asymptotically bias free. In this paper we …

Persistent link: https://www.econbiz.de/10010776634

Generalized dynamic panel data models with random effects for cross-section and time

Mesters, G.; Koopman, S.J. - In: Journal of Econometrics 180 (2014) 2, pp. 127-140

dimensions. We evaluate the method in an extended Monte Carlo study for dynamic panel data models with observations from … panel data model with unobserved random individual-specific and time-varying effects. We propose an estimation procedure …An exact maximum likelihood method is developed for the estimation of parameters in a nonlinear non-Gaussian dynamic …

Persistent link: https://www.econbiz.de/10010776911

Diversification, multimarket contacts and profits in the leasing industry

Degl’Innocenti, Marta; Girardone, Claudia; Torluccio, … - In: Journal of International Financial Markets, … 31 (2014) C, pp. 231-252

This paper examines the competitive dynamics and multimarket characteristics of the Italian leasing industry. We employ a GMM-system estimator for dynamic panel analysis using a unique dataset over 2002–2008. Our main findings suggest that there is no evidence of tacit collusion in the Italian...

Persistent link: https://www.econbiz.de/10010784959