Search Results - subject:"Dynamic Panel Data Model"

A Correction Function Approach to Solve the Incidental Parameter Problem

LI, Guangjie; Leon-Gonzalez, Roberto - Economics Section, Cardiff Business School - 2009

Following Lancaster (2002), we propose a strategy to solve the incidental parameter problem. The method is demonstrated under a simple panel Poisson count model. We also extend the strategy to accomodate cases when information orthogonality is unavailable, such as the linear AR(p) panel model....

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005036278

Panel VAR Models with Spatial Dependence

Mutl, Jan - Department of Economics and Finance Research and … - 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://ebvufind01.dmz1.zbw.eu/10005052109

First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study

Hayakawa, Kazuhiko - In: Economics Bulletin 29 (2009) 3, pp. 2008-2017

This paper compares the performances of the generalized method of moments (GMM) estimator of dynamic panel data model …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008563121

Asymmetric impact of public debt on economic growth in selected EU countries

Šuliková, Veronika; Djukic, Mihajlo; Gazda, Vladimír; … - In: Ekonomický časopis : časopis pre ekonomickú … 63 (2015) 9, pp. 944-958

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011455109

On quasi maximum-likelihood estimation of dynamic panel data models

Phillips, Robert F. - In: Economics letters 137 (2015), pp. 91-94

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011436252

Trade liberalization and relative employment : further evidence from Tunisia

Charfeddine, Lanouar; Mrabet, Zouhair - In: Eurasian business review 5 (2015) 1, pp. 173-202

There are increasing studies that address the skill upgrading in developing countries. The theoretical analyses yield different results about which factors affect skill upgrading. The impact of trade openness and technology transfer on the relative demand for skilled labor remains a puzzle, the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011631016

How does bank capital affect bank profitability and risk? : evidence from China's WTO accession

Lee, Chien-Chiang; Ning, Shao-Lin; Lee, Chi-Chuan - In: China & world economy 23 (2015) 4, pp. 19-39

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011346330

An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia

McAleer, Michael; Chang, Chia-Lin; Huang, Huang, B-W.; … - Faculteit der Economische Wetenschappen, Erasmus … - 2008

This paper compares the impacts of SARS and human deaths arising from Avian Flu on international tourist arrivals to Asia. The effects of SARS and human deaths from Avian Flu will be compared directly according to human deaths. The nature of the short run and long run relationship is examined...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010837863

An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia

McAleer, M.J.; Huang, B-W.; Kuo, H-I.; Chen, C-C.; … - Erasmus University Rotterdam, Econometric Institute - 2008

of SARS. Keywords: SARS, Avian Flu, International Tourism, Static Fixed Effects Model, Dynamic Panel Data Model … from Avian Flu. 4.2 Linear Dynamic Model We also estimate a dynamic panel data model, specifically a linear …), "Inbound International Tourism to the Canary Islands: a Dynamic Panel Data Model", Tourism Management, 27(2), 281-291. Garín …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005056579

Testing a linear dynamic panel data model against nonlinear alternatives

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

mean of a dynamic panel data model, including functional form and lag misspecification. They check a large number of lags …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010730138