Search Results - subject:"First difference"

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

wherein unobserved individual effects are removed by the forward orthogonal deviation or the first difference. The simulation … that transformed by the first difference. …

Persistent link: https://www.econbiz.de/10008563121

Is there Complete, Partial, or No Recovery from Childhood Malnutrition? Empirical Evidence from Indonesia

Mani, Subha - Economics Department, Fordham University - 2008

health status is 0.53, it is only 0.23 in a first-difference GMM framework, indicating an upward bias in the OLS parameter … than a well-nourished child. The first-difference GMM estimation strategy used here is especially attractive as it relies …

Persistent link: https://www.econbiz.de/10005627231

Estimating autocorrelations in the presence of deterministic trends

Wang, Shin-Huei; Hafner, Christian - Center for Operations Research and Econometrics (CORE), … - 2008

This paper considers the impact of ordinary least squares (OLS) detrending and the first difference (FD) detrending on …

Persistent link: https://www.econbiz.de/10005043094

Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - Center for Policy Research, Maxwell School - 2007

squares, fixed effects, first-difference, and generalized least squares (GLS) estimators when both T and n are large. We show …

Persistent link: https://www.econbiz.de/10005698360

A nonlinear relationship : unemployment and economic growth (Construction Sector) in Spain ; 1995.1 - 2012.2

Loría, Eduardo; Salas, Emmanuel - In: International advances in economic research : IAER ; an … 20 (2014) 4, pp. 439-453

Persistent link: https://www.econbiz.de/10010532656

A Nonlinear Relationship: Unemployment and Economic Growth (Construction Sector) in Spain, 1995.1–2012.2

Loría, Eduardo; Salas, Emmanuel - In: International Advances in Economic Research 20 (2014) 4, pp. 439-453

<Para ID="Par1">A quadratic version of the first-difference Okun’s Law model was estimated for Spain (1995.Q1-2012.Q2 …

Persistent link: https://www.econbiz.de/10011155153

Estimation of Japanese price elasticities of residential electricity demand : 1990 - 2007

Okajima, Shigeharu; Okajima, Hiroko - In: Energy economics 40 (2013), pp. 433-440

Persistent link: https://www.econbiz.de/10010351671

Estimation of Japanese price elasticities of residential electricity demand, 1990–2007

Okajima, Shigeharu; Okajima, Hiroko - In: Energy Economics 40 (2013) C, pp. 433-440

This paper estimates elasticities of Japanese residential price electricity from 1990 to 2007. The first difference …

Persistent link: https://www.econbiz.de/10010718776

First difference maximum likelihood and dynamic panel estimation

Han, Chirok; Phillips, Peter C.B. - In: Journal of Econometrics 175 (2013) 1, pp. 35-45

First difference maximum likelihood (FDML) seems an attractive estimation methodology in dynamic panel data modeling …

Persistent link: https://www.econbiz.de/10011052217

Quarterly Real GDP Estimates for China and ASEAN4 with a Forecast Evaluation

Abeysinghe, Tilak; Rajaguru, Gulasekaran - Department of Economics, National University of Singapore - 2003

The growing affluence of the East and Southeast Asian economies has come about through a substantial increase in their economic links with the rest of the world, the OECD economies in particular. Econometric studies that try to quantify these links face a severe shortage of high frequency time...

Persistent link: https://www.econbiz.de/10005481461