Search Results - subject:"Panel data model"

The accuracy of inference in small samples of dynamic panel data models

Bun, Maurice J. G.; Kiviet, J. F. - 2001

Through Monte Carlo experiments the small sample behavior is examinedof various inference techniques for dynamic panel data models whenboth the time-series and cross-section dimensions of the data set aresmall. The LSDV technique and corrected versions of it are comparedwith IV and GMM...

Persistent link: https://www.econbiz.de/10011313931

Variation of households<Emphasis Type="Bold">’ car ownership across time: application of a panel data model

Woldeamanuel, Mintesnot; Cyganski, Rita; Schulz, Angelika; … - In: Transportation 36 (2009) 4, pp. 371-387

Persistent link: https://www.econbiz.de/10005004502

GEE estimation of the covariance structure of a bivariate panel data model with an application to wage dynamics and the incidence of profit-sharing in West Germany

Pannenberg, Markus; Spiess, Martin - In: AStA Advances in Statistical Analysis 93 (2009) 4, pp. 427-447

Persistent link: https://www.econbiz.de/10008491508

Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models

Andrews, Donald W.K.; Lu, Biao - Cowles Foundation for Research in Economics, Yale University - 1999

parameter estimation, the paper reports the results of a Monte Carlo experiment on a dynamic panel data model. …

Persistent link: https://www.econbiz.de/10004990691

MODELING COUPON VALUES FOR READY-TO-EAT BREAKFAST CEREALS

Price, Gregory K.; Connor, John M.; Fulton, Joan R. - Agricultural and Applied Economics Association - AAEA - 1999

data model is fitted with data from the breakfast cereal industry. The explanatory variables include own retail price …A theoretical framework is developed to highlight the significant determinants of coupon values. A fixed effects panel …

Persistent link: https://www.econbiz.de/10005806426

Detecting and identifying interventions with the Whittle spectral approach in a long memory panel data model

Chen, Wen-Den - In: Journal of Applied Statistics 35 (2008) 8, pp. 879-892

Whittle maximum likelihood estimator of the panel data model proposed by Chen [W.D. Chen, Testing for spurious regression in a … panel data model with the individual number and time length growing, J. Appl. Stat. 33(88) (2006b), pp. 759-772] is … approach we can quickly detect and identify the type of outliers. A fixed effects panel data model is used, in which the …

Persistent link: https://www.econbiz.de/10005458423

The New Keynesian Phillips Curve Tested on OECD Panel Data

Bjørnstad, Roger; Nymoen, Ragnar - In: Economics - The Open-Access, Open-Assessment E-Journal 2 (2008), pp. 1-18

Using a panel data set for OECD countries we replicate the typical features of the New Keynesian Phillips curve models (NPCs) that have been estimated on country data. While this corroborates the NPC also on the macro panel data set, a different conclusion is reached when we test whether the NPC...

Persistent link: https://www.econbiz.de/10005083019

Forecasting German mortality using panel data procedures

Babel, Bernhard; Bomsdorf, Eckart; Schmidt, Rafael - In: Journal of Population Economics 21 (2008) 3, pp. 541-555

Persistent link: https://www.econbiz.de/10005622281

Causal Relationship between Telecommunications and Economic Growth in China and its Regions

Shiu, Alice; Lam, Pun-Lee - In: Regional Studies 42 (2008) 5, pp. 705-718

Shiu A. and Lam P.-L. Causal relationship between telecommunications and economic growth in China and its regions, Regional Studies. This paper studies the causal relationship between telecommunications development and economic growth of China. Its result indicates that there is a unidirectional...

Persistent link: https://www.econbiz.de/10008603670

The Location of the United States' FDI Under the Share Gravity Model

Mello-Sampayo, Felipa De - In: International Economic Journal 21 (2007) 4, pp. 491-519

This paper examines the geographical distribution of US MNEs FDI using the share gravity model, which adds a competition factor to the classical gravity formulation. The aim is to show that, unlike previous applications of the gravity model to FDI, the share of FDI pertaining to a location is...

Persistent link: https://www.econbiz.de/10005475661