Search Results - subject:"dynamic panel data models"

Do supplementary jobs for welfare recipients increase the chance of welfare exit? : evidence from Germany

Mosthaf, Alexander; Schank, Thorsten; Schwarz, Stefan - 2021

Welfare recipients in Germany are allowed to take up supplementary jobs while receiving welfare. The possibility of having a supplementary job was introduced to reduce welfare dependency and facilitate successful labor market integration. In the present study, we use the German Panel Study...

Persistent link: https://www.econbiz.de/10012507306

The factor analytical approach in trending near unit root panels

Norkutė, Milda; Westerlund, Joakim; Stauskas, Ovidijus - 2021

Persistent link: https://www.econbiz.de/10012601025

Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction

Han, Chirok; Kim, Hyoungjong - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2589-2610

Persistent link: https://www.econbiz.de/10014329002

Dynamic firm performance and estimator choice : a comparison of dynamic panel data estimators

Cave, Joshua; Chaudhuri, Kausik; Kumbhakar, Subal - In: European journal of operational research : EJOR 307 (2023) 1, pp. 447-467

Persistent link: https://www.econbiz.de/10014293030

Determinants of corporate governance disclosure : evidence from an emerging market

Ronoowah, Rishi Kapoor; Seetanah, Boopen - In: Journal of accounting in emerging economies : JAEE 13 (2023) 1, pp. 135-166

Persistent link: https://www.econbiz.de/10013536242

Regional persistence of the energy efficiency gap : evidence from England and Wales

Huaccha, Gissell - In: Energy economics 127 (2023) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10014487409

Human capital formation and economic growth across the world : a panel data econometric approach

Cuevas Ahumada, Víctor Manuel; Calderón Villarreal, … - In: Economía, sociedad y territorio 20 (2020) 62, pp. 25-54

Persistent link: https://www.econbiz.de/10012268208

Uniform inference in panel autoregression

Chao, John C.; Phillips, Peter C. B. - In: Econometrics 7 (2019) 4, pp. 1-28

This paper considers estimation and inference concerning the autoregressive coefficient (p) in a panel autoregression for which the degree of persistence in the time dimension is unknown. Our main objective is to construct confidence intervals for p that are asymptotically valid, having...

Persistent link: https://www.econbiz.de/10012696260

Uniform inference in panel autoregression

Chao, John C.; Phillips, Peter C. B. - In: Econometrics : open access journal 7 (2019) 4/45, pp. 1-28

Persistent link: https://www.econbiz.de/10012160749

Estimation and specification testing of panel data modelswith non-ignorable persistent heterogeneity, contemporaneous and intertemporal simultaneity, and observable and unobservable dynamics

Hajivassiliou, Vassilis Argyrou - 2019

Persistent link: https://www.econbiz.de/10012491681