Search Results - subject:"dynamic panel."

Heterogeneity, State Dependence and Health

Halliday, Timothy J - Department of Economics, University of Hawaii-Manoa - 2005

In this paper, we use longitudinal data on Self-Reported Health Status from the Panel Study of Income Dynamics to estimate a model of the evolution of health over the life-cycle. The model allows for two sources of persistence in health: unobserved heterogeneity, which models an individual’s...

Persistent link: https://www.econbiz.de/10005572291

Bringing home the money: what determines worker's remittances to transition countries?

Schrooten, Mechthild - Institute of Economic Research, Hitotsubashi University - 2005

Persistent link: https://www.econbiz.de/10005574116

What are the Determinants of the Capital Structure? Evidence from Switzerland

Drobetz, Wolfgang; Fix, Roger - In: Swiss Journal of Economics and Statistics (SJES) 141 (2005) I, pp. 71-113

dynamic panel model with adjustment costs, we find that Swiss firms tend to maintain target leverage ratios, but the results …

Persistent link: https://www.econbiz.de/10005577831

Estimation and inference in dynamic unbalanced panel-data models with a small number of individuals

Bruno, Giovanni S. F. - In: Stata Journal 5 (2005) 4, pp. 473-500

This article describes a new Stata routine, xtlsdvc, that computes bias-corrected least-squares dummy variable (LSDV) estimators and their boot- strap variance-covariance matrix for dynamic (possibly) unbalanced panel-data models with strictly exogenous regressors. A Monte Carlo analysis is...

Persistent link: https://www.econbiz.de/10005583352

Equities and inequality

Bonfiglioli, Alessandra - Department of Economics and Business, Universitat … - 2005

Most US credit card holders revolve high-interest debt, often combined with substantial (i) asset accumulation by retirement, and (ii) low-rate liquid assets. Hyperbolic discounting can resolve only the former puzzle (Laibson et al., 2003). Bertaut and Haliassos (2002) proposed an...

Persistent link: https://www.econbiz.de/10005772558

Interdependencies in the Dynamics of Firm Entry and Exit

Nyström, Kristina - Centre of Excellence for Science and Innovation … - 2005

employees during the period 1991-2000. A dynamic panel data approach as suggested by Anderson and Hsio (1981) and Arellano and …

Persistent link: https://www.econbiz.de/10005644910

The Intriguing Nexus between Corruption and Capital Account Restrictions

Siemers, Lars; Dreher, Axel - Rheinisch-Westfälisches Institut für … - 2005

The paper develops a theoretical model showing a mutual relationship between corruption and capital account restrictions. According to the model, higher corruption induces stricter restrictions and vice versa. We test the model using panel data for 112 countries over the period 1984–2002 and...

Persistent link: https://www.econbiz.de/10005548354

A Test for Autocorrelation in Dynamic Panel Data Models

Jung, Hosung - Institute of Economic Research, Hitotsubashi University - 2005

This paper presents an autocorrelation test that is applicable to dynamic panel data models with serially correlated … Hi-Stat Discussion Paper Series No.77 A Test for Autocorrelation in Dynamic Panel Data Models …, Tokyo, 186-8603 Japan http://hi-stat.ier.hit-u.ac.jp/ A Test for Autocorrelation in Dynamic Panel Data Models ∗ Hosung …

Persistent link: https://www.econbiz.de/10005783984

Bank-Lending Channel in South Africa: Bank-Level Dynamic Panel Date Analysis

Sichei, Moses M. - Department of Economics, Faculty of Economic and … - 2005

banks when they look for external finance. Utilising dynamic panel estimation methods the study shows that BLC operates in …

Persistent link: https://www.econbiz.de/10005710044

Part-time Work - A Trap for Women`s Careers? An Analysis of the Roles of Heterogeneity and State Dependence

Gregory, Mary; Connolly, Sara - Department of Economics, Oxford University - 2005

Part-time work has been a major area of employment growth for women in the UK over recent decades. Almost half the women in employment now work part-time and two-thirds have worked part-time for some part of their working lives. Part-time employment is welcomed by many women as a means of...

Persistent link: https://www.econbiz.de/10005051101