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Chapter 62 A Practitioner's Approach to Estimating Intertemporal Relationships Using Longitudinal Data: Lessons from Applications in Wage Dynamics
MaCurdy, Thomas - In: Handbook of econometrics : volume 6A, (pp. 4057-4167). 2007
offer a general apparatus for estimating parameters of panel-data specifications, though one must introduce a series of … Panel Study of Income Dynamics. …
Persistent link: https://www.econbiz.de/10014024953
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Moment Restrictions for Nonlinear Panel Data Models with Feedback
Bonhomme, Stéphane; Dano, Kevin; Graham, Bryan S. - National Bureau of Economic Research - 2025
Many panel data methods, while allowing for general dependence between covariates and time-invariant agent … panel data models and present constructive methods to derive feasible moment-based estimators for specific models. We also …
Persistent link: https://www.econbiz.de/10015421917
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Consistent estimation of linear panel data models with measurement error
Meijer, Erik; Spierdijk, Laura; Wansbeek, Tom - In: Journal of econometrics 200 (2017) 2, pp. 169-180
Persistent link: https://www.econbiz.de/10011917166
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Using Multiple Outcomes to Adjust Standard Errors for Spatial Correlation
Della Vigna, Stefano; Imbens, Guido; Kim, Woojin; … - National Bureau of Economic Research - 2025
Empirical research in economics often examines the behavior of agents located in a geographic space. In such cases, statistical inference is complicated by the interdependence of economic outcomes across locations. A common approach to account for this dependence is to cluster standard errors...
Persistent link: https://www.econbiz.de/10015398168
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Chapter 7. Endogeneity in Empirical Corporate Finance 1
Roberts, Michael R.; Whited, Toni M. - 2013
instrumental variables, difference-in-differences estimators, regression discontinuity design, matching methods, panel data methods …
Persistent link: https://www.econbiz.de/10014025557
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A GMM-based test for normal disturbances of the Heckman sample selection model
Pfaffermayr, Michael - In: Econometrics : open access journal 2 (2014) 4, pp. 151-168
The Heckman sample selection model relies on the assumption of normal and homoskedastic disturbances. However, before considering more general, alternative semiparametric models that do not need the normality assumption, it seems useful to test this assumption. Following Meijer and Wansbeek...
Persistent link: https://www.econbiz.de/10010417177
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Chapter 4 The new empirics of economic growth
Durlauf, Steven N.; Quah, Danny T. - In: Handbook of macroeconomics : volume 1, part A, (pp. 235-308). 1999
We provide an overview of recent empirical research on patterns of cross-country growth. The new empirical regularities considered differ from earlier ones, e.g., the well-known Kaldor stylized facts. The new research no longer makes production function accounting a central part of the analysis....
Persistent link: https://www.econbiz.de/10014024246
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A note on the estimation of long-run relationships in panel equations with cross-section linkages
Di Iorio, Francesca; Fachin, Stefano - 2012
. -- panel cointegration ; fully modified ordinary least squares ; fully modified seemingly unrelated regression ; dynamic …
Persistent link: https://www.econbiz.de/10009544380
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Analysis of multiple long run relations in panel data models with applications to financial ratio
Chudik, Alexander; Pesaran, M. Hashem; Smith, Ron - 2025
This paper provides a new methodology for the analysis of multiple long run relations in panel data models where the … cross section dimension, n, is large relative to the time series dimension, T. For panel data models with large n … approach is illustrated with an application to key financial variables using an unbalanced panel of US firms from merged CRSP …
Persistent link: https://www.econbiz.de/10015409539
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The effect of round-off error on long memory processes
La Spada, Gabriele; Lillo, Fabrizio - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 4, pp. 445-482
Persistent link: https://www.econbiz.de/10010461206