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Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models
Chudik, Alexander - 2013
the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …
Persistent link: https://www.econbiz.de/10013071384
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A Generalized Spatial Panel Data Model with Random Effects
Baltagi, Badi H.; Egger, Peter; Pfaffermayr, Michael - 2021
This paper proposes a generalized panel data model with random effects and first-order spatially autocorrelated …
Persistent link: https://www.econbiz.de/10013315861
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The Estimation of Multi-Dimensional Fixed Effects Panel Data Models
Balazsi, Laszlo - 2015
panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and … dynamic autoregressive models. The main results are then generalized for higher dimensional panel data sets as well …
Persistent link: https://www.econbiz.de/10013024591
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Aggregation in Large Dynamic Panels
Pesaran, M. Hashem - 2015
Carlo experiments, where we also study the estimation of the aggregate effects of micro and macro shocks. The paper … findings suggest that dynamic heterogeneity as well as persistent common factors are needed for explaining the observed …
Persistent link: https://www.econbiz.de/10013038262
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EU-Accession Effects on Sectoral Trade : A Helpman-Melitz-Rubinstein Approach with Panel Data
Martínez-Zarzoso, Inmaculada - 2014
EU and OECD countries. The estimation approach accounts for firm heterogeneity and selection bias in a panel …
Persistent link: https://www.econbiz.de/10013049209
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Estimating the Trade and Welfare Effects of Brexit : A Panel Data Structural Gravity Model
Oberhofer, Harald - 2018
This paper proposes a new panel data structural gravity approach for estimating the trade and welfare effects of Brexit … analysis and allows to obtain estimates and confidence intervals which are consistent with structural trade theory. Assuming …
Persistent link: https://www.econbiz.de/10012926575
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The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models
Raymond, Wladimir; Mohnen, Pierre A.; Palm, Franz C.; … - 2021
This paper proposes a method to implement maximum likelihood estimation of the dynamic panel data type 2 and 3 tobit …
Persistent link: https://www.econbiz.de/10013317039
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Forecasting Nonlinear Aggregates and Aggregates with Time-varying Weights
Lütkepohl, Helmut - 2010
Despite the fact that many aggregates are nonlinear functions and the aggregation weights of many macroeconomic aggregates are time-varying, much of the literature on forecasting aggregates considers the case of linear aggregates with fixed, time-invariant aggregation weights. In this study a...
Persistent link: https://www.econbiz.de/10013144208
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Variable Selection and Inference for Multi-Period Forecasting Problems
Pesaran, M. Hashem - 2011
direct forecasts when estimation error is a first-order concern, i.e. in small samples and for long forecast horizons …
Persistent link: https://www.econbiz.de/10012756285
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Public R&D Support and Firms' Performance - A Panel Data Study
Nilsen, Øivind Anti - 2018
We analyse all the major sources of direct and indirect R&D subsidies in Norway in the period 2002-2013 and compare their effects on individual firms' performance. Firms that received support are matched with a control group of firms that did not receive support using a combination of...
Persistent link: https://www.econbiz.de/10012912675