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GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Revised version of CentER DP 2011-134)

Cizek, Pavel; Jacobs, J.; Ligthart, J.E.; Vrijburg, H. - Tilburg University, Center for Economic Research - 2015

The three-step generalized methods of moments (GMM) approach of Kapoor, Kelejian and Prucha (2007), which corrects for spatially correlated errors in static panel data models, is extended by introducing fixed effects, a spatial lag, and a one-period lag of the dependent variable as additional...

Persistent link: https://www.econbiz.de/10011144455

GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)

Cizek, Pavel; Jacobs, J.P.A.M.; Ligthart, J.E.; Vrijburg, H. - Tilburg University, Center for Economic Research - 2011

We extend the three-step generalized methods of moments (GMM) approach of Kapoor et al. (2007), which corrects for spatially correlated errors in static panel data models, by introducing a spatial lag and a one-period lag of the dependent variable as additional explanatory variables. Combining...

Persistent link: https://www.econbiz.de/10011124438

Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors

Jacobs, J.P.A.M.; Ligthart, J.E.; Vrijburg, H. - Tilburg University, Center for Economic Research - 2009

We extend the three-step generalized methods of moments (GMM) approach of Kapoor, Kelejian, and Prucha (2007), which corrects for spatially correlated errors in static panel data models, by introducing a spatial lag and a one-period lag of the dependent variable as additional explanatory...

Persistent link: https://www.econbiz.de/10011090432

Do the rich stay unemployed longer? An empirical study for the U.K

Stancanelli, E.G.F. - Tilburg University, Center for Economic Research - 1997

This paper investigates the impact of individual asset holdings on the probability of leaving unemployment. According … to the theory, higher levels of financial wealth will result in higher reservation wages and longer unemployment … out of unemployment. In particular, negative levels of wealth increase significantly the hazard of leaving unemployment …

Persistent link: https://www.econbiz.de/10011090674

Unemployment and endogenous growth

Schaik, Ton van; de Groot, H.L.F. - Tilburg University, Center for Economic Research - 1995

among firms affects simultaneously growth and unemployment. On the one hand, an increase of the elasticity of substitution …

Persistent link: https://www.econbiz.de/10011092234

Economic Assimilation and Outmigration of Immigrants in West-Germany

Bellemare, C. - Tilburg University, Center for Economic Research - 2003

By analyzing earnings of observed immigrants workers, the literature on the economic assimilation of immigrants has generally overlooked two potentially important selectivity issues.First, earnings of immigrant workers may di¿er substantially from those of non-workers.Second, earnings of...

Persistent link: https://www.econbiz.de/10011092252