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Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects
Lechner, Michael; Laisney, François - 2002
We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel …
Persistent link: https://www.econbiz.de/10010297847
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How Do Banks Determine Capital? Empirical Evidence for Germany
Weber, Martin; Kleff, Volker - 2003
and 2001 provided by the Deutsche Bundesbank, we apply the generalised method of moments (GMM) within a dynamic panel data …
Persistent link: https://www.econbiz.de/10010297333
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How Do Banks Determine Capital? Empirical Evidence for Germany
Weber, Martin; Kleff, Volker - Zentrum für Europäische Wirtschaftsforschung (ZEW) - 2003
and 2001 provided by the Deutsche Bundesbank, we apply the generalised method of moments (GMM) within a dynamic panel data …
Persistent link: https://www.econbiz.de/10005098092
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Determination of Potential Growth Using Panel Techniques
Kappler, Marcus - 2004
employs a panel data technique is used. This estimator is suited for integrated annual macroeconomic panel data sets to … explains the concept of panel unit roots and panel cointegration and introduces the underlying empirical approach. Next …
Persistent link: https://www.econbiz.de/10010297400
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Panel Tests for Unit Roots in Hours Worked
Kappler, Marcus - 2006
. For these purposes, panel unit root tests are employed to improve power against univariate counterparts. Since cross … section correlation is a distinct feature of the underlying panel data, results are based on various second generation panel …
Persistent link: https://www.econbiz.de/10010297530
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Continuous Training and Firm Productivity in Germany
Zwick, Thomas - 2002
This paper presents for the first time panel evidence on the productivity effects of training intensity and different … establishments as well as omitted variable bias. Using the waves 1997 – 2000 of the IAB establishment panel, it is found that when …
Persistent link: https://www.econbiz.de/10010297923
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The labour share of income: Heterogeneous causes for parallel movements?
Hogrefe, Jan; Kappler, Marcus - 2010
as well as pooled mean group and mean group estimators, the latter in a dynamic heterogeneous panel framework. We find … support for a dynamic estimation setup and derive statements regarding the homogeneity assumption with respect to the three …
Persistent link: https://www.econbiz.de/10010300382
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Why do financial market experts misperceive future monetary policy decisions?
Schmidt, Sandra; Nautz, Dieter - 2010
panel random coefficient model, we show that financial experts have systematically misperceived the ECB's interest rate rule …
Persistent link: https://www.econbiz.de/10010300740
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A Bayesian approach to determine the impact of institutions on the unemployment rate
Sachs, Andreas - 2010
problems, is overcome by adopting a Bayesian Model Averaging approach. I apply this method to a panel data set that covers 17 … applying an instrumental variable estimation approach. …
Persistent link: https://www.econbiz.de/10010301689
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Multifaktormodelle zur Erklärung deutscher Aktienrenditen: eine empirische Analyse
Stehle, Richard; Schulz, Anja; Schröder, Michael; … - 2003
Dieses Papier untersucht, inwieweit Multifaktormodelle nach Fama/French (1993) am deutschen Aktienmarkt die zeitliche Streuung von Renditen abbilden und Portfolio-Renditen im Querschnitt erklären können. Analog zu vergleichbar angelegten Studien am US-amerikanischen, kanadischen und britischen...
Persistent link: https://www.econbiz.de/10010297296