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Consistency in estimation and model selection of dynamic panel data models with fixed effects

Li, Guangjie - In: Econometrics : open access journal 3 (2015) 3, pp. 494-524

We examine the relationship between consistent parameter estimation and model selection for autoregressive panel data …

Persistent link: https://www.econbiz.de/10011297557

Duernecker, Georg; Meyer, Moritz; Vega-Redondo, Fernando - 2014

In this paper, we propose a new approach to represent a country's outward orientation. Prior work mostly uses indicators of aggregate trade intensity, trade policy or trade restrictiveness. Our approach offers a broader perspective as it measures a country's level of integration not only by its...

Persistent link: https://www.econbiz.de/10011490412

Current account benchmarks for central and eastern Europe : a desperate search?

Chudik, Alexander; Dieppe, Alistair - 2009

sustainability approach á la Lane and Milesi-Ferretti (LM) versus the structural current accounts literature (SCA) based on panel … a medium term horizon. -- Current account ; capital flows ; financial integration ; central and eastern Europe ; panel …

Persistent link: https://www.econbiz.de/10003826590

Robust linear static panel data models using ε-contamination

Baltagi, Badi H.; Bresson, Georges; Chaturvedi, Anoop; … - 2014

The paper develops a general Bayesian framework for robust linear static panel data models using ε-contamination. A two … performance of our estimator relative to classic panel estimators using data on earnings and crime. …

Persistent link: https://www.econbiz.de/10010440546

A bayesian approach to model-based clustering for panel probit models

Aßmann, Christian; Boysen-Hogrefe, Jens - 2009

latent heterogeneity for panel probit models. Within a Bayesian framework an estimation algorithm dealing with the inherent … ; MCMC Methods ; Panel Probit Model ; Mixture Modelling …

Persistent link: https://www.econbiz.de/10003828216

A Bayesian approach to identifying and interpreting regional convergence clubs in Europe

Fischer, Manfred M.; Lesage, James P. - 2012

step involves identifying the number and composition of clubs using a space-time panel data model for annual income growth … rates in conjunction with Bayesian model comparison methods. A second step uses a Bayesian space-time panel data model to …

Persistent link: https://www.econbiz.de/10011518150

A Bayesian space-time approach to identifying and interpreting regional convergence clubs in Europe

Fischer, Manfred M.; Lesage, James P. - 2013

-time dynamic panel relationship between growth rates and initial levels of income as well as endowments of physical, knowledge and … step uses the club assignments in a dynamic space-time panel data model to assess long-run dynamic direct and spillover …

Persistent link: https://www.econbiz.de/10011685263

Bayesian treatments for panel data stochastic frontier models with time varying heterogeneity

Liu, Junrong; Sickles, Robin C.; Tsionas, Efthymios G. - In: Econometrics : open access journal 5 (2017) 3, pp. 1-21

This paper considers a linear panel data model with time varying heterogeneity. Bayesian inference techniques organized …

Persistent link: https://www.econbiz.de/10011711007

Infections, accidents and nursing overtime in a neonatal intensive care unit : a Bayesian semiparametric panel data logit model

Beltempo, Marc; Bresson, Georges; Etienne, Jean-Michel; … - 2020

using a sample of 3,979 neonates which represents over 84,846 observations (infant/days). We use a semiparametric panel data …

Persistent link: https://www.econbiz.de/10012193281

Density forecasts in panel data models : a semiparametric Bayesian perspective

Liu, Laura - 2018

This paper constructs individual-specific density forecasts for a panel of firms or households using a dynamic linear … model with common and heterogeneous coefficients and cross-sectional heteroskedasticity. The panel considered in this paper …

Persistent link: https://www.econbiz.de/10011932215