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Forecasting global FDI : a panel data approach

Vujanovic, Nina; Casella, Bruno; Bolwijn, Richard - In: Transnational corporations : investment and development 28 (2021) 1, pp. 97-125

Persistent link: https://www.econbiz.de/10012666192

Parameter estimation and forecasting for multiplicative lognormal cascades

Leövey, Andrés E.; Lux, Thomas - 2011

We study the well-known multiplicative Lognormal cascade process in which the multiplication of Gaussian and Lognormally distributed random variables yields time series with intermittent bursts of activity. Due to the non-stationarity of this process and the combinatorial nature of such a...

Persistent link: https://www.econbiz.de/10009389845

Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables

Galata, Robert (ed.); Schneeweiß, Hans (honouree); … - 1998

between 1959 and 1965. Following his Habilitation in 1964, he was appointed to the chair of Statistics and Econometrics at the … Department of Statistics of the University of Waterloo, Canada, in 1970/71. He has been a full professor of Econometrics and … work he has published outstanding, original articles on econometrics and statistics. To give an ex ample, it is his …

Persistent link: https://www.econbiz.de/10000655961

The difference, system and 'double-d GMM panel estimators in the presence of structural breaks

Chowdhury, Rosen Azad; Russell, Bill - 2012

Persistent link: https://www.econbiz.de/10009620285

Estimating dynamic panel models : backing out the Nickell bias

Hausman, Jerry A.; Pinkovskiy, Maxim L. - 2017

We propose a novel estimator for the dynamic panel model, which solves the failure of strict exogeneity by calculating the bias in the first-order conditions as a function of the autoregressive parameter and solving the resulting equation. We show that this estimator performs well as compared...

Persistent link: https://www.econbiz.de/10011742410

Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances

Catania, Leopoldo - 2016

recent advancements in Score Driven (SD) models typically used in time series econometrics. In particular, we allow for time …

Persistent link: https://www.econbiz.de/10012995787

Estimating a Censored Dynamic Panel Data Model with an Application to Earnings Dynamics

Hu, Luojia - 2000

This paper proposes a method for estimating a censored panel data model with a lagged latent dependent variable and individual-specific fixed effects. The main insight is to trim observations in such a way that a certain symmetry, which was destroyed by censoring, is restored. Based on the...

Persistent link: https://www.econbiz.de/10014159622

A two sample size estimator for large data sets

O'Connell, Martin; Smith, Howard; Thomassen, Oyvind - 2023

Persistent link: https://www.econbiz.de/10013557376

Efficient GMM estimation of a Cliff and Ord panel data model with random effects

Piras, Gianfranco - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 370-388

Persistent link: https://www.econbiz.de/10010202700

Estimation of linear dynamic panel data models with time-invariant regressors

Kripfganz, Sebastian; Schwarz, Claudia - 2013 - This Version: May 6, 2013

This paper considers estimation methods and inference for linear dynamic panel data models with unit-specific heterogeneity and a short time dimension. In particular, we focus on the identification of the coefficients of time-invariant variables in a dynamic version of the Hausman and Taylor...

Persistent link: https://www.econbiz.de/10009775613