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Identification and (Fast) Estimation of Large Nonlinear Panel Models with Two-Way Fixed Effects
Mugnier, Martin; Wang, Ao - 2022
We study a nonlinear two-way fixed effects panel model that allows for unobserved individual heterogeneity in slopes …
Persistent link: https://www.econbiz.de/10014078902
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Accounting for nonlinearity, asymmetry, heterogeneity, and cross-sectional dependence in energy modeling : US state-level panel analysis
Liddle, Brantley - In: Economies : open access journal 5 (2017) 3, pp. 1-11
This paper provides an example of several modeling and econometric advances used in the panel estimation of energy … commercial electricity consumption by analyzing US state-based panel data. The paper employs recently developed dynamic panel …
Persistent link: https://www.econbiz.de/10011754843
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A comparison of dynamic panel data estimators : Monte Carlo evidence and an application to the investment function
Behr, Andreas - 2003
In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their …
Persistent link: https://www.econbiz.de/10001751405
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Cross-Section Dependence and the Monetary Exchange Rate Model : A Panel Analysis
Beckmann, Joscha; Belke, Ansgar Hubertus; Dobnik, Frauke - 2011
unobserved common factors using panel data from 1973 until 2007 for 19 OECD countries. Applying a principal component analysis we …
Persistent link: https://www.econbiz.de/10014183198
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A Spatial Dynamic Panel Model with Random Effects Applied to Commuting Times
Parent, Olivier; Lesage, James P. - 2013
A space–time filter is set forth for spatial panel data situations that include random effects. We propose a general … spatial dynamic specification that encompasses several spatiotemporal models previously used in the panel data literature. We …
Persistent link: https://www.econbiz.de/10014156327
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Poverty Dynamics in Costa Rica with Panel Data from Cross-Sections
Slon, Pablo; Zúñiga, Edwin - 2013
to develop a set of panel data. Given a stable macroeconomic environment and a constant poverty rate, these data show …
Persistent link: https://www.econbiz.de/10014156832
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How homogenous are currency crises? A panel study using multiple - response models
Anastasatos, Tassos; Davidson, Ian - 2022
large panel of data comprising 40 years of monthly observations on 23 developed countries. Heterogeneity, complemented by …
Persistent link: https://www.econbiz.de/10014080569
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A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation
Gao, Jiti; Linton, Oliver; Peng, Bin - 2022
In this paper, we consider a panel data model which allows for heterogeneous time trends at different locations. We … propose a new estimation method for the panel data model before we establish an asymptotic theory for the proposed estimation …
Persistent link: https://www.econbiz.de/10014082098
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GMM Estimation of Dynamic Panel Data Models with Persistent Data
Kruiniger, Hugo - 2002
This paper considers GMM based estimation and testing procedures for two versions of the AR(1) model with Fixed Effects, henceforth abbreviated as ARFE(1): the conditional ARFE(1) model, and the inclusive ARFE(1) model, which contains the stationary ARFE(1) models and the ARFE(1) model with a...
Persistent link: https://www.econbiz.de/10014139745
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Clustering Huge Number of Financial Time Series : A Panel Data Approach with High-Dimensional Predictors and Factor Structures
Ando, Tomohiro - 2016
-dimensional panel data with grouped factor structures. The proposed method attempts to capture the level of similarity of each of the …
Persistent link: https://www.econbiz.de/10013004036