Showing 1 - 10 of 40,055
-sectional analyses. This paper takes a step toward estimating of causal effects of milk consumption on cancer by applying panel … are applied. The results indicate fairly well that milk consumption increases both the mortality rate of prostate cancer … as well as the mortality rate of ovarian cancer. The estimated effects are also important in quantitative terms, i.e., a …
Persistent link: https://www.econbiz.de/10010358877
variation approach. We explore the feasibility of this approach in a different context, using large-scale panel data from …
Persistent link: https://www.econbiz.de/10012264228
Analyzing survival (life-testing) data and drawing inferences about them is a part of engineering and health sciences. So far, various statistical tools, e.g., survival (reliability) function (s f ), probability density function (pd f ), and hazard rate function (HR) were available among...
Persistent link: https://www.econbiz.de/10015121013
This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … Pesaran (2015) and demonstrates that the extension to the estimation of dynamic quantile regression models is feasible under … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …
Persistent link: https://www.econbiz.de/10012911881
This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … Pesaran (2015) and demonstrates that the extension to the estimation of dynamic quantile regression models is feasible under … the time series dimension of the panel is large. We present an application to the evaluation of Time-of-Use pricing using …
Persistent link: https://www.econbiz.de/10012908711
-sectional dependence, which may arise from local network structures. Model selection, filtering of the dynamic factors, and estimation are …
Persistent link: https://www.econbiz.de/10013241811
This paper proposes a parametric approach to estimating a dynamic binary response panel data model that allows for …
Persistent link: https://www.econbiz.de/10013089968
panel data model with unobserved random individual-specific and time-varying effects. We propose an estimation procedure …An exact maximum likelihood method is developed for the estimation of parameters in a nonlinear non-Gaussian dynamic … the cross-section and the time series dimensions. The estimation method facilitates the flexible modeling of large panels …
Persistent link: https://www.econbiz.de/10013111113
This paper extends the Common Correlated Effects (CCE) approach developed by Pesaran (2006) to heterogeneous panel data … cross section averages must be included in individual equations of the panel, and the number of cross section averages must … dimension of the panel is sufficiently large. …
Persistent link: https://www.econbiz.de/10009743851
We propose a Bayesian approach to dynamic panel estimation in the presence of cross-sectional dependence and dynamic … by estimating a panel VAR on sector level data for labour productivity and hours worked growth for Canada, Germany …
Persistent link: https://www.econbiz.de/10009680588