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Innovative sales, R&D and total innovation expenditures : panel evidence on their dynamics
Raymond, Wladimir; Mohnen, Pierre A.; Palm, Franz; van … - 2009
unbalanced panel of enterprise data from five waves of the Community Innovation Survey during 1994-2004. We estimate by maximum … likelihood a dynamic panel data bivariate tobit with double-index sample selection accounting for individual effects. We find …
Persistent link: https://www.econbiz.de/10010275873
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The behavior of the maximum likelihood estimator of dynamic panel data sample selection models
Raymond, Wladimir; Mohnen, Pierre A.; Palm, Franz; van … - 2007
This paper proposes a method to implement maximum likelihood estimation of the dynamic panel data type 2 and 3 tobit …
Persistent link: https://www.econbiz.de/10010276140
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Testing for common cyclical features in nonstationary panel data models
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - 2000
In this paper we extend the concept of serial correlation common features to panel data models. This analysis is … panel data with autocorrelation present and by an increase in efficiency coming from pooling procedures. We propose …
Persistent link: https://www.econbiz.de/10001459515
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Pooling in dynamic panel-data models : an application to forecasting GDP growth rates
Hoogstrate, André J.; Palm, Franz C.; Pfann, Gerard A. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 3, pp. 274-283
Persistent link: https://www.econbiz.de/10001493852
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Testing for common cyclical features in nonstationary panel data models
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 131-160). 2000
Persistent link: https://www.econbiz.de/10001583118
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Separation, weak exogeneity, and P-T decomposition in conintegrated VAR systems with common features
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - In: Econometric reviews 21 (2002) 3, pp. 273-307
Persistent link: https://www.econbiz.de/10001718742
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Panel unit root tests in the presence of crosssectional dependencies : comparison and implications for modelling
Gengenbach, Christian; Palm, Franz C.; Urbain, Jean-Pierre - 2004
Persistent link: https://www.econbiz.de/10002485609
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Stock Markets, Banks and Long Run Economic Growth : A Panel Cointegration-Based Analysis
Cavenaile, Laurent - 2013
and economic growth. We make use of a Johansen-based panel cointegration methodology allowing for cross-country dependence …
Persistent link: https://www.econbiz.de/10013071385
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Dynamic Models of R&D, Innovation and Productivity : Panel Data Evidence for Dutch and French Manufacturing
Raymond, Wladimir - 2014
This paper introduces dynamics in the R&D-to-innovation and innovation-to-productivity relationships, which have mostly been estimated on cross-sectional data. It considers four nonlinear dynamic simultaneous equations models that include individual effects and idiosyncratic errors correlated...
Persistent link: https://www.econbiz.de/10013063857
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Innovative Sales, R&D and Total Innovation Expenditures : Panel Evidence on Their Dynamics
Raymond, Wladimir - 2009
unbalanced panel of enterprise data from five waves of the Community Innovation Survey during 1994-2004. We estimate by maximum … likelihood a dynamic panel data bivariate tobit with double-index sample selection accounting for individual effects. We find …
Persistent link: https://www.econbiz.de/10013157844