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Persistence, signal-noise pattern and heterogeneity in panel data : with an application to the impact of foreign direct investment on GDP

Biørn, Erik; Han, Xuehui - 2015 - This version January 2015

GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … country panel data supplements the simulation results. …

Persistent link: https://www.econbiz.de/10010479979

Almost consistent estimation of panel probit models with "small" fixed effects

Laisney, François; Lechner, Michael - 2002

We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel …

Persistent link: https://www.econbiz.de/10011447728

Panel data estimators and aggregation

Biørn, Erik - 2016

For a panel data regression equation with two-way unobserved heterogeneity, individual-specific and period …

Persistent link: https://www.econbiz.de/10011585187

Large sample properties of an IV estimator based on the Ahn and Schmidt moment conditions

Pua, Andrew Adrian Yu; Fritsch, Markus; Schnurbus, Joachim - 2019

estimating linear dynamic panel data models and derive the large sample properties of the estimator. We assume that the only …

Persistent link: https://www.econbiz.de/10012104780

Practical aspects of using quadratic moment conditions in linear dynamic panel data models

Pua, Andrew Adrian Yu; Fritsch, Markus; Schnurbus, Joachim - 2019

We study the estimation of the lag parameter of linear dynamic panel data models with first order dynamics based on the …

Persistent link: https://www.econbiz.de/10012104782

What is the investment loss due to uncertainty?

Panagiōtidēs, Theodōros; Printzis, Panagiotis - Leibniz-Institut für Ost- und Südosteuropaforschung - 2019

We investigate the effect of uncertainty on investment. We employ a unique dataset of 25000 Greek firms' balance sheets for 14 years covering the period before and after the eurozone crisis. A dynamic factor model is employed to proxy uncertainty. The investment performance of 14 sectors is...

Persistent link: https://www.econbiz.de/10012060122

Trade openness and working poverty : empirical evidences from developing countries

Hazera-Tun-Nessa; Imai, Katsushi S. - In: International trade, politics and development 7 (2023) 2, pp. 58-76

. Focusing on developing countries this study identifies (1) the effects of trade openness (TO) on working poverty and (2 … of low income, lower-middle income and upper-middle income developing countries. Design/methodology/approach - Panel data … highest working poverty should search the way to derive beneficial effects of trade on working poverty. Social implications …

Persistent link: https://www.econbiz.de/10014370303

Linking net foreign portfolio debt and equity to exchange rate movements

Gardberg, Malin - 2018

financial turbulence. Using a panel of 26 currencies over the period 1/1997 - 6/2016, I show that the composition of net foreign …

Persistent link: https://www.econbiz.de/10012145471

Long Run Tendencies and Short Run Adjustments Between Official and Black Market Exchange Rates in MENA Countries

Kula, Ferit; Aslan, Alper; Öztürk, Ýlhan - In: International Journal of Economics and Financial Issues 4 (2014) 3, pp. 494-500

This study makes an attempt to examine the long run relationship between the official and black market exchange rates using monthly data for a sample of 13 Middle East and Northern African (MENA) countries from 1970 to 1998. Using the Pool Mean Group framework, the article provides evidence on...

Persistent link: https://www.econbiz.de/10010801065

Linking net foreign portfolio debt and equity to exchange rate movements

Gardberg, Malin - 2018

financial turbulence. Using a panel of 26 currencies over the period 1/1997 - 6/2016, I show that the composition of net foreign …

Persistent link: https://www.econbiz.de/10011926196