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Yuen, Wai-kee; Chu, Wan-ling - In: International journal of happiness and development 2 (2015) 1, pp. 69-83

Persistent link: https://www.econbiz.de/10011309544

Foreign direct investment and economic growth in Africa : a comparative analysis

Awolusi, Olawumi Dele; Adeyeye, Olufemi P.; Pelser, … - In: International journal of sustainable economy 9 (2017) 3, pp. 183-198

Persistent link: https://www.econbiz.de/10011740440

A time-space dynamic panel data model with spatial moving average errors

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2018

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel data model with Spatial Moving Average Random Effects (SMA-RE) structure of the disturbances. A dynamic spatial Generalized Moments (GM) estimator is proposed which combines the...

Persistent link: https://www.econbiz.de/10011872320

Do infrastructure development and urbanisation lead to rural-urban income inequality? : evidence from some Asian countries

Mishra, Amritkant; Agarwal, Amba - In: International journal of sustainable economy 11 (2019) 2, pp. 167-183

Persistent link: https://www.econbiz.de/10012050861

A time-space dynamic panel data model with spatial moving average errors

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - In: Regional science & urban economics 76 (2019), pp. 13-31

Persistent link: https://www.econbiz.de/10012267289

Unravelling the determinants of FDI in the GCC : a multifaceted analysis of economic, regulatory, and institutional factors

Kishore, Pallavi - In: International journal of business forecasting and … 9 (2024) 4, pp. 423-433

Persistent link: https://www.econbiz.de/10015073149

Information equivalence among transformations of semiparametric nonlinear panel data models

Brown, Nicholas - 2022 - Date of draft: December 1, 2022

This paper considers transformations of nonlinear semiparametric mean functions that yield moment conditions for estimation. Such transformations are said to be information equivalent if they yield the same asymptotic efficiency bound. I derive a unified theory of algebraic equivalence for...

Persistent link: https://www.econbiz.de/10013556749

On the Estimation and Inference of a Cointegrated Regression in Panel Data

Kao, Chihwa; Chiang, Min-Hsien - 1997

In this paper, we study the asymptotic distributions for least-squares (OLS), fully modified (FM), and dynamic OLS … (DOLS) estimators in cointegrated regression models in panel data. We show that the OLS, FM, and DOLS estimators are all … asymptotically normally distributed. However, the asymptotic distribution of the OLS estimator is shown to have a non-zero mean …

Persistent link: https://www.econbiz.de/10014149909

Determining the number of groups in latent panel structures with an application to income and democracy

Lu, Xun; Su, Liangjun - In: Quantitative economics : QE ; journal of the … 8 (2017) 3, pp. 729-760

We consider a latent group panel structure as recently studied by Su, Shi, and Phillips (2016), where the number of groups is unknown and has to be determined empirically. We propose a testing procedure to determine the number of groups. Our test is a residual-based Lagrange multiplier-type...

Persistent link: https://www.econbiz.de/10011801632

The Effects of Dynamic Feedbacks on Ls and Mm Estimator Accuracy in Panel Data Models

Bun, Maurice J. G.; Kiviet, J. F. - 2002

The finite sample behaviour is analysed of particular least squares (LS) and method of moments (MM) estimators in panel data models with individual effects and both a lagged dependent variable regressor and another explanatory variable which may be affected by lagged feedbacks from the dependent...

Persistent link: https://www.econbiz.de/10014104029