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On the Estimation of Panel Regression Models with Fixed Effects
Kruiniger, Hugo - 2002
This paper considers estimation of panel data models with fixed effects. First, we will show that a consistent … "unrestricted fixed effects" estimator does not exist for autoregressive panel data models with initial conditions. We will derive … widely used GMM estimators for the conditional AR(1) panel model are inconsistent under trending fixed effects sequences …
Persistent link: https://www.econbiz.de/10014120610
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Threshold regression with endogeneity for short panels
Gørgens, Tue; Würtz, Allan H. - In: Econometrics : open access journal 7 (2019) 2/23, pp. 1-8
This paper considers the estimation of dynamic threshold regression models with fixed effects using short panel data …
Persistent link: https://www.econbiz.de/10012025781
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Colonial legacies on employment : comparisons between some former Anglophone and French colonies
Neifar, Malika - In: Review of economics and political science : REPS 8 (2023) 1, pp. 68-82
Anglophone ones. Design/methodology/approach – Using a panel of 44 countries taken from Africa and Middle East Area, elasticities … are estimated in the first stage by rolling regression. Then, both static and dynamic panel models are investigated …
Persistent link: https://www.econbiz.de/10014245790
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Median-Unbiased Estimation in Df-Gls Regressions and the Ppp Puzzle
Lopez, Claude; Murray, Christian J.; Papell, David H. - 2008
Using median-unbiased estimation, recent research has questioned the validity of Rogoff's "remarkable consensus" of 3-5 year half-lives of deviations from PPP. These half-life estimates, however, are based on estimates from regressions where the resulting unit root test has low power. We extend...
Persistent link: https://www.econbiz.de/10014074116
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The effect of military spending on economic growth in MENA : evidence from method of moments quantile regression
Raifu, Isiaka Akande; Aminu, Alarudeen - In: Future Business Journal 9 (2023), pp. 1-21
issues of heterogeneity and endogeneity characterising the panel studies. Our results showed that irrespective of measures of …
Persistent link: https://www.econbiz.de/10014373680
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Identification and method of moments estimation in polynomial measurement error models
Biørn, Erik - 2017
Estimation of polynomial regression equations in one error-ridden variable and a number of error-free regressors, as well as an instrument set for the former is considered. Procedures for identification, operating on moments up to a certain order, are elaborated for single- and multi-equation...
Persistent link: https://www.econbiz.de/10011636052
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How does female entrepreneurship affect happiness?
Chikh-Amnache, Sabrina; Chikh-Boubaghela, Nabila; … - In: Central European economic journal 10 (2023) 57, pp. 180-197
Association of Southeast Asian Nations (ASEAN) region. The study uses a panel data model with two independent variables measuring … the panel fixed effects of the method of moments quantile regression (MM-QR) to examine data from nine ASEAN countries …
Persistent link: https://www.econbiz.de/10014444919
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The Effect of Military Spending on Economic Growth in MENA : Evidence from Method of Moments Quantile Regression
Raifu, Isiaka Akande; Aminu, Alarudeen - 2023
issues of heterogeneity and endogeneity characterising the panel studies. Our results showed that irrespective of measures of …
Persistent link: https://www.econbiz.de/10014263670
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Estimating quantile regressions with multiple fixed effects through method of moments
Rios-Avila, Fernando; Siles, Leonardo; … - 2024
This paper proposes a new method to estimate quantile regressions with multiple fixed effects. The method, which expands on the strategy proposed by Machado and Santos Silva (2019), allows for the inclusion of multiple fixed effects and provides various alternatives for estimating standard...
Persistent link: https://www.econbiz.de/10015052823
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A cross-country empirical study towards the impact of following ISO management system standards on Euro-area economic confidence
Armeanu, Ştefan Daniel; Vintilă, Georgeta; Gherghina, … - In: Amfiteatru economic : an economic and business research … 19 (2017) 44, pp. 144-165
, ISO 16949), food safety (ISO 22000), environment (ISO 14001), and information security (ISO 27001). Panel data fixed … industry, as well as information security management systems, on the ESI. Further, dynamic panel data approach by way of two …
Persistent link: https://www.econbiz.de/10011798489