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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
The authors model COVID infections and COVID deaths, both reported and implied, for the 50 U.S. states as well as the District of Columbia, and separately for a sample of 33 countries, as a function of pre-existing circumstances that citizens have no ability to control over the short term. These...
Persistent link: https://www.econbiz.de/10012502027
This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … 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 … 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
This paper proposes a quantile regression estimator for a heterogeneous panel model with lagged dependent variables and … 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/10011898624
This paper proposes a minimum distance (MD) estimator to estimate panel regression models with measurement error. The …
Persistent link: https://www.econbiz.de/10014080800
This paper studies a simple dynamic panel linear regression model with interactive fixed effects in which the variable … (LS-MD) estimation method. -- dynamic panel ; interactive fixed effects ; measurement error ; LS-MD estimation …
Persistent link: https://www.econbiz.de/10009419307
-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading …
Persistent link: https://www.econbiz.de/10012063831
-effect models for panel data. We use an asymptotic embedding where the noise shrinks with the sample size to calculate the leading …
Persistent link: https://www.econbiz.de/10012792731
, 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