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Identification and (Fast) Estimation of Large Nonlinear Panel Models with Two-Way Fixed Effects

Mugnier, Martin; Wang, Ao - 2022

We study a nonlinear two-way fixed effects panel model that allows for unobserved individual heterogeneity in slopes …

Persistent link: https://www.econbiz.de/10014078902

Accounting for nonlinearity, asymmetry, heterogeneity, and cross-sectional dependence in energy modeling : US state-level panel analysis

Liddle, Brantley - In: Economies : open access journal 5 (2017) 3, pp. 1-11

This paper provides an example of several modeling and econometric advances used in the panel estimation of energy … commercial electricity consumption by analyzing US state-based panel data. The paper employs recently developed dynamic panel …

Persistent link: https://www.econbiz.de/10011754843

Bias corrections for two-step fixed effects panel data estimators

Fernández-Val, Iván; Vella, Francis - 2007

This paper introduces bias-corrected estimators for nonlinear panel data models with both time invariant and time …

Persistent link: https://www.econbiz.de/10010318527

Panel Seasonal Unit Root Test With An Application for Unemployment Data

Reimers, Hans-Eggert; Dreger, Christian - 2004

In this paper the seasonal unit root test of Hylleberg et al. (1990) is generalized to cover a heterogenous panel. The … industrialized countries. In some cases seasonal unit roots are detected. However, the null hypotheses of panel seasonal unit roots …

Persistent link: https://www.econbiz.de/10010263471

Comparison of panel cointegration tests

Örsal, Deniz Dilan Karaman - 2007

maximum-likelihood-based panel cointegration tests with the help of Monte Carlo simulations. In this study the panel-p, the … group-p, the panel-t, the group-t statistics of Pedroni (1999) and the standardized LR-bar statistic of Larsson er al. (2001 …) are considered. The simulation results indicate that the panel-t and standardized LR-bar statistic have the best size and …

Persistent link: https://www.econbiz.de/10010263686

Robust estimation of linear fixed effects panel data models with an application to the exporter productivity premium

Verardi, Vincenzo; Wagner, Joachim - 2010

estimation of the popular linear fixed effects panel data model, and to supply Stata code for it. In an application from the …

Persistent link: https://www.econbiz.de/10010269751

Practical estimation methods for linked employer-employee data

Andrews, Martyn J.; Schank, Thorsten; Upward, Richard - 2004

Methods for the analysis of linked employer-employee data are not yet available in standard econometrics packages. In this paper, we make the fixed-effects methods developed orginally by Abowd, Kramarz, Margolis and others more accessible, where possible, and show how they can be implemented in...

Persistent link: https://www.econbiz.de/10010270610

A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables

Keane, Michael P.; Sauer, Robert M. - 2009

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

Persistent link: https://www.econbiz.de/10010271244

Poolability and the finance-growth nexus: A cautionary note

Schiavo, Stefano; Vaona, Andrea - 2006

The present contribution tests whether countries can be pooled when studying the finance-growth nexus. Overall, our results point toward a 'pragmatic' positive answer, though considerable heterogeneity is present among developing countries.

Persistent link: https://www.econbiz.de/10010273103

Consistent estimation of the fixed effects ordered logit model

Baetschmann, Gregori; Staub, Kevin E.; Winkelmann, Rainer - 2011

The paper re-examines existing estimators for the panel data fixed effects ordered logit model, proposes a new one, and …

Persistent link: https://www.econbiz.de/10010276790