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structural break, nonlinearity, asymmetry, and cross-sectional correlation within panel-data estimation including the use of a … sequential panel selection method. While not previously considered, sequential panel selection enabled us to determine and …
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This paper features an analysis of major currency exchange rate movements in relation to the US dollar, as constituted in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models, including smooth transition regression models,...
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This paper considers a class of fixed-T nonlinear panel models with timevarying link function, fixed effects, and …
Persistent link: https://www.econbiz.de/10012813642
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This paper considers a class of fixed-T nonlinear panel models with time-varying link function, fixed effects, and …
Persistent link: https://www.econbiz.de/10013307459
Persistent link: https://www.econbiz.de/10003624836
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