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Estimation of panel data models with mixed sampling frequencies

Yang, Yimin; Jia, Fei; Li, Haoran - In: Oxford bulletin of economics and statistics 85 (2023) 3, pp. 514-544

Persistent link: https://www.econbiz.de/10014304419

Small sample performance of dynamic panel data estimators in estimating the growth-convergence equation : a Monte Carlo study

Islam, Nazrul - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 317-339). 2000

Persistent link: https://www.econbiz.de/10001583153

A Monte Carlo study of the BE estimator for growth regressions

Ditzen, Jan; Gundlach, Erich - In: Empirical economics : a journal of the Institute for … 51 (2016) 1, pp. 31-55

Persistent link: https://www.econbiz.de/10011515468

Small sample performance of dynamic panel data estimators in estimating the growth-convergence equation: A Monte Carlo study

Islam, Nazrul - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 317-339). 2001

This chapter conducts a Monte Carlo investigation into small sample properties of some of the dynamic panel data … of panel estimators is also risky, because some of them display large bias and mean square error. Yet, there are panel … estimators that have much smaller bias and mean square error. Through a judicious choice of panel estimators it is therefore …

Persistent link: https://www.econbiz.de/10015390069

Nexus between tourism and ecological footprint in RCEP : fresh evidence from Bayesian MCMC random-effects sampling

Nguyen Ngoc Thach; Bui Hoang Ngoc - In: Cogent business & management 10 (2023) 1, pp. 1-17

In recent years, environmental protection has been a priority goal in tourism policies worldwide, including the regional comprehensive economic partnership (RCEP). This study is conducted to explore the impact of tourism, economic growth, globalization, and human capital on environmental...

Persistent link: https://www.econbiz.de/10014481216

Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models

Chudik, Alexander - 2013

the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …

Persistent link: https://www.econbiz.de/10013071384

Debt, Inflation and Growth : Robust Estimation of Long-Run Effects in Dynamic Panel Data Models

Chudik, Alexander - 2013

the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …

Persistent link: https://www.econbiz.de/10013072764

Debt, inflation and growth : robust estimation of long-run effects in dynamic panel data models

Chudik, Alexander; Mohaddes, Kamiar; Pesaran, M. Hashem; … - 2013

Persistent link: https://www.econbiz.de/10010210166

Endogeneity and panel data in growth regressions : a bayesian model averaging approach

Leon-Gonzalez, Roberto; Montolio, Daniel - 2012

Persistent link: https://www.econbiz.de/10009618450

Persistence, signal-noise pattern and heterogeneity in panel data : with an application to the impact of foreign direct investment on GDP

Biørn, Erik; Han, Xuehui - 2015 - This version January 2015

GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … country panel data supplements the simulation results. …

Persistent link: https://www.econbiz.de/10010479979