Similar Search Results

Some Further Evidence on Exchange-Rate Volatility and Exports

Hondroyiannis, George; Swamy, P.A.V.B.; Tavlas, George; … - In: Review of World Economics (Weltwirtschaftliches Archiv) 144 (2008) 1, pp. 151-180

Persistent link: https://www.econbiz.de/10005391017

The Impact of Exchange Rate Volatility on Trade: A Panel Study on Pakistan’s Trading Partners

Khan, Abdul Jalil; Azim, Parvez; Syed, Shabib Haider - In: Lahore Journal of Economics 19 (2014) 1, pp. 31-66

This study investigates the impact of domestic and foreign currency-valued exchange rate volatility on the export and import demand functions with reference to Pakistan’s trading partners. We use GARCH-based exchange rate volatilities and the least-squares dummy variable technique with...

Persistent link: https://www.econbiz.de/10010861908

Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis

Beckmann, Joscha; Belke, Ansgar; Dobnik, Frauke - 2011

unobserved common factors using panel data from 1973 until 2007 for 19 OECD countries. Applying a principal component analysis we …

Persistent link: https://www.econbiz.de/10010274448

Consistent estimation of panel data sample selection models

Baltagi, Badi H.; Jiménez-Martín, Sergi; Labeaga, José M. - 2023

The properties of classical panel data estimators including fixed effect, first-differences, random effects, and … generalized method of moments-instrumental variables estimators in both static as well as dynamic panel data models are …

Persistent link: https://www.econbiz.de/10014428011

Pdynmc - an R-package for estimating linear dynamic panel data models based on linear and nonlinear moment conditions

Fritsch, Markus; Pua, Andrew Adrian Yu; Schnurbus, Joachim - 2019

pdynmc is an R-package for GMM estimation of linear dynamic panel data models that are based on linear and nonlinear … statistician. The description of the functionality is based on replicating the results on a publicly available panel data set …. Additionally, we link our implementation to other software and packages for GMM estimation of linear dynamic panel data models. …

Persistent link: https://www.econbiz.de/10012104784

A time-space dynamic panel data model with spatial moving average errors

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2018

This paper focuses on the estimation and predictive performance of several estimators for the time-space dynamic panel …

Persistent link: https://www.econbiz.de/10011872320

Public spending, income inequality and economic growth in Asian countries : a panel GMM approach

Gnangoin, Yobouet Thierry Bienvenu; Du, Liangsheng; … - In: Economies : open access journal 7 (2019) 4/115, pp. 1-15

-GMM estimation and panel granger causality test. We found that gross domestic investment and regulatory quality are the main …

Persistent link: https://www.econbiz.de/10012132204

Exploiting information from singletons in panel data analysis : a GMM approach

Bruno, Randolph; Magazzini, Laura; Stampini, Marco - 2019

We propose a novel procedure, built within a Generalized Method of Moments framework, which exploits unpaired observations (singletons) to increase the efficiency of longitudinal fixed effect estimates. The approach allows increasing estimation efficiency, while properly tackling the bias due to...

Persistent link: https://www.econbiz.de/10012034327

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

Intertemporal collective household models : identification in short panels with unobserved heterogeneity in resource shares

Botosaru, Irene; Muris, Chris; Pendakur, Krishna - 2020

models that includes our household model. We cover fixed-T panel models where the response variable is an unknown monotonic …

Persistent link: https://www.econbiz.de/10012228740