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multilevel models with a new variant are discussed. Furthermore, non-linear, nonparametric and semiparametric models are analyzed …. In contrast to linear models there do not exist unified methods for nonlinear approaches. In this case FEM are dominated …This paper presents a survey on panel data methods in which I emphasize new developements. In particular, linear …
Persistent link: https://www.econbiz.de/10010262940
multilevel models with a new variant are discussed. Furthermore, non-linear, nonparametric and semiparametric models are analyzed …. In contrast to linear models there do not exist unified methods for nonlinear approaches. In this case FEM are dominated …This paper presents a survey on panel data methods in which Iemphasize new developments. Inparticular, linear …
Persistent link: https://www.econbiz.de/10005243316
We consider estimating binary response models on an unbalanced panel, where the outcome of the dependent variable may be missing due to non-random selection, or there is self selection into a treatment. In the present paper, we first consider estimation of sample selection models and treatment...
Persistent link: https://www.econbiz.de/10011274579
This paper investigates the dynamic causal link between exports and economic growth using both linear and nonlinear … linear Granger causality result shows no evidence of significant causality between exports and GDP. The relevant VAR is … unstable, which undermines our confidence in the causality result identified by the linear Granger causality test. Accordingly …
Persistent link: https://www.econbiz.de/10011213291
This paper investigates the dynamic causal link between exports and economic growth using both linear and nonlinear … linear Granger causality result shows no evidence of significant causality between exports and GDP. The relevant VAR is … unstable, which undermines our confidence in the causality result identified by linear Granger causality tests. Accordingly we …
Persistent link: https://www.econbiz.de/10010770507
uncertainty index developed by Baker et al. (2013). We implement both the traditional linear and the nonlinear variants of the … Granger causality test. Based on the Diks and Panchenko (2005) non-linear Granger causality test, we find significant evidence …, our findings highlight that inference from traditional (linear) Granger causality test can be misleading in the presence …
Persistent link: https://www.econbiz.de/10010699251
been estimated on cross-sectional data. It considers four nonlinear dynamic simultaneous equations models that include …
Persistent link: https://www.econbiz.de/10009764446
In this paper some labour market consequences of transitions in the agriculture sector are examined by combining a 20-year unbalanced panel data set from Norwegian farm couples (households) and logit modeling of one-period transition probabilities. The multi-dimensionality of the problem follows...
Persistent link: https://www.econbiz.de/10009725533
The paper investigates the links between homeownership, employment and earnings for which no consensus exists in the literature. Our analysis is cast within a dynamic setting and the endogeneity of each outcome is assessed through the estimation of a flexible panel multivariate model with random...
Persistent link: https://www.econbiz.de/10011949387
This article develops a Bayesian approach for estimating panel quantile regression with binary outcomes in the presence of correlated random effects. We construct a working likelihood using an asymmetric Laplace (AL) error distribution and combine it with suitable prior distributions to obtain...
Persistent link: https://www.econbiz.de/10012163022