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Panel vector autoregression in R with the package panelvar

Sigmund, Michael; Ferstl, Robert - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 693-720

Persistent link: https://www.econbiz.de/10012655612

Estimation of Higher-Order Spatial Autoregressive Panel Data Error Component Models

Badinger, Harald - 2009

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …

Persistent link: https://www.econbiz.de/10012764741

GM Estimation of Higher Order Spatial Autoregressive Processes in Panel Data Error Component Models

Badinger, Harald - 2008

panel data error component model. We derive moment conditions to estimate the parameters of the higher order spatial …

Persistent link: https://www.econbiz.de/10012771862

A linear estimator for factor-augmented fixed-T panels with endogenous regressors

Juodis, Artūras; Sarafidis, Vasilis - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10012804075

Moment restrictions and identification in linear dynamic panel data models

Gørgens, Tue; Han, Chirok; Xue, Sen - In: Annals of economics and statistics 134 (2019), pp. 149-176

Persistent link: https://www.econbiz.de/10012305981

Simple methods for consistent estimation of dynamic panel data sample selection models

Sadoon, Majid M. al-; Jiménez-Martín, Sergi; Labeaga, … - 2019

Persistent link: https://www.econbiz.de/10011979643

Income and price elasticities of Macedonian export and import of goods - a panel approach

Stefanova, Dijana Janevska; Petrovska, Magdalena - 2020

This paper uses a sectoral version of conventional Imperfect substitutes model to motivate a parsimonious estimation of trade elasticities. The elasticities we compute depend directly on the specialization of trade across sectors, which is believed to add econometric precision to our estimates....

Persistent link: https://www.econbiz.de/10012260864

Testing initial conditions in dynamic panel data models

Magazzini, Laura; Calzolari, Giorgio - In: Econometric reviews 39 (2020) 2, pp. 115-134

Persistent link: https://www.econbiz.de/10012181516

Determinants influencing inbound arrivals to Africa

Viljoen, Armand; Saayman, Andrea; Saayman, Melville - In: Tourism economics : the business and finance of tourism … 25 (2019) 6, pp. 856-883

Persistent link: https://www.econbiz.de/10012182207

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