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A new approach to estimating private returns to R&D
Cappelen, Ådne; Mohnen, Pierre A.; Raknerud, Arvid; … - 2023
large panel of Norwegian firms observed in the period 2001-2018, we estimate the average private net return to be in the …
Persistent link: https://www.econbiz.de/10014335229
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Estimating linear dynamic panels with recentered moments
Bao, Yong - In: Econometrics : open access journal 12 (2024) 1, pp. 1-48
This paper proposes estimating linear dynamic panels by explicitly exploiting the endogeneity of lagged dependent variables and expressing the crossmoments between the endogenous lagged dependent variables and disturbances in terms of model parameters. These moments, when recentered, form the...
Persistent link: https://www.econbiz.de/10014636394
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Identifying demand elasticity via heteroscedasticity : a panel GMM approach to estimation and inference
Brasch, Thomas von; Raknerud, Arvid; Vigtel, Trond C. - 2024
This paper introduces a panel GMM framework for identifying and estimating demand elasticities via heteroscedasticity …. While existing panel estimators address the simultaneity problem, the state-ofthe-art Feenstra/Soderbery (F/S) estimator …
Persistent link: https://www.econbiz.de/10015073836
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Estimation and variable selection for high-dimensional spatial dynamic panel data models
Hou, Li; Jin, Baisuo; Wu, Yuehua - In: Journal of econometrics 238 (2024) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10015073895
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Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
Windmeijer, Frank - In: Journal of econometrics 240 (2024) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10015075096
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The conundrum of bank capital structure : empirical evidence from Pakistan
Sarwar, Bilal; Noor, Muhammad; Uz Zaman, Nadeem; Ur … - In: Cogent economics & finance 8 (2020) 1, pp. 1-20
This paper aims to analyze factors explaining the capital structure puzzle in the banking sector of Pakistan. Capital Adequacy Ratio (CAR) is used as a proxy for bank capital structure. Secondary data has been collected from the publications of the State Bank of Pakistan and the annual reports...
Persistent link: https://www.econbiz.de/10013179668
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Estimation of dynamic panel data models with a lot of heterogeneity
Kruiniger, Hugo - In: Econometric reviews 41 (2022) 2, pp. 117-146
Persistent link: https://www.econbiz.de/10013167590
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A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels
Chudik, Alexander - 2017
approach can be applied to estimation of a variety of models such as spatial and dynamic panel data models. In this paper we … focus on the latter and consider both univariate and multivariate panel data models with short time dimension. Simple Bias …
Persistent link: https://www.econbiz.de/10012943386
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A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels
Chudik, Alexander - 2017
approach can be applied to estimation of a variety of models such as spatial and dynamic panel data models. In this paper we … focus on the latter and consider both univariate and multivariate panel data models with short time dimension. Simple Bias …
Persistent link: https://www.econbiz.de/10012943450
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Simultaneous Spatial Panel Data Models with Common Shocks
Lu, Lina - 2017
I consider a simultaneous spatial panel data model, jointly modeling three effects: simultaneous effects, spatial … to analyze the relationship between trade and GDP using a panel data over time and across countries …
Persistent link: https://www.econbiz.de/10012943957