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Estimation and inference in mixed fixed and random coefficient panel data models
Nocera, Andrea - 2017
Persistent link: https://www.econbiz.de/10011705604
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EM estimation of dynamic panel data models with heteroskedastic random coefficients
Nocera, Andrea - 2016
Persistent link: https://www.econbiz.de/10011556233
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A spatial dynamic panel model with random effects applied to commuting times
Parent, Olivier; Lesage, James P. - 2010
Persistent link: https://www.econbiz.de/10003976478
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Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood
Calzolari, Giorgio; Magazzini, Laura - In: Empirical economics : a journal of the Institute for … 43 (2012) 1, pp. 145-152
Persistent link: https://www.econbiz.de/10009582138
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Spatial Errors in Count Data Regressions
Bertanha, Marinho - 2014
of health and unemployment. Along with negative binomial, Poisson panel regressions are a preferred method of analysis …, this result also applies to the commonly used Logit model of panel data with fixed effects. We develop a test for time …
Persistent link: https://www.econbiz.de/10012458292
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Testing the binomial fixed effects logit model : with an application to female labor supply
Winkelmann, Rainer; Xu, Lin - 2019 - Revised version
bounded between 0 and 1 and therefore must be non-linear, requiring nonstandard panel data extensions. One possible approach … is the binomial panel logit model with fixed effects (Machado, 2004). We propose a new and simple implementation of the …
Persistent link: https://www.econbiz.de/10012111398
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Revisiting the location of FDI in China : a panel data approach with heterogeneous shocks
Hou, Lei; Li, Kunpeng; Li, Qi; Ouyang, Min - In: Journal of econometrics 221 (2021) 2, pp. 483-509
Persistent link: https://www.econbiz.de/10012619246
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Likelihood corrections for two-way models
Jochmans, Koen; Otsu, Taisuke - In: Annals of economics and statistics 134 (2019), pp. 227-242
Persistent link: https://www.econbiz.de/10012306003
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A Reassessment of the Finance & Growth Nexus Using Monte Carlo Evidence
Franz, Thorsten - 2018
The small sample performance of system Generalized Method of Moments (GMM) and an alternative Transformed Maximum Likelihood (TML) estimator is investigated in Monte Carlo simulations, implementing a data generating process that tracks important features inherent in dynamic panels used in...
Persistent link: https://www.econbiz.de/10012934827
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Modelling the Initial Conditions in Dynamic Regression Models of Panel Data with Random Effects
Kazemi, I.; Crouchley, R. - In: Panel data econometrics : theoretical contributions and …, (pp. 91-117). 2006
Persistent link: https://www.econbiz.de/10015385647