Similar Search Results

Modelling and Estimating Individual and Firm Effects with Count Panel Data

Angers, Jean-François; Desjardins, Denise; Dionne, Georges - Centre Interuniversitaire sur le Risque, les Politiques … - 2015

In this article, we propose a new parametric model for the modelling and estimation of accident distributions for … drivers working in fleets of vehicles. The analysis uses panel data and takes into account individual and fleet effects in a …

Persistent link: https://www.econbiz.de/10011276130

Moment-based tests for individual and time effects in panel data models

Wu, Jianhong; Li, Guodong - In: Journal of econometrics 178 (2014) 1, pp. 569-581

Persistent link: https://www.econbiz.de/10010256863

Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model

Yang, Chunpeng; Zhang, Rengui - In: Applied economics 46 (2014) 7/9, pp. 966-972

Persistent link: https://www.econbiz.de/10010399534

Determining individual or time effects in panel data models

Lu, Xun; Su, Liangjun - In: Journal of econometrics 215 (2020) 1, pp. 60-83

Persistent link: https://www.econbiz.de/10012439155

Earnings and consumption dynamics : a nonlinear panel data framework

Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 3, pp. 693-734

Persistent link: https://www.econbiz.de/10011778768

The non-linear effect of inequality on investment

Carrera, Jorge E.; Vega, Pablo de la - In: International review of applied economics 35 (2021) 5, pp. 684-713

Persistent link: https://www.econbiz.de/10012626770

Nonlinear vs. nonstationary of hysteresis in unemployment : evidence from OECD economies

Lin, Cheng-hsun; Kuo, Nai-fong; Yuan, Cheng-da - In: Applied economics letters 15 (2008) 4/6, pp. 483-487

Persistent link: https://www.econbiz.de/10003727523

The relation between overreaction in forecasts and uncertainty : a nonlinear approach

Leppin, Julian Sebastian - 2014 - This version: November 2014

account impacts from oil price return and oil price volatility on forecast changes. The panel smooth transition regression …

Persistent link: https://www.econbiz.de/10010438928

Panel asymmetric nonlinear unit root test and PPP in Africa

Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Lee, Kuei-Chiu - In: Applied economics letters 23 (2016) 7/9, pp. 554-558

Persistent link: https://www.econbiz.de/10011627897

Are the current accounts of Asian-5 economies mean-reverting? : new evidence from Fourier panel stationarity tests

Husein, Jamal; Kara, S. Murat; Pier, Chuck - In: Cogent economics & finance 11 (2023) 2, pp. 1-11

mainly employed traditional unit-root tests, our research stands out for its use of novel panel stationarity tests that …

Persistent link: https://www.econbiz.de/10014501140