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Indirect inference for dynamic panel models [PDF]
Journal of Econometrics, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Christian Gouriéroux +2 more
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Dynamic Panel Modeling of Climate Change [PDF]
Econometrics, 2020 We discuss some conceptual and practical issues that arise from the presence of global energy balance effects on station level adjustment mechanisms in dynamic panel regressions with climate data.
Peter C. B. Phillips
doaj +6 more sources
Effect of mutual funds characteristics on their performance and trading strategy: A dynamic panel approach [PDF]
Cogent Economics & Finance, 2018 Investors search for criteria that are systematically related to performance of mutual funds so as to maximize their personal return. The present study is on effect of selected fund characteristics on performance of the mutual funds.
Inderjit Kaur
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Economic Journal of Emerging Markets, 2022 Purpose ― The paper queries the impacts of income inequality on economic growth in selected advanced and emerging market economies by adopting nonlinearity and endogeneity.
Emin Efecan Aktas, Pelin Varol Iyidogan
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The impact of inflation on Islamic banks’ home financing risk: Before and during the COVID-19 outbreak [PDF]
Banks and Bank Systems, 2021 The COVID-19 outbreak has had a severe impact on nearly all industries, including Islamic banking, which plays a significant role but is exposed to higher risk. This study aims to evaluate the credit risk that Islamic banks in Indonesia have been exposed
Faaza Fakhrunnas +2 more
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Dynamic Panel Data Models [PDF]
, 2015 This Chapter reviews the recent literature on dynamic panel data models with a short time span and a large cross-section. Throughout the discussion we considerlinear models with additional endogenous covariates. First we give a broad overview of available inference methods placing emphasis on GMM.
Bun, M.J.G., Sarafidis, V.
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Regional Studies, Regional Science, 2023 The cultural and creative industries (CCIs) have variously been seen as a stimulus for urban and regional development. They were also one of the few sectors in the UK and European Union countries to weather the storm of the 2008 Great Recession. Starting
Maria Giovanna Brandano, Giulia Urso
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What Does Dynamics of Tourism Marketing Show in 12 Developing Countries?
JDE (Journal of Developing Economies), 2021 This study is motivated by the idea to what extent tourism marketing investment contributes to tourism demand expansion. It searches for better estimation methods that can deal with the inter-temporal and cross-section correlation of the disturbances ...
Manuel A Vanegas
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The relationship between corporate governance characteristics and agency costs [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2021 The present study aims to evaluate the contributing factors to agency costs in Iran. In this regard, 112 companies were studied over 2010 - 2016. Since the model is dynamic and the dependent variable suffers from a lag, the generalized method of moments
Mahdi Salehi +3 more
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Forecasting With Dynamic Panel Data Models [PDF]
Econometrica, 2020 This paper considers the problem of forecasting a collection of short time series using cross‐sectional information in panel data. We construct point predictors using Tweedie's formula for the posterior mean of heterogeneous coefficients under a correlated random effects distribution.
Liu, Laura +2 more
openaire +3 more sources