Results 11 to 20 of about 1,441,338 (357)
Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey [PDF]
SSRN Electronic Journal, 2000 This chapter provides an overview of topics in nonstationary panels: panel unit root tests, panel cointegration tests, and estimation of panel cointegration models. In addition it surveys recent developments in dynamic panel data models.
Baltagi, Badi H., Kao, Chihwa
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Dynamic ordered panel logit models
Quantitative Economics, 2021 This paper studies a dynamic ordered logit model for panel data with fixed effects. The main contribution of the paper is to construct a set of valid moment conditions that are free of the fixed effects. The moment functions can be computed using four or more periods of data, and the paper presents sufficient conditions for the moment conditions to ...
Honoré, Bo E. +2 more
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Survey Reaction of Labor Demand and Capital in Selected ISIC Industries Respect to Energy Price Index Deviation [PDF]
مدلسازی اقتصادسنجی, 2018 In this paper to survey effects of energy prices index on labor and capital demand of ISIC industries such as food industry, coke and oil industry, chemical productions, main metals, on metal and motor vehicles industries are selected because they have ...
Hasanali Ghanbari Meman +2 more
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Aggregation in Large Dynamic Panels [PDF]
SSRN Electronic Journal, 2011 This paper considers the problem of aggregation in the case of large linear dynamic panels, where each micro unit is potentially related to all other micro units, and where micro innovations are allowed to be cross sectionally dependent. Following Pesaran (2003), an optimal aggregate function is derived, and the limiting behavior of the aggregation ...
Pesaran, M. Hashem, Chudik, Alexander
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Testing the Financial Convergence Hypothesis and Estimating the Convergence Rate in Selected Countries (Generalized Method of Moments Approach) [PDF]
پژوهشهای برنامه و توسعه, 2022 The hypothesis of financial convergence, as one of the upshots of neoclassical economic growth models, emphasizes the process of reducing the financial gap between countries, and in meantime, the speed of this convergence is of particular importance ...
Hatef Hazeri Niri +2 more
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Financial Cost in Iranian Listed Companies and Its Influential Factors [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2018 By regulations, the Iranian banks have limitations in setting their interest rates, yet the evidence shows that the loan rates vary across borrowers. This paper analyzes these differences in the rates and what affect them.
Sajad Ebrahimi +2 more
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Dynamic Clustering of Multivariate Panel Data [PDF]
SSRN Electronic Journal, 2019 We propose a dynamic clustering model for uncovering latent time-varying group structures in multivariate panel data. The model is dynamic in three ways. First, the cluster location and scale matrices are time-varying to track gradual changes in cluster characteristics over time.
Lucas, André +2 more
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Unemployment and Income Inequality in Iran Provinces [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2019 The distribution of income, which means the distribution of national income between groups, social classes and economic sectors, is one of the main components of social justice. There are many factors affecting the income distribution.
Habib Ansari Samani, Robabeh Khilkordi
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International Trade as a Double-Edged Sword: The Perspective of Carbon Emissions
Frontiers in Energy Research, 2021 Due to the rapid growth of fossil energy consumption, countries worldwide have paid considerable attention to reducing carbon emissions. Moreover, with economic globalization and trade liberalization, exploring the relationship between foreign trade and ...
Jialin Gao +3 more
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Dynamic Common Correlated Effects of Geopolitical Risk on International Tourism Arrivals
Folia Oeconomica Stetinensia, 2023 Geopolitical risk is currently recognized as a worldwide concern that significantly affects various economic sectors. As a consequence, rising geopolitical risks can cause a decline in the number of tourist arrivals.
Herman Suzana
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