Results 11 to 20 of about 1,443,437 (305)
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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Providing the Optimal Model for Stock Selection Based on Momentum, Reverse and Hybrid Trading Strategies Using GWO Algorithm [PDF]
تحقیقات مالی, 2022 Objective: Contratum strategies are hybrid strategies in which, like the reverse strategy, the portfolio ranking is based on a long-term time horizon. However, the time horizon of their maintenance is like medium-term momentum strategies.
Ali Teymouri Ashtiani +2 more
doaj +1 more source
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
doaj +1 more source
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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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
doaj +1 more source
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
openaire +6 more sources
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
doaj +1 more source
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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International Journal of Empirical Economics, 2023 Many of the studies on households and people’s welfare dynamics in Uganda have been preoccupied with poverty lines and welfare indices estimation, particularly at the macro level. Little attention has been paid to the impact of livelihood diversification
James Mukoki +3 more
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