Results 1 to 10 of about 1,346,444 (348)
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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Modelling Domestic Tourism Demand in Australia A Dynamic Panel Data Approach
Economic Journal of Emerging Markets, 2011 Domestic tourism in Australia generates about 74% of total tourism revenue. Given that, this paper examines whether changes in Australian households’ income and the prices of domestic travel can influence the demand for domestic travel.
Ghialy Yap
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Poverty and labour market institutions in Europe [PDF]
Panoeconomicus, 2020 The aim of this paper is to analyse the effects of flexibility in the labour market on workers’ monetary poverty in 15 European countries in the time span 2005-2016.
Liotti Giorgio, Canale Rosaria Rita
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Dynamics and determinants of export diversification in Brazil from 2003 to 2013 [PDF]
Economia e Sociedade, 2020 Brazil was successful in diversifying its export package from the 1960s to the beginning of the twenty-first century. However, this performance has been more ambiguous over the last decade.
Heder Carlos de Oliveira +2 more
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Panel data analysis with heterogeneous dynamics [PDF]
Journal of Econometrics, 2015 This paper proposes a model-free approach to analyze panel data with heterogeneous dynamic structures across observational units. We first compute the sample mean, autocovariances, and autocorrelations for each unit, and then estimate the parameters of interest based on their empirical distributions. We then investigate the asymptotic properties of our
Ryo Okui, Takahide Yanagi
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Horizontal Intra-Industry Trade in Korea: A Dynamic Panel Data Analysis [PDF]
Journal of International Logistics and Trade, 2018 This study investigates the patterns and determinants of Korea’s horizontal intra-industry trade by employing a dynamic panel data analysis. The main findings of the study are as follows.
Nguyen Khanh Doanh, Yoon Heo
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Interpreting dynamic space–time panel data models [PDF]
Statistical Methodology, 2012 La littérature économétrique récente fait une place croissante à l'étude des propriétés asymptotiques des différentes méthodes d'estimation des modèles de données de panel spatio-temporels. Toutefois, force est de constater que peu d'attention est consacrée à l'interprétation économique de tels modèles malgré leur grand intérêt pour la modélisation des
Debarsy, Nicolas +2 more
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Dynamic Nonparametric Clustering of Multivariate Panel Data
Journal of Financial Econometrics, 2022 Abstract We introduce a new dynamic clustering method for multivariate panel data characterized by time-variation in cluster locations and shapes, cluster compositions, and possibly the number of clusters. To avoid overly frequent cluster switching (flickering), we extend standard cross-sectional clustering techniques with a penalty that
Igor Custodio João +3 more
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Robust likelihood estimation of dynamic panel data models [PDF]
Journal of Econometrics, 2022 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Javier Alvarez, Manuel Arellano
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Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models
Econometrics, 2016 The two-step GMM estimators of Arellano and Bond (1991) and Blundell and Bond (1998) for dynamic panel data models have been widely used in empirical work; however, neither of them performs well in small samples with weak instruments.
Richard A. Ashley, Xiaojin Sun
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