Results 11 to 20 of about 1,334,442 (301)
Portuguese tourism demand:a dynamic panel data analysis [PDF]
International Journal of Economics and Financial Issues, 2015 This article considers the determinants of Portuguese tourism demand for the period 2004-2013. The econometric methodology uses a panel unit root test and the dynamic panel data (GMM-system estimator).
Leitão, Nuno Carlos
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Estimating dynamic Panel data. A practical approach to perform long panels
Revista Colombiana de Estadística, 2018 Panel data methodology is one of the most popular tools for quantitative analysis in the field of social sciences, particularly on topics related to economics and business.
Romilio Labra, Celia Torrecillas
doaj +7 more sources
Non-Response in Dynamic Panel Data Models [PDF]
Journal of Econometrics, 2006 This paper stresses the links that exist between concepts that are used in the theory of model reduction and concepts that arise in the missing data literature.
Cheti Nicoletti
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Empirical likelihood for spatial dynamic panel data models. [PDF]
J Korean Stat Soc, 2022 Spatial dynamic panel data (SDPD) models have received great attention in economics in recent 10 years. Existing approaches for the estimation and test of SDPD models are quasi-maximum likelihood (QML) approach and generalized method of moments (GMM).
Li Y, Qin Y.
europepmc +4 more sources
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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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
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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
openaire +6 more sources
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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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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