Results 11 to 20 of about 1,346,444 (348)
Nonresponse in dynamic panel data models [PDF]
Journal of Econometrics, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cheti Nicoletti
openaire +6 more sources
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
COVID-19 Surveillance Updates in US Metropolitan Areas: Dynamic Panel Data Modeling
JMIR Public Health and Surveillance, 2022 BackgroundDespite the availability of vaccines, the US incidence of new COVID-19 cases per day nearly doubled from the beginning of July to the end of August 2021, fueled largely by the rapid spread of the Delta variant. While the
Theresa B Oehmke +2 more
doaj +2 more sources
DPB: Dynamic Panel Binary Data Models in gretl [PDF]
Journal of Statistical Software, 2017 This paper presents the gretl function package DPB for estimating dynamic binary models with panel data. The package contains routines for the estimation of the randomeffects dynamic probit model proposed by Heckman (1981b) and its generalisation by ...
Riccardo Lucchetti, Claudia Pigini
doaj +4 more sources
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
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). The different techniques of panel unit root (Levin, Lin and Chu; Im, Pesaran and Shin W-stat and augmented Dickey-Fuller - Fisher Chi-square) show that ...
Leitão, Nuno Carlos
openaire +6 more sources
Bias-Corrected Estimation in Dynamic Panel Data Models [PDF]
Journal of Business & Economic Statistics, 2005 This study develops a new bias-corrected estimator for the fixed-effects dynamic panel data model and derives its limiting distribution for finite number of time periods, T, and large number of cross-section units, N. The bias-corrected estimator is derived as a bias correction of the least squares dummy variable (within) estimator.
Bun, Maurice J.G., Carree, Martin A.
openaire +6 more sources
Dynamic Panel Data Modeling and Surveillance of COVID-19 in Metropolitan Areas in the United States: Longitudinal Trend Analysis. [PDF]
J Med Internet Res, 2021 Oehmke TB +6 more
europepmc +2 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.
+6 more sources
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