Results 11 to 20 of about 371,718 (256)
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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ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS [PDF]
Econometric Theory, 2019 The article discusses statistical inference in parametric models for panel data. The models feature dynamics of a general nature, individual effects, and possible explanatory variables. The focus is on large-cross-section inference on Gaussian pseudo maximum likelihood estimates with temporal dimension kept fixed, partially complementing and extending ...
Robinson, Peter M., Velasco, Carlos
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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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DPB: Dynamic Panel Binary Data Models in gretl
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
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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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Drivers of GDP growth: Evidence from selected European countries [PDF]
Ekonomski Anali, 2023 This empirical study analyses the potential determinants of GDP growth in selected European countries using data for 19 countries from Central, Eastern, and South-Eastern Europe for the period 2014 to 2020.
Ješić Milutin
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Kernel Estimation for Panel Data with Heterogeneous Dynamics [PDF]
SSRN Electronic Journal, 2018 Summary This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and then apply kernel smoothing to compute their density functions.
Okui, Ryo, Yanagi, Takahide
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The Specification of Dynamic Discrete-Time Two-State Panel Data Models
Econometrics, 2018 This paper compares two approaches to analyzing longitudinal discrete-time binary outcomes. Dynamic binary response models focus on state occupancy and typically specify low-order Markovian state dependence.
Tue Gørgens, Dean Robert Hyslop
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