Results 221 to 230 of about 371,718 (256)
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Estimating dynamic panel data models: a guide for macroeconomists
Economics Letters, 1999zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ruth A Judson, Ann L Owen
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Consumption Dynamics and Panel Data: A Survey
1992Depuis la formulation de l'hypothèse du revenu permanent dans les années cinquante (Friedman, Modigliani, Brumberg), les économètres se sont beaucoup préoccupés de la question de la sensibilité de la consommation au revenu courant. C'est à partir de 1978, avec l'apport de Hall sur l'incorporation des anticipations rationnelles, que de nombreuses études
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Dynamic panel data models in tourism
Current Issues in Tourism, 2018The analysis of relations of dependency is widespread in tourism research. However, there are a series of questions related to endogeneity, such as dependence on the past and reverse causality, clo...
Ángeles Gallego +2 more
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Exponential regression of dynamic panel data models
Economics Letters, 2001zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Dynamic Bunching Estimation with Panel Data
Journal of Econometric MethodsAbstract Bunching estimation of distortions in a distribution around a policy threshold provides a means of studying behavioral parameters. Standard cross-sectional bunching estimators rely on identification assumptions about heterogeneity that I show can be violated by serial dependence of the choice variable or attrition related to ...
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Dynamic Panel Data Analysis Techniques
2020The purpose of academic research is to discover the truth regarding research enquiry. Scholarly research involves a systematic search, following the art of scientific investigation to gain new knowledge or facts. There are several designs through which the research objective makes contributions to knowledge; research could be exploratory, descriptive ...
Osagie Igbinigie, Mark Cook, Lucy Zheng
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Heterogeneity and selection in dynamic panel data
Journal of Econometrics, 2015zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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2003
In this chapter we discusses methods of dynamic panel data estimation. It is well known that the use of the lagged dependent variable as a right hand side variable introduces specific estimation problems, especially the fixed effects estimator becoming biased.
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In this chapter we discusses methods of dynamic panel data estimation. It is well known that the use of the lagged dependent variable as a right hand side variable introduces specific estimation problems, especially the fixed effects estimator becoming biased.
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Testing initial conditions in dynamic panel data models
Econometric Reviews, 2019We propose a new framework for testing the “mean stationarity” assumption in dynamic panel data models, required for the consistency of the system GMM estimator.
Laura Magazzini, Giorgio Calzolari
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Unequal spacing in dynamic panel data: Identification and estimation
Journal of Econometrics, 2017zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sasaki, Yuya, Xin, Yi
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