Robust likelihood estimation of dynamic panel data models [PDF]
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Javier Alvarez, Manuel Arellano
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Estimating Causal Effects from Panel Data with Dynamic Multivariate Panel Models
Panel data are ubiquitous in scientific fields such as social sciences. Various modeling approaches have been presented for observational causal inference based on such data. Existing approaches typically impose restrictive assumptions on the data-generating process such as Gaussian responses or time-invariant effects, or they can only consider short ...
Jouni Helske, Santtu Tikka
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Labor Productivity Convergence in Indonesia: Spatially Dynamic Panel Data Analysis
The problem of labor productivity in Indonesia is a regional and sectoral inequality. To know the time required to remove inequality, can be measured by the level of convergence of labor productivity. The research would analyze the rate of sectoral labor
Ahmad Fajar Novianto, Waris Marsisno
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This research examines the effect of the crisis due to the COVID-19 pandemic on dividend policy in Indonesia. The purposive sampling method was used to collect data from corporates listed on the IDX from 2014 to 2020 and analyzed using static and dynamic
Georgina Maria Tinungki +2 more
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Profile Maximum Likelihood Estimation of Single-Index Spatial Dynamic Panel Data Model
In this paper, the spatial dynamic panel data (SDPD) model is extended to the single-index spatial dynamic panel data (Si-SDPD) model by introducing a nonlinear connection function to reflect the interaction between explanatory variables.
Mengqi Zhang, Boping Tian
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Modelling the Determinants of International Tourism Demand in Cabo Verde Islands by European Countries: A Dynamic Panel Data Econometric Analysis [PDF]
Tourism in Cabo Verde is considered the engine of the country's economic growth, representing a significant weight in GDP, being the largest source of foreign exchange and the main export sector for services in the country. The purpose of this study was
Rodolfo Varela Tavares
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ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS [PDF]
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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Single equation models ignore interdependencies or two-way relationships between response variables. The simultaneous equation model accommodates this two-way relationship form.
Arya Fendha Ibnu Shina
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The Nonlinear Effect of Inflation on Income Inequality (Developing-Countries Study) [PDF]
Income inequality is an important economic issue that many countries around the world face. In recent decades, due to the increasing trend of income inequality and its adverse effects on the economy of each country, this issue and the factors affecting ...
Mahdiyeh Moradizadeh +2 more
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Economic growth and environmental degradation paradox in ASEAN: A simultaneous equation model with dynamic panel data approach [PDF]
Economic variables are dynamic in nature. This paper uses a simultaneous equation model to assess the complexity of the link between economic expansion and environmental deterioration in ASEAN.
Supriyanto +4 more
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