Results 1 to 10 of about 3,391,346 (320)
Resiliency of healthcare expenditure to income shock: Evidence from dynamic heterogeneous panels [PDF]
Frontiers in Public Health, 2023 Using the World Bank data over the period of 1960–2019, this study aims at estimating the resiliency of health expenditures against gross domestic product (GDP).
Shafiun Nahin Shimul +2 more
doaj +3 more sources
Estimation of heterogeneous panels with systematic slope variations [PDF]
The Stata Journal: Promoting communications on statistics and Stata, 2020 We analyse estimation procedures for the panel data models with heterogeneous slopes. Specifically we take into account a possible dependence between regressors and heterogeneous slope coefficients, which is referred to as systematic variation.
J. Breitung, Nazarii Salish
semanticscholar +5 more sources
Testing for Granger non-causality in heterogeneous panels [PDF]
Economic Modelling, 2012 Forthcoming
Elena Dumitrescu, Christophe Hurlin
exaly +6 more sources
Estimation of Heterogeneous Panels with Structural Breaks [PDF]
Journal of Econometrics, 2016 This paper extends Pesaran’s (2006) work on common correlated effects (CCE) estimators for large heterogeneous panels with a general multifactor error structure by allowing for unknown common structural breaks.
B. Baltagi, Feng Qu, C. Kao
semanticscholar +4 more sources
Unit Averaging for Heterogeneous Panels
Journal of Business & Economic Statistics, 2022 In this work we introduce a unit averaging procedure to efficiently recover unit-specific parameters in a heterogeneous panel model. The procedure consists in estimating the parameter of a given unit using a weighted average of all the unit-specific ...
C. Brownlees, V. Morozov
semanticscholar +4 more sources
Inference on Factor Structures in Heterogeneous Panels [PDF]
Journal of Econometrics, 2015 This paper develops an estimation and testing framework for a stationary large panel model with observable regressors and unobservable common factors. We allow for slope heterogeneity and for correlation between the common factors and the regressors.
C. Castagnetti +2 more
semanticscholar +8 more sources
Testing for individual sphericity in heterogeneous panels
Biometrika, 2019 This manuscript considers locally best invariant tests for sphericity in heterogeneous panels. A new integral representation for the characteristic function of the test statistic under the null is presented, along with an algorithm for inverting it to ...
S. Broda
semanticscholar +6 more sources
Acoustics, 2021 Micro-perforated panels (MPPs) are one of the most promising alternatives to conventional porous sound-absorbing materials. Traditionally, the theory of the sound absorption properties of MPPs is based on the assumption that MPPs are a homogeneous ...
Kimihiro Sakagami, Takeshi Okuzono
exaly +3 more sources
Classification of nonparametric regression functions in heterogeneous panels [PDF]
SSRN Electronic Journal, 2015 We investigate a nonparametric panel model with heterogeneous regression functions. In a variety of applications, it is natural to impose a group structure on the regression curves.
M. Vogt, Oliver B. Linton
semanticscholar +4 more sources
Optimal forecasting with heterogeneous panels: A Monte Carlo study [PDF]
International Journal of Forecasting, 2009 We contrast the forecasting performance of alternative panel estimators, divided into three main groups: homogeneous, heterogeneous and shrinkage/Bayesian. Via a series of Monte Carlo simulations, the comparison is performed using different levels of heterogeneity and cross sectional dependence, alternative panel structures in terms of T and N and the ...
Lorenzo Trapani, G. Urga
semanticscholar +6 more sources