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Panel Data Econometrics with R
2018Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error ...
Croissant Y, Millo G
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SSRN Electronic Journal, 2008
This paper considers bootstrap methods for panel data. Theoretical results are provided for the sample mean. It is shown that the resampling only in the cross section dimension is not valid in the presence of temporal heterogeneity. The block resampling only in the time series dimension is not valid in the presence of cross section heterogeneity.
Bertrand Hounkannounon +1 more
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This paper considers bootstrap methods for panel data. Theoretical results are provided for the sample mean. It is shown that the resampling only in the cross section dimension is not valid in the presence of temporal heterogeneity. The block resampling only in the time series dimension is not valid in the presence of cross section heterogeneity.
Bertrand Hounkannounon +1 more
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2003
Now in its fourth edition, this comprehensive introduction of fundamental panel data methodologies provides insights on what is most essential in panel literature. A capstone to the forty-year career of a pioneer of panel data analysis, this new edition's primary contribution will be the coverage of advancements in panel data analysis, a statistical ...
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Now in its fourth edition, this comprehensive introduction of fundamental panel data methodologies provides insights on what is most essential in panel literature. A capstone to the forty-year career of a pioneer of panel data analysis, this new edition's primary contribution will be the coverage of advancements in panel data analysis, a statistical ...
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Microeconometrics and Panel Data
2000This chapter introduces the tools available in XploRe for analyzing microdata, i.e. data sets consisting of observations on N individual units, such as persons, households or firms.
Jörg Breitung, Axel Werwatz
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Simultaneous equations and panel data
Journal of Econometrics, 1992This paper integrates two separate lines of research on simultaneous equations models with panel data and individual effects (fixed or random) in each strucutural equation. In case these effects are random, and are correlated to some exogenous variables, efficient estimators are illustrated.
Donald Wyhowski +2 more
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2013
Panel data are usually more complex than cross-section data. Hence, before starting a statistical analysis, it is necessary to extract the relevant information from a larger data base often consisting of several data files. Panel data can be stored for statistical analysis either in wide or in long format.
Alexander W. Schmidt +2 more
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Panel data are usually more complex than cross-section data. Hence, before starting a statistical analysis, it is necessary to extract the relevant information from a larger data base often consisting of several data files. Panel data can be stored for statistical analysis either in wide or in long format.
Alexander W. Schmidt +2 more
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2018
The regression models discussed so far primarily used either cross-sectional or time series data. Each of these types of data has its exclusive features. This chapter discusses panel data regression models using the same group of entities like individuals, firms, states, countries, and the like over time.
Abdulkader Aljandali, Motasam Tatahi
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The regression models discussed so far primarily used either cross-sectional or time series data. Each of these types of data has its exclusive features. This chapter discusses panel data regression models using the same group of entities like individuals, firms, states, countries, and the like over time.
Abdulkader Aljandali, Motasam Tatahi
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2021
Classical finance has undergone a major change in recent years. In our modern world, where risk becomes more complex and difficult to calculate, more sophisticated mathematical techniques and products are needed to quantify such new risks. The financial sector should have a solid structure in order for the real sector to be able to supply the financing
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Classical finance has undergone a major change in recent years. In our modern world, where risk becomes more complex and difficult to calculate, more sophisticated mathematical techniques and products are needed to quantify such new risks. The financial sector should have a solid structure in order for the real sector to be able to supply the financing
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Panel data regression for counts
Statistical Papers, 1996zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kurt Brännäs, Per Johansson
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2012
In Chapter 4 we introduced an approach to analyse vectors of stationary time series, while Chapter 6 was devoted to the nonstationary case. With yth we denote the ith component at time t, t = 1, …, T. In typical time series applications the dimension of the vector is small (for instance equal to 3 in Examples 4.4.
Gebhard Kirchgässner +2 more
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In Chapter 4 we introduced an approach to analyse vectors of stationary time series, while Chapter 6 was devoted to the nonstationary case. With yth we denote the ith component at time t, t = 1, …, T. In typical time series applications the dimension of the vector is small (for instance equal to 3 in Examples 4.4.
Gebhard Kirchgässner +2 more
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