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The Econometrics of Panel Data [PDF]
, 2008 This completely restructured, updated third edition of The Econometrics of Panel Data, first published in 1992, provides a general overview of the econometrics of panel data, both from a theoretical and from an applied viewpoint. Since the pioneering papers by Kuh, Mundlak, Hoch and Balestra and Nerlove, the pooling of cross section and time series ...
Sevestre, Patrick, Matyas, Laszlo
openaire +3 more sources
Human Capital and Regional Economic Growth in Russia [PDF]
Prostranstvennaâ Èkonomika, 2021 This study examines the contribution of human capital accumulation to regional economic growth using panel data for 82 subjects of the Russian Federation over 2002–2019. This paper aims to test the hypothesis that in the long-run equilibrium there exists
Boris Ivanovich Alekhin
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Robust Standard Error Estimators for Panel Models: A Unifying Approach
Journal of Statistical Software, 2017 The different robust estimators for the standard errors of panel models used in applied econometric practice can all be written and computed as combinations of the same simple building blocks.
Giovanni Millo
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Fundamental Responsiveness in European Electricity Prices
Energies, 2021 We estimate fundamental pricing relationships in selected European day-ahead electricity markets. Using a fractionally integrated panel data model with unobserved common effects, we quantify the responsiveness of hourly electricity prices to two ...
Michail I. Seitaridis +2 more
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Energies, 2019 Nighttime light data are often used to estimate some socioeconomic indicators, such as energy consumption, GDP, population, etc. However, whether there is a causal relationship between them needs further study.
Yongguang Zhu +4 more
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The Knowledge Analysis of Panel Vector Autoregression: A Systematic Review
SAGE Open, 2023 The panel vector autoregression (PVAR) model preserves the advantages of the vector autoregression model while expanding its time series to the spatial direction, which can effectively solve the problem of individual heterogeneity using panel data. It is
Rui Yang +3 more
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Company fundamentals as determinants of firm-level equity premiums: Evidence from an emerging economy [PDF]
Panoeconomicus, 2021 Equity premium is a vital number to consider in finance when making fund allocations and investment decisions. This study explores the relationship between (controllable) determinants of firm-level equity premiums in the context of the Pakistan stock ...
Imran Muhammad
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Are PPP tests erratically behaved? Some panel evidence [PDF]
, 2006 This paper examines whether, in addition to standard unit root and cointegration tests, panel approaches also produce test statistics behaving erratically when applied to PPP.
Caporale, GM, Hanck, C
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Technology transfer and enterprise performance: a firm-level analysis in China
Journal of Business Economics and Management, 2012 This paper attempts to explore the relationship between openness and a Chinese firm's productivity using 1999–2002 panel data on 26 industries covering 2400 enterprises.
Mehmet Huseyin Bilgin +2 more
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Convergence in per-capita GDP across EU-NUTS2 regions using panel data models extended to spatial
Statistica, 2013 Most of the empirical works in regional convergence are based on either crosssectional or “a-spatial” panel data models. In this paper, we propose the use of panel data econometrics models that incorporate an explicit consideration of spatial dependence ...
Gianfranco Piras, Giuseppe Arbia
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