Results 1 to 10 of about 7,939,634 (308)

Interpretation and identification of within-unit and cross-sectional variation in panel data models. [PDF]

PLoS One, 2020
While fixed effects (FE) models are often employed to address potential omitted variables, we argue that these models’ real utility is in isolating a particular dimension of variance from panel data for analysis.
Kropko J, Kubinec R.
europepmc   +2 more sources

Forecasting With Dynamic Panel Data Models [PDF]

Econometrica, 2017
This paper considers the problem of forecasting a collection of short time series using cross‐sectional information in panel data. We construct point predictors using Tweedie's formula for the posterior mean of heterogeneous coefficients under a ...
L. Liu, H. R. Moon, Frank Schorfheide
semanticscholar   +5 more sources

Robust estimation for linear panel data models [PDF]

Statistics in Medicine, 2020
In different fields of applications including, but not limited to, behavioral, environmental, medical sciences, and econometrics, the use of panel data regression models has become increasingly popular as a general framework for making meaningful ...
Beste Hamiye Beyaztas, S. Bandyopadhyay
semanticscholar   +6 more sources

Dynamic Panel Data Models [PDF]

, 2015
This Chapter reviews the recent literature on dynamic panel data models with a short time span and a large cross-section. Throughout the discussion we considerlinear models with additional endogenous covariates. First we give a broad overview of available inference methods placing emphasis on GMM.
Bun, M.J.G., Sarafidis, V.
  +6 more sources

Causal Models for Longitudinal and Panel Data: A Survey [PDF]

Social Science Research Network, 2023
In this survey we discuss the recent causal panel data literature. This recent literature has focused on credibly estimating causal effects of binary interventions in settings with longitudinal data, emphasizing practical advice for empirical researchers.
Dmitry Arkhangelsky, G. Imbens
semanticscholar   +1 more source

Random Coefficient Panel Data Models [PDF]

SSRN Electronic Journal, 2004
This paper provides a review of linear panel data models with slope heterogeneity, introduces various types of random coefficients models and suggest a common framework for dealing with them. It considers the fundamental issues of statistical inference of a random coefficients formulation using both the sampling and Bayesian approaches.
Cheng Hsiao, M. Hashem Pesaran
openaire   +4 more sources

Spatiotemporal Econometrics Models for Old Age Mortality in Europe

Mathematics, 2021
In the past decade, panel data models using time-series observations of several geographical units have become popular due to the availability of software able to implement them.
Patricia Carracedo, Ana Debón
doaj   +1 more source

Robust likelihood estimation of dynamic panel data models

, 2021
We develop likelihood-based estimators for autoregressive panel data models that are consistent in the presence of time series heteroskedasticity.
Javier Álvarez, M. Arellano
semanticscholar   +1 more source

The impact of banking competition on the financial stability of the banking system in the Arab countries for the period 2000-2020

مجلة الدراسات الاقتصادية والادارية, 2023
 The study aims to verify the impact of banking competition on the financial stability of the banking system in the Arab countries. The period of study is 2000-2020 and included eleven Arab countries, and for the purpose of achieving the objectives of ...
Dr. teacher Hatim Fahad Mahomud
doaj   +1 more source

ESTIMATING RICARDIAN MODELS WITH PANEL DATA [PDF]

Climate Change Economics, 2011
Although the Ricardian model is a cross sectional method, there are advantages to estimating the model with additional years of data. For instance, with a panel, one can more easily separate events in a single year (e.g. weather and price shocks) from longer term phenomenon such as climate.
EMANUELE MASSETTI, ROBERT MENDELSOHN
openaire   +4 more sources