Results 21 to 30 of about 905,972 (265)
Projection Estimators for Autoregressive Panel Data Models [PDF]
SSRN Electronic Journal, 2001 Summary: We explore a new approach to estimation for autoregressive panel data models, based on projecting the unobserved individual effects on the vector of observations on the lagged dependent variable. This approach yields estimators which coincide with known generalized method of moments estimators for models where stationarity is not imposed on ...
Bond, S, Windmeijer, F
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Generalized Estimators of Stationary Random-Coefficients Panel Data Models
Revstat Statistical Journal, 2019 This article provides generalized estimators for the random-coefficients panel data (RCPD) model where the errors are cross-sectional heteroskedastic and contemporaneously correlated as well as with the first-order autocorrelation of the time series ...
Mohamed Reda Abonazel
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Aggregation in Linear Models for Panel Data
JOURNAL OF THE JAPAN STATISTICAL SOCIETY, 2009 We study the impact of individual and temporal aggregation in linear static and dynamic models for panel data in terms of model specification and efficiency of the estimated parameters. Model wise we find that i) individual aggregation does not affect the model structure but temporal aggregation may introduce residual autocorrelation, and ii ...
Petkovic, Alexandre, Veredas, David
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Panel Data, Local Cuts and Orthogeodesic Models [PDF]
Bernoulli, 2000 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jesper Christensen, Bent +1 more
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Panel data models for regional development [PDF]
Urbanism. Arhitectura. Constructii, 2015 One of the goals of the national development policy is to support the sustainable economic and social growth of regions territorially balanced in Romania in order to reduce economic and social disparities among regions.
Sorin Daniel Manole, Antonio Tache
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Selecting Model in Fixed and Random Panel Data Models [PDF]
المجلة العراقية للعلوم الاحصائية, 2012 تم استخدام نماذج البيانات الطولية وكيفية الاختيار في توفيق نماذج البيانات الطولية الثلاثة، نموذج الانحدار التجميعي ونموذج التأثيرات الثابتة ونموذج التاثيرات العشوائية. تم الاعتماد على معيار معامل التحديد المصحح ومعيار اكاكي للمعلومات في اختيار افضل نموذج
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The Specification of Dynamic Discrete-Time Two-State Panel Data Models
Econometrics, 2018 This paper compares two approaches to analyzing longitudinal discrete-time binary outcomes. Dynamic binary response models focus on state occupancy and typically specify low-order Markovian state dependence.
Tue Gørgens, Dean Robert Hyslop
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Robust estimation for linear panel data models
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 statistical inferences. However, when the ordinary least squares (OLS) method is used to estimate the model
Beste Hamiye Beyaztas +1 more
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Testing for Selectivity Bias in Panel Data Models [PDF]
International Economic Review, 1992 textabstractDiscusses several tests to check for the presence of selectivity bias in estimators based on panel data. Introduction; Selectivity bias in the fixed and random effects estimators; Simple tests for selectivity bias; Specification of the response mechanism and the LM test for selectivity bias; Numerical results on the pseudo true values of ...
Verbeek, Marno, Nijman, Theo
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Is Global Competitiveness Speeding Up the Growth in the EU? A Panel Data Analyis
Studia Universitatis Vasile Goldis Arad, Seria Stiinte Economice, 2018 The paper documents the impact of global competitiveness on economic growth in the EU Member States. In a panel data approach, for a time span of 10 years (2008- 2017), a validated influence of Global Competitiveness Index on annual rate of GDP in the EU
Neagu Olimpia
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