Results 21 to 30 of about 954,686 (310)
Spatial Panel Data Models Using Stata [PDF]
SSRN Electronic Journal, 2016 xsmle is a new user-written command for spatial analysis. We consider the quasi–maximum likelihood estimation of a wide set of both fixed- and random-effects spatial models for balanced panel data. xsmle allows users to handle unbalanced panels using its full compatibility with the mi suite of commands, use spatial weight matrices in the form of both ...
BELOTTI, FEDERICO +2 more
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Nonlinear Panel Data Models [PDF]
, 2008 Panel or longitudinal data are becoming increasingly popular in applied work as they offer a number of advantages over pure cross-sectional or pure time-series data. A particularly useful feature is that they allow researchers to model unobserved heterogeneity at the level of the observational unit, where the latter may be an individual, a household, a
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Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models
Econometrics, 2016 The two-step GMM estimators of Arellano and Bond (1991) and Blundell and Bond (1998) for dynamic panel data models have been widely used in empirical work; however, neither of them performs well in small samples with weak instruments.
Richard A. Ashley, Xiaojin Sun
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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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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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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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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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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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