Aggregation in Linear Models for Panel Data
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]
In this paper 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 generalised method of moments (GMM estimators for models where stationarity is not ...
Bond, S, Windmeijer, F
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Financial Diversification Analysis of Trade Integration: The Case of Iran and Trading Partners (ECO, D8 and Eurasian Countries) [PDF]
In recent years, given the significance of the financial sector and its interdependence with other sectors, especially the international trade sector, this industry’s academics and planners have examined the impact of financial development on commerce ...
Zahra Aghili +3 more
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Convergence of food consumption across Ukrainian regions: approach using spatial panel data models
Purpose. The article studies the convergence between the regions of Ukraine in terms of the basic foodstuff consumption per capita during 2000–2019, taking into account the effects of spatial interaction across regions. Methodology / approach.
Olha Osypova +4 more
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Panel data models for regional development [PDF]
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
doaj
Selecting Model in Fixed and Random Panel Data Models [PDF]
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
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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Testing for Selectivity Bias in Panel Data Models [PDF]
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
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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Determinants of Deindustrialisation in Developed European and Post-Communist Countries [PDF]
The main goal of this paper is to shed some light on the pro-cess of deindustrialisation defined as falling share of industry employment in total employment.
Marija Beg +2 more
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