Results 1 to 10 of about 509,644 (312)

Partially time-invariant panel data regression

Statistics & Probability Letters
In panel data analysis, temporal variation in the variable of interest is commonly exploited to eliminate individual-specific effects. However, even when the outcome variable follows a continuous distribution, its temporal variation may equal zero with positive probability, resulting in a mixture distribution characterized by a mass at zero alongside a
Cardot, Hervé, Musolesi, Antonio
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Panel kink regression with an unknown threshold

Economics Letters, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhang, Yonghui, Zhou, Qiankun, Jiang, Li
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Panel regression with multiplicative measurement errors

Economics Letters, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ronning, Gerd, Schneeweiss, Hans
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Exponential regression of dynamic panel data models

Economics Letters, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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On the estimation and testing of predictive panel regressions

Journal of International Financial Markets, Institutions and Money, 2016
Hjalmarsson (2010) considers an OLS-based estimator of predictive panel regressions that is argued to be mixed normal under very general conditions. In a recent paper, Westerlund et al. (2016) show that while consistent, the estimator is generally not mixed normal, which invalidates standard normal and chi-squared inference.
Karabiyik, H., Westerlund, Joakim, Narayan, Paresh   +2 more
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Expectile and M-quantile regression for panel data

Statistics and Computing
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Ian Meneghel Danilevicz, Valderio Anselmo Reisen, Pascal Bondon   +2 more
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Regression Analysis of Panel Count Data I

2013
This chapter discusses the same problem as in the previous chapter, but under different situations. A basic assumption behind the methods described in the last chapter is that the underlying recurrent event process of interest and the observation process are independent of each other conditional on covariates.
Jianguo Sun, Xingqiu Zhao
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New results for nonstationary panel regression

Applied Economics Letters, 2008
This article derives the limiting distributions of the Ordinary Least Squares (OLS) and Least Square Dummy Variable (LSDV) estimators in both spurious and cointegrated panel regressions. The limit theories employed in this article are different from those of Kao (1999) and Phillips and Moon (1999), in which the time dimension of the panel is fixed.
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Clustering Regression Functions in a Panel [PDF]

, 2000
When time series data of a reasonable length for several cross sectional units are available (for example in the analysis of CO2 emission in industrial countries, or the estimation of production functions for 20 manufacturing sectors), researchers begin by testing whether the data can be pooled and a single dynamic model can be built for all cross ...
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A Study on the Estimation of the Regression Coefficients of the Panel Regression Model with Autocorrelation

The Korean Data Analysis Society
In this study, we considered a one-way error component model with first-order autocorrelation for panel data. We conducted a Monte Carlo study to examine the effects of ignoring individual effects or autocorrelation in this model on the estimation of regression coefficients and hypothesis testing. The Monte Carlo results indicated that even when either
Byoung Cheol Jung, Young Seok Son
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