Results 161 to 170 of about 1,911,399 (201)

Applying a panel network formation model to limited partnership matching in the private capital market. [PDF]

Soc Netw Anal Min
Shang Y, Leifeld P.
europepmc   +1 more source

Lower Mortality Associated With Preemptive Health System Resource Reallocation During COVID-19: A Longitudinal Study in 85 Countries. [PDF]

Disaster Med Public Health Prep
McCuskee S, Wall S, DiMaggio C, Goldfrank L.   +3 more
europepmc   +1 more source

Symptom co-fluctuations with suicidal ideation over time: a dynamic time warp analysis. [PDF]

BMJ Ment Health
van der Slot AJC, Boonmann C, Eikelenboom M, Gijzen MWM, Kok AAL, De Beurs D, Penninx BWJH, Giltay EJ.   +7 more
europepmc   +1 more source

Mapping the Dynamics of Generalized Anxiety Symptoms and Actionable Transdiagnostic Mechanisms: A Panel Study. [PDF]

Depress Anxiety
Hoffart A, Skjerdingstad N, Freichel R, Johnson SU, Epskamp S, Ebrahimi OV.   +5 more
europepmc   +1 more source

Spatiotemporal-decoupled interactive learning for traffic flow prediction. [PDF]

Sci Rep
Chen L, Wu Q.
europepmc   +1 more source

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Estimating Vector Autoregressions with Panel Data

Econometrica, 1988
This paper considers estimation and testing of vector autoregression coefficients in panel data, and applies the techniques to analyze the dynamic relationships between wages and hours worked in two samples of American males. The model allows for nonstationary individual effects, and is estimated by applying instrumental variables to the quasi ...
Holtz-Eakin, Douglas, Newey, Whitney, Rosen, Harvey S   +2 more
exaly   +3 more sources

Panel vector autoregression under cross-sectional dependence

Econometrics Journal, 2008
Summary: This paper studies estimation in panel vector autoregression (VAR) under cross-sectional dependence. The time series are allowed to be an unknown mixture of stationary and unit root processes with possible cointegrating relations. The cross-sectional dependence is modeled with a factor structure. We extend the factor analysis in \textit{J. Bai}
Xiao Huang, Huang, Xiao
openaire   +3 more sources

Panel Vector Autoregression in R with the Package Panelvar

SSRN Electronic Journal, 2017
Abstract In this paper we extend two general methods of moment (GMM) estimators to panel vector autoregression models (PVAR) with p lags of endogenous variables, predetermined and strictly exogenous variables. We first extend the first difference GMM estimator to this extended PVAR model. Second, we do the same for the system GMM estimator.
Sigmund, Michael, Ferstl, Robert
openaire   +2 more sources