dynamic panel data
Fixed T Dynamic Panel Data Estimators with Multi Factor Errors
... This paper analyzes a growing group of fixed T dynamic panel data estimators with a multi-factor error structure. We use a unified notational approach to describe these estimators and discuss their ...
39
Immigration and Trade in Portugal: A Static and Dynamic Panel Data Analysis
... This paper tests the impact of immigration on Portuguese intra-industry trade. Immigrants express knowledge spillovers that can reduce information costs for economic agents. The empirical results indicate that this ...
21
Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models
... in dynamic panel data ...small panel of …ve eurocurrency rates …nds that these interest rates are unit root nonstationary as the bias-corrected autoregressive coe¢ cient exceeds ...
29
GMM Gradient Tests for Spatial Dynamic Panel Data Models
... In this study, we formulate the adjusted gradient tests when the alternative model used to construct tests deviates from the true data generating process for a spatial dynamic panel data[r] ...
36
GMM Gradient Tests for Spatial Dynamic Panel Data Models
... spatial panel data models, see Anselin et ...for dynamic spatial panel data models when both the number of individuals and the number of time periods are large under various ...the ...
48
Determinants of Financial Inclusion in Africa: A Dynamic Panel Data Approach
... out pro-finance policies and better enabling environment can drive access upward for African countries with diverse structural characteristics, to eventually reach a maximum sustainable level, termed by Naceur et al ...
24
A Bias-Corrected Fixed Effects Estimator in the Dynamic Panel Data Model
... the dynamic wage equation, employment model, and investment of firms ...overtime. Panel data offers empirical researchers great opportunities to understand this dynamic behaviors over ...using ...
17
Financial Crises and Marketing Expenditure Effect: Dynamic Panel Data Approach
... using dynamic panel data model showed softened impact of marketing expenditure upon net sales in financial crisis period as compared with period of economic ...
7
R Codes to Calculate GMM Estimations for Dynamic Panel Data Models
... These codes presented three functions for calculating three important estimators in dynamic panel data (DPD) models; these estimators are Arellano-Bond (1991), Arellano- Bover (1995), and ...
7
International Tourism Demand for Turkey: A Dynamic Panel Data Approach
... The model was used to measure the performance of tourist arrivals from nine generating countries to Turkey between 1995 and 2004, and it was estimated by using the GMM-DIFF estimator proposed by Arellano and Bond (1991) ...
14
An Asymptotic Comparison of Dynamic Panel Data Estimators with Autocorrelated Error Terms
... some dynamic panel data estimators including Ordinary Least Squares (OLS), the Anderson-Hsiao IV (AH), Arellano- Bond Generalized Method of Moment (GMM) first-step, Blundell- Bond System (SYS1) ...
8
Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects
... Since the work of Arellano and Bond (1991), the GMM technique has been widely used in the estimation of dynamic panel data models. However, subsequent examinations of the finite sample performance of ...
31
The impact of market deregulation on milk price: A dynamic panel data approach
... the data generating processes of variables (Katsoulacos et al, ...the Dynamic OLS (Kao and Chiang, 2000) are inadequate for our data since they assume cross- section ...in dynamic panel ...
49
Small Sample Estimation in Dynamic Panel Data Models: A Simulation Study
... simulated data to investigate both the small and large sample properties of the within-groups (WG) estimator and the first difference generalized method of moments (FD-GMM) estimator of a dynamic ...
16
In search of robust methods for dynamic panel data models in empirical corporate finance
... in dynamic panel data models, namely the magnitude of the fixed effects relative to that of the idiosyncratic error ...use data-generating processes that mimic actual company panel ...
60
Portuguese Tourism Demand: A Dynamic Panel Data Analysis
... 2001-2009. The dependent variable is foreign students demand. This empirical study demonstrates that Erasmus programme, and lagged dependent variable present a positive sign. However, the income and costs are negatively ...
5
Dynamic Panel Data Model for Investment, Real Value and Capital Stock Data
... of dynamic panel data models and the simple panel data model while dealing with the example of real gross investment depending upon real value and capital ...
5
Dynamic Panel Data Analysis Of European Tourism Demand In Malaysia
... sectional data results indicated that the communication infrastructure and marketing (measured by internet) are important consideration for tourists from all continents and political stability seems to be more ...
15
Local information theoretic methods for smooth coefficients dynamic panel data models
... longitudinal data (Fan and Wu 2008) - see Fan and Zhang (2008) for a recent ...coe¢cients dynamic panel data model and proposes an estimation approach alternative to that proposed originally ...
48
Revisiting Energy Consumption and GDP: Evidence from Dynamic Panel Data Analysis
... Utilising dynamic panel data GMM-system estimator on datasets of selected 23 countries across 12 years ranging from 2000-2011, this paper shows evidence of uni-directional causality between energy ...
7