Dynamic Panel Data (GMM)
The Oil, Government’s Budget and Economic Growth: A Dynamic Panel Data Model for Selected Oil Exporting Economies
... a Dynamic Panel Data model and Arellano and Bond’s (1991) GMM estimation method, on 12 oil exporting economies during 1990-2013, show that GSOR has significant positive effect on real GDP ...
15
GMM Gradient Tests for Spatial Dynamic Panel Data Models
... spatial panel data ...for panel data models that accommodate spatial dependence across space and ...the GMM approach of Kelejian and Prucha (2010) to a static spatial panel ...
48
GMM Estimation of short dynamic panel data models with error cross sectional dependence
... in dynamic panel data ...the GMM estimator from the enlarged set of moment conditions is smaller than the GMM estimator that uses the smaller set of moment conditions, ...system ...
36
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 ...
8
New GMM Estimators for Dynamic Panel Data Models
... In dynamic panel data (DPD) models, thegeneralized method of moments (GMM) estimation gives efficient ...new GMM estimators based on optimal or suboptimal weighting matrices in ...
12
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
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
Three Essays on Dynamic Panel Data Estimation
... of GMM is also evident in more general ...of GMM estimators, a number of alternative estimators have been suggested, including, among others, EL, continuous updating (CU), and exponential tilting (ET) ...of ...
79
Article Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
... for dynamic panel data models have obvious limitations when it comes to advising practitioners on the most effective implementations of estimators and tests under general ...the panel AR(1) ...
52
Fiscal decentralization, local government competition and farmland conversion in China: the co integration analysis and the GMM estimation based on the inter provincial panel data
... following dynamic panel data model which includes the lagged dependent variable as an explanatory variable: LnFC it = α 0 + γ 0 LnFC it–1 + γ 1 LnFD it + γ 2 LnLC it + θ 1 LnPGDP it + θ 2 LnURBAN it ...
10
Demand for Money in the Asian Countries: A Systems GMM Panel Data Approach and Structural Breaks
... It would be useful if we understand first the nature of the recently developed structural break tests for the dynamic panel data models. We have used Mancini-Grifoli and Pauwels (2006) procedure to ...
15
The Role of Immovable Property Taxes in the EU Countries – Taxes on Land, Buildings and Other Structure in Sub‑national Tax Revenues under the Conditions of Tax Decentralization
... 2015. Data reflecting on the macroeconomic development of the country and demographic data are collected for the period from 1995 to 2015 from the Eurostat (2017a, ...2011. Data on ethnic and ...
10
Remittances And Growth In Tunisia: A Daynamic Panel Analysis From A Sectoral Database
... System dynamic panel-data estimation (Arellano- Bover (1995) and Blundell- Bond ...The GMM permits to control the individual and temporal specific effects and palliate the endogeneity bias of ...
11
Estimation in dynamic panel data models: improving on the performance of the standard GMM estimator
... ri wkhvh JPP hvwlpdwruv lq g|qdplf prghov zlwk hqgrjhqrxv uhjuhvvruv1 Rxu dqdo|vlv vxjjhvwv wkdw vlplodu lvvxhv dulvh lq wklv fdvh wr wkrvh wkdw kdyh ehhq irxqg lq suhylrxv Prqwh Fduor v[r] ...
49
Trade Openness and Economic Growth: A Causality Test in Panel Perspective
... Openness to trade has been one of the primary drivers stimulating growth. The goal of this particular study is to investigate the relationship between trade openness and economic growth in 87 selected countries which ...
10
Euro dollar polarization and heterogeneity in exchange rate pass throughs within the euro zone
... a dynamic panel data framework based on an Exchange Rate Pass-Through (ERPT) model, we estimate the ERPT elasticities of the 2 groups by system IV-GMM and the Common Correlated Effects Mean ...
25
Institutions and Growth in the Arab and Middle Eastern Countries
... a dynamic panel data model and GMM estimation to focus on the impact of financial development and institutions on economic growth in the ...a dynamic panel data setting ...
12
Underground economy estimates for non OECD countries using currency demand method, 1984 2005
... Arellano-Bond GMM dynamic panel data method that is suitable in dealing with the issue of persistence and endogeneity problems in the estimation of currency demand ...
20
Toward Understanding Outbound GCC International Tourism: The Role of Expatriates and Institutional Quality
... for dynamic panel data estimates stems from the valid critique of Naude and Saayman (2005): static panel data estimates of tourism flows (inbound or outbound) may suffer from omitted ...
15
Sliding down the U shape? An investigation of the age well being relationship, with a focus on young adults
... with GMM life satisfaction results), an example of Roodman’s worry that many dynamic panel results are presented that appear vali d when they are ...
37