Empirical Results based on panel random effects
A Generalized Spatial Panel Data Model with Random Effects
... generalized panel data model with random effects and first-order spatially autocorrelated residuals that encompasses two previously suggested ...simple random effects model that ignores ...
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A Generalized Spatial Panel Data Model with Random Effects
... 3.1 Robustness Checks We also assess the robustness of the proposed LM tests with respect to (i) non-normal errors and (ii) the speci…cation of the spatial weighting matrix. To compare the simulated power functions for ...
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Likelihood-based random-effects meta-analysis with few studies: empirical and simulation studies
... In the simulation study, coverage probability was below the nominal level for all frequentist methods in the pres- ence of heterogeneity and few studies. This phenomenon is even more pronounced when studies included in a ...
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Empirical Studies on the Employment Effects of Highway Infrastructure: Based on the Provincial Dynamic Panel Model
... （human）。经济增长需要人力资本的匹配，因此，理论上，人力资本积累有效地增加了就业供给，提 高劳动力与产业的匹配程度。由于卫生、健康数据比较难以获得，从而以各地区人口平均受教育年限 来衡量人力资本存量。按常用的加权方法计算，得到平均受教育年限，序列长度从 1997 ～ 2008 年。 ②产业结构 （ primary） 。我国属于典型的二元经济结构，还未实现经济一元化[r] ...
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The formulation and estimation of random effects panel data models of trade
... This highlights one important drawback of the FE approach: due to the large number of fixed effects related dummies, other important dummy-like variable often are not identified. In contrast, the coefficient for ...
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Asymptotics and bootstrap for random-effects panel data transformation models
... Carlo results show that it can be quite poor if the errors are fairly nonnormal ...important results for the transformed two-way random-effects panel model is, at least partially, due to the ...
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Prediction using panel data regression with spatial random effects
... Baltagi and Li (2006), the out-of sample prediction is based on Goldberger (1962) who derives best linear unbiased predictors. II. Theory The theoretical model behind the reduced form is well known, and therefore ...
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Peer Effects with Random Assignment: Results for Dartmouth Roommates
... I. Introduction Becker's work has revolutionized the social sciences by postulating that human behavior in a wide variety of areas can be understood as individual optimization subject to constraints. Noticeably absent ...
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Panel Data Analysis with Stata Part 1 Fixed Effects and Random Effects Models
... As already noted, the command xtreg, fe estimates (2.2.3) and (2.2.4) by OLS; hence its reported R 2 within has all the properties of the usual R 2 . Other two R 2 s are correlations squared, corresponding to the between ...
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Testing for Random Effects and Spatial Lag Dependence in Panel Data Models
... no random e¤ects, ...are based on di¤erent restricted ML residuals, namely ^ u, those of a random e¤ects panel data model with no spatial lag dependence, see Baltagi (2005), rather than the ...
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Testing for Heteroskedasticity and Spatial Correlation in a Random Effects Panel Data Model
... standard random effects error component ...a random effects panel data ...Carlo results show that misleading inference can occur when using marginal rather than joint or ...
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Instrumental Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects
... (2SLS) based on feasible instruments like H = X; W X; W 2 X which yield: ^ 2SLS = [Z 0 P H Z] 1 Z 0 P H y; (3) where P H = H (H 0 H) 1 H 0 denotes the projection matrix using ...the results derived in this ...
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BC Bootstrap Confidence Intervals for Random Effects Panel Data Models
... the random effects panel data model; then, we study the generalities of the boot- strap procedures, paying particular attention to the resampling problem for a random effects panel data ...the ...
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Explaining Fixed Effects: Random Effects modelling of Time-Series Cross-Sectional and Panel Data
... the effects of ‘rarely changing’ variables, and their desire to do so using FE modeling suggests that they do not fully appreciate the difference between within and between ...significant results where FE ...
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Random Effects, Fixed Effects and Hausman’s Test for the Generalized Mixed Regressive Spatial Autoregressive Panel
... spatial panel model is random e¤ ects (RE). Spatial panel data model with xed-e¤ ects (FE) have been considered by Baltagi and Li (2006), Mutl and Pfa¤ermayr (2011), and Lee and Yu (2010) to mention ...
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Panel Data Analysis Fixed and Random Effects using Stata (v. 4.2)
... correlated across entities*. Cross-sectional dependence can lead to bias in tests results (also called contemporaneous correlation). The null hypothesis is that residuals are not correlated. The command for the ...
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Nonlinear Panel Data Models with Expected a Posteriori Values of Correlated Random Effects
... in empirical work dealing with linear models that there are sources of serial correlation that arise due serial correlation in the idiosyncratic errors in addition to that caused by unobserved ...in ...
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The Spatial Random Effects and the Spatial Fixed Effects Model. The Hausman Test in a Cliff and Ord Panel Model
... the random effects and the within estimators are jointly asymp- totically normally distributed under the random effects ...estimators based on an initial instrumental variable ...the ...
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ON THE ROBUSTNESS OF FIXED EFFECTS AND RELATED ESTIMATORS IN CORRELATED RANDOM COEFFICIENT PANEL DATA MODELS
... in empirical studies [for example, Papke (1994), Hoxby (1996), and Friedberg ...unobserved effects model, generalizing a simple example due to Hahn ...fixed effects estimator generally rules out ...
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A single-level random-effects cross-lagged panel model for longitudinal mediation analysis
... the results from the two ...the effects in the model to be ...the random effects specified in the model, and whether the two models lead to diverse conclusions regarding the key ...
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