Lagged Dependent Variable
Modelling of Nigerian Residential Electricity Consumption Using Multiple Regression Model with One Period Lagged Dependent Variable
... period lagged dependent variable is applied to estimate residential electricity consumption and to forecast medium-term residential demand for ...
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The Benefits, Challenges and Insights of a Dynamic Panel assessment of Life Satisfaction
... dummy variable capturing fair health and worse responses); negative and statistically significant for male life satisfaction are unemployment, being long-term sick or disabled, being a family carer, having a ...
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A Note on Modelling Dynamics in Happiness Estimations
... This understanding is instructive for the choice regarding whether to model the dynamics in the observed part of the model or in the residual, as well as providing the ability to separately quantify the short-run impact ...
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Investigation about the presence of the day – of the week effect in the Bucharest Stock Exchange
... We analysed the day-of-the-week effect by employing three regressions. In the first regression, with intercept dummies, we found a significant Thursday effect for BET and most of the stocks. The Thursday effect was ...
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How Can Economic and Political Liberalisation Improve Financial Development in African Countries?
... the lagged dependent variable and the error term which affects the OLS estimation to be biased upwards and which can be ...the lagged dependent variable is negatively corrected ...
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Globalization, economic growth, and spillovers: A spatial analysis
... spatially lagged dependent variable, captures the countries’ spatial dependence in a more substantive manner, and shows that the growth rates of home country depend, in part, to weighted average of ...
21
Spillover effects in local public spending
... as dependent variable the two components of total expenditures: current expenditure ...our lagged dependent variable and the other endogenous variables (neigh expenditure and transfers) ...
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Accounting for the effect of exogenous non Economic variables on natural gas demand in oil producing African countries
... employing a dynamic panel and a structural time series analysis. Second, contrary to studies on natural gas demand such as (Khan, 2015; Waheed and Martin, 2013), this study employs a multivariate framework that includes ...
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Portuguese Tourism Demand: A Dynamic Panel Data Analysis
... that lagged dependent variable (tourism demand), income per capita, bilateral trade and population presented a positive sign, showing the significance of the tourism travel sector for the Portuguese ...
5
Not so harmless after all : the fixed effects model
... a lagged dependent variable, the estimator is inconsistent when unit fixed effects are included, though the bias declines if the number of periods increases (Nickell 1981, Kiviet ...
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Spatial interaction in local expenditures among Italian municipalities:evidence from Italy 2001 2011
... the lagged dependent variable is positive ...the lagged dependent variable is positive and statistically significant at 1%, both in the specification without neighboring ...
21
A Simultaneous Equation Model of Money Demand and Money Supply for Canada
... the lagged dependent variable is added to the money demand function, the sign of the coefficient of the nominal effective exchange rate becomes positive and significant at the 5% level mainly due to ...
5
Migration and Tourist Flows
... the lagged dependent variable (tourism demand, VFR) has a positive and relevant effect on actual demand, reflecting according to the authors the loyalty of Germany ...
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Consumer Survey Data and short term forecasting of households consumption expenditures in Poland
... i.e.: lagged dependent variable, real gross disposable income of households, net financial assets of households, retail sales and wage-pension ...
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Does cultural proximity contain terrorism diffusion?
... a lagged dependent variable, and a set of alternative predictors of terrorism as well as, potentially, migration ...intervention variable counts a country’s number of military interventions in ...
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Wages, profits and rent sharing
... The dependent variable is the logarithm of the average level of hourly earnings in each industry in the relevant ...U, lagged values of the industry profit-per-employee π/n, a lagged ...
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Does education affect economic liberty? The role of information and the media
... the variable of education exerts a positive and significant influence on economic freedom though its effect is lower in magnitude compared to our instrumental variable ...
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Tax Smoothing: Tests on Indonesian Data
... To further examine the null hypothesis of tax smoothing, changes in the tax rate variable is regressed on lagged values of itself together with lagged values of changes in government exp[r] ...
12
Effect of Fiscal Policy Shocks in Brazil
... output, inflation, interest rate and stock price index, the first equation consists of output as the dependent variable followed by lagged values of all four variables as regressors.. Th[r] ...
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The role of human assets in economic growth: theory and empirics
... This variable is in certain occasions filled with simple ...the variable Human Assets Index With Filled Gaps (HAI WFG) in our estimations because it contains more available data points 4 ...the ...
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