Panel regressions using the augmented-I-3-FF model
On the estimation of covariance matrices using panel data artificial regressions
... The fact that the equation sets in the auxiliary regression constructed are not orthogonal is not taken into consideration. A wrong answer will also come from the White’s estimators. They are not robust to the presence ...
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A Class of Robust Tests in Augmented Predictive Regressions
... [Insert Figure 4.2] The main conclusion from this analysis is that the robust t-test not only presents correct size properties but also shows good size performance for empirically relevant values. For c = 5, which ...
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Endogeneity and Panel Data in Growth Regressions: A Bayesian Model Averaging Approach
... of model uncertainty in the set of regressors, in the exogeneity restrictions, and in the choice of instruments typically used in panel data growth regressions with fixed ...
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Endogeneity and Panel Data in Growth Regressions: A Bayesian Model Averaging Approach
... Bayesian model averaging (BMA) was popularized as a method to overcome model uncertainty in growth regressions by Fern´ andez et ...growth regressions such as threshold models (Crespo-Cuaresma ...
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Asymptotics and Bootstrap for Transformed Panel Data Regressions
... effects model by allowing the distribution of Y it to be in a broad family (transformed normal family) not just normal or ...of Model (1) under Gaussian distributions and provided a simple method for ...
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Testing for Spatial Lag and Spatial Error Dependence in a Fixed Effects Panel Data Model Using Double Length Artificial Regressions
... regression model is as follows: log(Y ) = α + β 1 log(K 1 ) + β 2 log(K 2 ) + β 3 log(L) + β 4 log(U nemp) + u, where Y is gross state product, K 1 is public capital which includes highways and streets, ...
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Model Averaging in Predictive Regressions
... popular model averaging approach is the simple equal-weighted ...subset regressions. They construct the forecast combination by using equal-weighted combination based on all possible models that keep ...
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Model Averaging in Predictive Regressions
... popular model averaging approach is the simple equal-weighted ...subset regressions. They construct the forecast com- bination by using equal-weighted combination based on all possible models that ...
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Jackknife Model Averaging for Quantile Regressions
... for model averaging is to address the problem of model uncertainty for ...for using model averaging for the purpose of ...the model that generates the data belongs to the class of ...
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Jackknife model averaging for quantile regressions
... for model averaging is to address the problem of model uncertainty for ...for using model averaging for the purpose of ...the model that generates the data belongs to the class of ...
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3D Model Generation for Education Using Augmented Reality
... an Augmented Reality application that works using a ...image using a ...3D model is generated. After the model is superimposed on the real world view of the smartphone screen, various ...
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An econometric model on bilateral trade in education using an augmented gravity model
... gravity model can be applied to international trade in education, where my analysis is the first to exploit the international trade dimension to elucidate the determinants of education services trade ...My ...
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Conditioned Export-Led Growth Hypothesis: A Panel Threshold Regressions Approach
... the model uncertainty and the measurement error issues we must try for different measures (where available) that could represent the same factor on the growth ...linear model estimates, using an ...
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Standardized LM Tests for Spatial Error Dependence in Linear or Panel Regressions
... It is well known in the statistics and econometrics literature that standardizing an LM test improves its performance especially if asymptotic critical values are used. Moulton and Randolph (1989) emphasized this for the ...
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Model instability in predictive exchange rate regressions
... kitchen-sink regressions improve upon our proposed MS-TVP model that allow for switching across structural exchange rate ...both model types. For example, using structural MS-TVP ...
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Model instability in predictive exchange rate regressions
... approach using a forecasting exercise for eight different exchange rates against the US ...proposed model improves upon the random walk for selected currencies, both in terms of point and density ...
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On model-free conditional coordinate tests for regressions
... tests using the second-order sufficient di- mension reduction methods which involve both the first and second moments of the inverse regression of X | Y ...
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Demographic dynamics and per capita environmental impact: using panel regressions and household decompositions to examine population and transport
... increasing. Under Model II, urbanization was typically significant, and implied, as expected, that highly urbanized societies have lower demands for personal transport. Table 2 The main casualty of loosing 50 data ...
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Structural Models of the Wage Curve Estimated by Panel Data and Cross Section Regressions
... the model closer in spirit with Phelps (1994) and Phelps and Zoega ...the model brings out the fact that variations in the price of capital elicit not only inter-temporal substitution effects but also ...
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Oil Rents, Corruption, and State Stability: Evidence from Panel Data Regressions
... examine using rigorous econometric techniques whether EITI participating countries have significantly lower levels of corruption due to the presence of oil windfalls than those countries that did not sign the ...
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