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[PDF] Top 20 New GMM Estimators for Dynamic Panel Data Models

Has 10000 "New GMM Estimators for Dynamic Panel Data Models" found on our website. Below are the top 20 most common "New GMM Estimators for Dynamic Panel Data Models".

New GMM Estimators for Dynamic Panel Data Models

New GMM Estimators for Dynamic Panel Data Models

... In general, an asymptotically efficient estimator can be obtained through the two-step procedure in the standard GMM estimation. In the first step, an initial positive semidefinite weighting matrix is used to ... See full document

12

Fixed T Dynamic Panel Data Estimators with Multi Factor Errors

Fixed T Dynamic Panel Data Estimators with Multi Factor Errors

... these estimators to practical situations that may frequently arise, such as their ability to accommodate unbalanced panels, estimate models with common observed factors and ... See full document

39

An Evaluation of Simultaneous Openness Hypothesis in the Context of Stock Market Development: Evidence from a Panel of Fifty Three Countries Based a GMM Study

An Evaluation of Simultaneous Openness Hypothesis in the Context of Stock Market Development: Evidence from a Panel of Fifty Three Countries Based a GMM Study

... annual data from 1996-2013 averaged over 3 years period in a sample of 53 countries and employing Dynamic GMM estimators, the results show that economic growth, banking sector development, and ... See full document

11

Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties

Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties

... Panel data sets are also more effective in identifying and estimating effects that are simply not detectable in pure cross-sectional or pure time series ...particular, panel data sets are more ... See full document

24

An Empirical Analysis of the Relationship Between Inequality and Innovation in a Schumpeterian Framework

An Empirical Analysis of the Relationship Between Inequality and Innovation in a Schumpeterian Framework

... Using two new data sets on inequality, I estimate several dynamic panel data models, including a non-parametric setup, to test the validity of the hypothesis that innovation and inequali[r] ... See full document

47

A strategy to reduce the count of moment conditions in panel data GMM

A strategy to reduce the count of moment conditions in panel data GMM

... a new strategy to reduce the instrument ...purely data- driven and, as such, it can be considered a sort of benchmark solution to the problem of instrument ...the panel generalized method-of-moments ... See full document

41

Article Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models

Article Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models

... covering θ = 1 ) a mixed picture regarding the coefficient estimates. Although any substantial bias always reduces by collapsing, standard errors always increase at the same time, leading either to an increase or a ... See full document

52

Efficiency Comparisons of Different Estimators for Panel Data Models with Serially Correlated Errors: A Stochastic Parameter Regression Approach

Efficiency Comparisons of Different Estimators for Panel Data Models with Serially Correlated Errors: A Stochastic Parameter Regression Approach

... SPR models have been applied in several fields, especially in finance and economics, and they constitute a unifying setup for many statistical ...the New York Stock ... See full document

15

Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation

Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation

... of estimators for spatial dynamic panel models in the presence of several endogenous ...available estimators in spatial econometrics allows considering spatial dynamic ... See full document

30

Granger causality in dynamic binary short panel data models

Granger causality in dynamic binary short panel data models

... Honor´e and Lewbel (2002) propose a semiparametric estimator for the parameters of a binary choice model with predetermined covariates. However, they provide identification conditions when there is a further regressor ... See full document

35

Foreign Knowledge Spillovers and Total Factor Productivity Growth: Evidence from Four ASEAN Countries

Foreign Knowledge Spillovers and Total Factor Productivity Growth: Evidence from Four ASEAN Countries

... the new strand in the growth theory, in which technological spillovers from FDI from the leader country generated productivity growth in the follower ...the panel data analysis PDA (fixed effect and ... See full document

33

GMM estimation with persistent panel data: an application to production functions

GMM estimation with persistent panel data: an application to production functions

... system GMM estimators suggest an autoregressive coe¢cient around ...di¤erenced GMM does not appear to be seriously ...system GMM again suggests an autoregressive coe¢cient around ...di¤erenced ... See full document

24

Robust standard error estimators for panel models: a unifying approach

Robust standard error estimators for panel models: a unifying approach

... the data is warranted in order to revert to a stationary error ...type estimators are biased if effects are persistent, because the kernel smoother unduly downweighs the covariance between faraway ... See full document

31

Fiscal Deficit, National Saving and Sustainability of  Economic Growth in Emerging Economies: A Dynamic GMM Panel Data Approach

Fiscal Deficit, National Saving and Sustainability of Economic Growth in Emerging Economies: A Dynamic GMM Panel Data Approach

... growth models argued that the movement to steady states; technology, exogenous rate of savings, population growth and technical progress stimulate higher growth levels (Solow, ...provided new empirical ... See full document

15

EM estimation of dynamic panel data models with Heteroskedastic Random Coefficients

EM estimation of dynamic panel data models with Heteroskedastic Random Coefficients

... of dynamic heterogeneous ...coefficients panel data models, to highlight similarities and differences with the EM-REML ...age estimators and it gives a probability distribution over the ... See full document

48

Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects

Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects

... for dynamic panel data (DPD) models with fixed effects which suggested in econometric literature, such as least squares (LS) and generalized method of moments ...biased estimators for ... See full document

31

R Codes to Calculate GMM Estimations for Dynamic Panel Data Models

R Codes to Calculate GMM Estimations for Dynamic Panel Data Models

... important estimators in dynamic panel data (DPD) models; these estimators are Arellano-Bond (1991), Arellano- Bover (1995), and Blundell-Bond ... See full document

7

An Asymptotic Comparison of Dynamic Panel Data Estimators with Autocorrelated Error Terms

An Asymptotic Comparison of Dynamic Panel Data Estimators with Autocorrelated Error Terms

... the data. The discussion of dynamic panel data modeling was opened by [ST85] and ...existing estimators to estimate dynamic models has increased ... See full document

8

Alternative GMM Estimators for First order Autoregressive Panel Model: An Improving Efficiency Approach

Alternative GMM Estimators for First order Autoregressive Panel Model: An Improving Efficiency Approach

... In general, an asymptotically efficient estimator can be obtained through the two-step procedure in the standard GMM estimation. In the first step, an initial positive semidefinite weighting matrix is used to ... See full document

20

Supplementary Material Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models

Supplementary Material Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models

... Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models.. Jan F[r] ... See full document

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