Search Results

Dynamic Models for Short Panels,
Mark Harris, Laszlo Matyas and Patrick Sevestre, from HAL (2008)
Keywords: Dynamic models,panel data,fixed effects,random effects,GMM

Dynamic Models for Short Panels,
Mark Harris, Laszlo Matyas and Patrick Sevestre, from HAL (2008)
Keywords: Dynamic models,panel data,fixed effects,random effects,GMM

DPB: gretl function to estimate dynamic binary models for panel data,
Claudia Pigini, from Boston College Department of Economics (2015)
Keywords: panel data, dynamic panel data, binary models

Level-Based Estimation of Dynamic Panel Models,
Gabriel Montes-Rojas, Sosa-Escudero Walter and Federico Zincenko, in Journal of Econometric Methods (2020)
Keywords: asymptotic efficiency, dynamic panel, GMM estimation, individual effects, short panel

Portuguese Tourism Demand: A Dynamic Panel Data Analysis,
Nuno Carlos Leit O, in International Journal of Economics and Financial Issues (2015)
Keywords: Tourism demand, dynamic panel data, panel unit root test, Portugal.

Analysing spatial spillovers in corruption: A dynamic spatial panel data approach,
Hermann Donfouet, P. Wilner Jeanty and Eric Malin, from HAL (2018)
Keywords: Corruption,dynamic spatial panel,endogeneity

Indirect Inference Estimation of a First-Order Dynamic Panel Data Model,
Yong Bao, in Journal of Quantitative Economics (2021)
Keywords: Dynamic panel, Indirect inference, Bias

Determinants of Trade Balance of Bangladesh: A Dynamic Panel Data Analysis,
M. Zakir Saadullah Khan and M. Ismail Hossain, in Bangladesh Development Studies (2012)
Keywords: Trade balance; Dynamic panel data

DEMOCRACY AND GROWTH: A DYNAMIC PANEL DATA STUDY,
Jeffry A. Jacob and Thomas Osang, in The Singapore Economic Review (SER) (2020)
Keywords: Democracy, growth, institutions, openness, dynamic panel

A dynamic panel analysis of urban metro demand,
Daniel Graham, Amado Crotte and Richard J. Anderson, in Transportation Research Part E: Logistics and Transportation Review (2009)
Keywords: Urban metro Demand Dynamic panel GMM

Determinants of Inflation in Europe – A Dynamic Panel Analysis,
Čaklovica Lejla and Adnan Efendic, in Financial Internet Quarterly (formerly e-Finanse) (2020)
Keywords: determinants of inflation, transition countries, dynamic panel model

Drivers promoting renewable energy: A dynamic panel approach,
António Marques and José Alberto Fuinhas, in Renewable and Sustainable Energy Reviews (2011)
Keywords: Renewable energy drivers Panel data Dynamic estimators

Unequal spacing in dynamic panel data: Identification and estimation,
Yuya Sasaki and Yi Xin, in Journal of Econometrics (2017)
Keywords: Dynamic panel data; Earnings dynamics; Unequal spacing;

Spatial dynamic panel data models with random effects,
Olivier Parent and James LeSage, in Regional Science and Urban Economics (2012)
Keywords: Spatial correlation; Dynamic panels; Bayesian estimations;

Mobility and Entrepreneurship in Ecuador: A Dynamic Pseudo-Panel Approach,
Xavier Ordeñana and Ramon Villa, in Latin American Journal of Economics-formerly Cuadernos de Economía (2014)
Keywords: mobility, dynamic pseudo-panel, entrepreneurship, Ecuador

Note on the Interpretation of Convergence Speed in the Dynamic Panel Model,
Masahiko Shibamoto and Yoshiro Tsutsui, from Research Institute for Economics & Business Administration, Kobe University (2011)
Keywords: Convergence speed, Dynamic panel regression, Factor model

A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data,
Diana Weinhold, from University Library of Munich, Germany (2004)
Keywords: dynamic fixed effects panel data, heterogenous coefficients

Nearly Unbiased Estimationin Dynamic Panel Data Models,
Martin Carree, from Tinbergen Institute (2002)
Keywords: dynamic panel data; Nickell bias; bias-correction

Interpreting Dynamic Space-Time Panel Data Models,
Nicolas Debarsy, Cem Ertur and James LeSage, from Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2010)
Keywords: Interpreting, Dynamic, Space-Time, Panel Data Models

Identification of Dynamic Panel Binary Response Models,
Shakeeb Khan, Maria Ponomareva and Elie Tamer, from Boston College Department of Economics (2019)
Keywords: Binary Choice, Dynamic Panel Data, Partial Identification

Heterogeneity and selection in dynamic panel data,
Yuya Sasaki, in Journal of Econometrics (2015)
Keywords: Dynamic panel data; Heterogeneity; Selection; Initial conditions problem;

Indirect Inference for Dynamic Panel Models,
Christian Gourieroux, Peter Phillips and Jun Yu, from Cowles Foundation for Research in Economics, Yale University (2006)
Keywords: Autoregression, Bias reduction, Dynamic panel, Fixed effects, Indirect inference

Indirect inference for dynamic panel models,
Christian Gourieroux, Peter Phillips and Jun Yu, in Journal of Econometrics (2010)
Keywords: Autoregression Bias reduction Dynamic panel Fixed effects Indirect inference

XTPEDRONI: Stata module to perform Pedroni's panel cointegration tests and Panel Dynamic OLS estimation,
Timothy Neal, from Boston College Department of Economics (2014)
Keywords: Pedroni, panel cointegration, dynamic OLS

Dynamic Panel GMM with Near Unity,
Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (2014)
Keywords: Cauchy limit theory, Dynamic panel, GMM estimation, Instrumental variable, Irrelevant instruments, Panel unit roots, Persistence

Aggregation in Large Dynamic Panels,
Mohammad Pesaran and Alexander Chudik, from Institute of Labor Economics (IZA) (2011)
Keywords: impulse responses, factor models, aggregation, VAR models, large dynamic panels, long memory, weak and strong cross section dependence, inflation persistence

Aggregation in Large Dynamic Panels,
Mohammad Pesaran and Alexander Chudik, from Faculty of Economics, University of Cambridge (2011)
Keywords: Aggregation, Large Dynamic Panels, Long Memory, Weak and Strong Cross Section Dependence, VAR Models, Impulse Responses, Factor Models, Inflation Persistence

Aggregation in Large Dynamic Panels,
Mohammad Pesaran and Alexander Chudik, from CESifo (2011)
Keywords: aggregation, large dynamic panels, long memory, weak and strong cross section dependence, VAR models, impulse responses, factor models, inflation persistence

Aggregation in large dynamic panels,
Mohammad Pesaran and Alexander Chudik, in Journal of Econometrics (2014)
Keywords: Aggregation; Large dynamic panels; Long memory; Weak and strong cross section dependence; VAR models; Impulse responses; Factor models; Inflation persistence;

XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing,
Yuya Sasaki and Yi Xin, from Boston College Department of Economics (2021)
Keywords: dynamic panel data, panel models, fixed effects

Effects of pricing and infrastructure on car ownership: A pseudo-panel-based dynamic model,
Siqi Song, Mi Diao and Chen-Chieh Feng, in Transportation Research Part A: Policy and Practice (2021)
Keywords: Car ownership; Pseudo panel; Dynamic panel model; Transport pricing and infrastructure;

Rank based cointegration testing for dynamic panels with fixed T,
Artūras Juodis, in Empirical Economics (2018)
Keywords: Dynamic panel data, Panel VAR, Cointegration, Fixed T consistency

Dynamic panel probit: finite-sample performance of alternative random-effects estimators,
Riccardo (Jack) Lucchetti and Claudia Pigini, from Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali (2018)
Keywords: Dynamic panel probit; panel data; Monte Carlo study

XTDCCE2: Stata module to estimate heterogeneous coefficient models using common correlated effects in a dynamic panel,
Jan Ditzen, from Boston College Department of Economics (2024)
Keywords: dynamic panel, common correlated effects

XTDPDQML: Stata module to perform quasi-maximum likelihood linear dynamic panel data estimation,
Sebastian Kripfganz, from Boston College Department of Economics (2017)
Keywords: dynamic panel data, maximum likelihood

TOURISM AND ECONOMIC GROWTH NEXUS IN INDONESIA: THE DYNAMIC PANEL DATA APPROACH,
Wahyu Widodo and F.X. Sugiyanto, in Regional Science Inquiry (2019)
Keywords: Economic Growth, Tourism, Dynamic Panel Data, Convergence

Institutions and Economic Performance in Sub-Saharan Africa: A Dynamic Panel Data Analysis,
Abdulhakeem Kilishi, H. I. Mobolaji, Mohammed Yaru and Ahmed Yakubu, in Journal of African Development (2013)
Keywords: Institutions, Dynamic Panel, Africa and Economic Growth

Dynamic panel data models: a guide to micro data methods and practice,
Stephen R. Bond, in Portuguese Economic Journal (2002)
Keywords: Panel data, Dynamic models, Generalised method of moments

FDML versus GMM for Dynamic Panel Models with Roots Near Unity,
Adrian Mehic, in JRFM (2021)
Keywords: dynamic panel data; persistence; FDML estimation

Factors That Influence Renewable Energy Technological Innovation in China: A Dynamic Panel Approach,
Zheng-Xia He, Shi-Chun Xu, Qin-Bin Li and Bin Zhao, in Sustainability (2018)
Keywords: renewable energy; technological innovation; China; dynamic panel

Estimating dynamic binary choice models using irregularly spaced panel data,
Maolong Chen, Robert J. Myers and Chaoran Hu, in Economics Letters (2020)
Keywords: Irregular spacing; Dynamic panel models; Binary choice;

Bias correction in the estimation of dynamic panel models in corporate finance,
Qing Zhou, Robert Faff and Karen Alpert, in Journal of Corporate Finance (2014)
Keywords: Dynamic panels; Corporate finance; Bias-correction;

Estimation of partially specified dynamic spatial panel data models with fixed-effects,
Yuanqing Zhang and Yanqing Sun, in Regional Science and Urban Economics (2015)
Keywords: Spatial; Panel data; Partially linear; Dynamic;

Determinants of Financial Inclusion in Africa: A Dynamic Panel Data Approach,
Olaniyi Evans, from University Library of Munich, Germany (2016)
Keywords: Financial inclusion, finance, dynamic panel data, Africa

Driving Forces of Venture Capital Investments in Europe: A Dynamic Panel Data Analysis,
Andrea Schertler, from Kiel Institute for the World Economy (IfW Kiel) (2003)
Keywords: venture capital investments, Europe, dynamic panel

Tax policy effects on entrepreneurship in canada, 1984-2009: A dynamic panel provincial data approach,
Marco Lugo Rodriguez, from CIRANO (2014)
Keywords: Entrepreneurship, tax policy, dynamic panel estimators,

Growth spillover through trade: A spatial dynamic panel data approach,
Chun-Yu Ho, Wei Wang and Jihai Yu, in Economics Letters (2013)
Keywords: Convergence; Dynamic panels; Spatial effect; Spillover;

The association between time preference and smoking behavior: A dynamic panel analysis,
Takahiro Miura, from Osaka University, Graduate School of Economics (2016)
Keywords: time preference, smoking, dynamic panel, state dependence

The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models,
Maurice J.G. Bun and Jan Kiviet, from Tinbergen Institute (2004)
Keywords: asymptotic expansions; bias approximation; dynamic panel.

The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models,
Maurice J.G. Bun and Frank Windmeijer, from Tinbergen Institute (2009)
Keywords: Dynamic Panel Data, System GMM, Weak Instruments

Estimating Dynamic Panel Data Models: A Practical Guide for Macroeconomists,
Ruth A. Judson and Ann Owen, from Board of Governors of the Federal Reserve System (U.S.) (2019)
Keywords: Panel data; simulation; dynamic model; macroeconomics; growth

A Spatial Dynamic Panel Analysis of the Environmental Kuznets Curve in European Countries,
Hermann Donfouet, P. Wilner Jeanty and Eric Malin, from Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS (2013)
Keywords: Environmental Kuznets curve, spatial dynamic panel

Choice of solutions to the initial-conditions problem in dynamic panel probit models,
Riccardo (Jack) Lucchetti and Claudia Pigini, from Department of Economics, University of Venice "Ca' Foscari" (2020)
Keywords: Panel data, dynamic probit, initial conditions

Power Properties of the Sargan Test in the Presence of Measurement Errors in Dynamic Panels,
Matz Dahlberg, Eva Johansson and Per Tovmo, from Uppsala University, Department of Economics (2002)
Keywords: Sargan test; Measurement errors; Dynamic panels

The weak instrument problem of the system GMM estimator in dynamic panel data models,
Maurice Bun and Frank Windmeijer, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007)
Keywords: Dynamic panel data, system GMM, weak instruments

Portuguese Intra-Industry Trade: A Dynamic Panel Data Analysis,
Horácio Faustino and Nuno Leitão, from ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2006)
Keywords: Intra-industry trade; dynamic panel data; Portugal

Energy Use Beyond GDP: A Dynamic Panel Analysis with Different Development Indicators,
Chiara Ravetti and Carlo Cambini, from Copenhagen Business School, Department of Economics (2021)
Keywords: Economic development; Energy consumption; Dynamic panel

Estimating dynamic panel models: backing out the Nickell Bias,
Jerry Hausman and Maxim Pinkovskiy, from Federal Reserve Bank of New York (2017)
Keywords: dynamic panel data; bias correction; econometrics

Moment Conditions for Dynamic Panel Logit Models with Fixed Effects,
Bo Honoré and Martin Weidner, from Princeton University. Economics Department. (2021)
Keywords: dynamic panel data logit models, moment conditions

Exclusion Restrictions in Dynamic Binary Choice Panel Data Models,
Songnian Chen, Shakeeb Khan and Xun Tang, from Boston College Department of Economics (2018)
Keywords: Panel Data, Dynamic Binary Choice, Exclusion Restriction

The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models,
Maurice Bun and Frank Windmeijer, from School of Economics, University of Bristol, UK (2007)
Keywords: Dynamic Panel Data, System GMM, Weak Instruments

Dynamic panel data modelling using maximum likelihood: an alternative to Arellano-Bond,
Enrique Moral-Benito, Paul Allison and Richard Williams, from Banco de España (2017)
Keywords: dynamic panel data, maximum likelihood estimation

The optimal choice of moments in dynamic panel data models,
Ryo Okui, in Journal of Econometrics (2009)
Keywords: GMM Dynamic panel data model Higher-order expansion Moment selection

Neighbourhood GMM estimation of dynamic panel data models,
Vasilis Sarafidis, in Computational Statistics & Data Analysis (2016)
Keywords: Dynamic panel data; Spatial dependence; Generalised Method of Moments;

Indirect inference estimation of dynamic panel data models,
Yong Bao and Xuewen Yu, in Journal of Econometrics (2023)
Keywords: Dynamic panel; Indirect inference; Within-group estimator; Convergence;

THE ROBUSTNESS OF ESTIMATORS FOR DYNAMIC PANEL DATA MODELS TO MISSPECIFICATION,
Mark Harris, Weiping Kostenko, Laszlo Matyas and Isfaaq Timol, in The Singapore Economic Review (SER) (2009)
Keywords: Dynamic panel data, misspecification, IV/GMM estimation, C13, C15, C23

Gasoline consumption in China: a dynamic panel data analysis,
Raymond Li and Guy Leung, in Economics Bulletin (2012)
Keywords: Chinese gasoline consumption, dynamic panel data, price and income elasticites

Likelihood-based inference for dynamic panel data models,
Seung C. Ahn and Gareth M. Thomas, in Empirical Economics (2023)
Keywords: Dynamic panel data, Maximum likelihood, Singular information matrix

Tests for Dynamic Effects in Linear Panel Data Models,
Walter Sosa Escudero and Federico Zincenko, from Universidad de San Andres, Departamento de Economia (2008)
Keywords: Dynamic panel, Random effects, Error components, Local misspecification, testing

CONVERGENCE: A SPATIAL DYNAMIC PANEL DATA APPROACH,
Jihai Yu and Lung-Fei Lee, in Global Journal of Economics (GJE) (2012)
Keywords: Convergence, dynamic panels, fixed effects, spatial effect, O33, O47, O51

Financial openness and capital mobility: a dynamic panel analysis,
Javed Younas and Boaz Nandwa, in International Review of Applied Economics (2010)
Keywords: Feldstein-Horioka, capital mobility, financial openness, dynamic panel,

An Alternative System GMM Estimation in Dynamic Panel Models,
Housung Jung and Hyeog Ug Kwon, from Institute of Economic Research, Hitotsubashi University (2007)
Keywords: Dynamic panel data, sub-optimal weighting matrix, KI upper boud

Approximately Exact Inference in Dynamic Panel Models,
Simon Broda, Marc Paolella and Yianna Tchopourian, from Society for Computational Economics (2006)
Keywords: Dynamic Panel Data, Bias Correction, Estimating Equation, Saddlepoint Approximation

A Dynamic Panel Data Analysis of the Immigration and Tourism Nexus,
Neelu Seeteram, from Monash University, Department of Economics (2010)
Keywords: Immigration, Tourism Demand, Dynamic Panel Data Cointegration, Australia.

Quantile regression for dynamic panel data with fixed effects,
Antonio Galvao, in Journal of Econometrics (2011)
Keywords: Quantile regression Dynamic panel Fixed effects Instrumental variables

Dynamic panels with threshold effect and endogeneity,
Myung Hwan Seo and Yongcheol Shin, in Journal of Econometrics (2016)
Keywords: Dynamic panel threshold models; Endogenous threshold effects and regressors; FD-GMM and FD-2SLS; Linearity and exogeneity tests; Investment;

On CUSUM test for dynamic panel models,
Minyoung Jo and Sangyeol Lee, in Statistical Methods & Applications (2021)
Keywords: Dynamic panel model, Parameter change test, CUSUM test, Weak convergence to a Gaussian process

Dynamic clustering of multivariate panel data,
Igor Custodio Joao, Andre Lucas, Julia Schaumburg and Bernd Schwaab, from European Central Bank (2021)
Keywords: bank business models, dynamic clustering, Hidden Markov Model, panel data, score-driven dynamics

Dynamic clustering of multivariate panel data,
Igor Custodio João, Andre Lucas, Julia Schaumburg and Bernd Schwaab, in Journal of Econometrics (2023)
Keywords: Dynamic clustering; Panel data; Hidden Markov Model; Score-driven dynamics; Bank business models;

Dynamic clustering of multivariate panel data,
Andre Lucas, Julia Schaumburg and Bernd Schwaab, from Tinbergen Institute (2020)
Keywords: dynamic clustering, panel data, Hidden Markov Model, score-driven dynamics, bank business models

Identifying latent group structures in spatial dynamic panels,
Liangjun Su, Wuyi Wang and Xingbai Xu, in Journal of Econometrics (2023)
Keywords: Classification; Heterogeneity; Panel structure model; Spatial dynamic panel data; SBSA algorithm;

Estimation of short dynamic panels in the presence of cross-sectional dependence and dynamic eterogeneity,
Robert Gilhooly, Martin Weale and Tomasz Wieladek, from Monetary Policy Committee Unit, Bank of England (2015)
Keywords: Bayesian dynamic panel estimator; dynamic heterogeneity; cross-sectional dependence; labour productivity.

Dynamic Panel Modeling of Climate Change,
Peter Phillips, in Econometrics (2020)
Keywords: climate modeling; cointegration; difference GMM; dynamic panel; spatio-temporal modeling; system GMM; transient climate sensitivity; within group estimation

Dynamic Panels with Threshold Effect and Endogeneity,
Myung Hwan Seo and Yongcheol Shin, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2014)
Keywords: Dynamic Panel Threshold Models, Endogenous Threshold Effects and Regressors, FD-GMM and FD-2SLS Estimation, Linearity Test, Exogeneity Test, Investment and Dividend Smoothing.

Dynamic Panel Modeling of Climate Change,
Peter Phillips, from Cowles Foundation for Research in Economics, Yale University (2018)
Keywords: Climate modeling, Cointegration, Difference GMM, Dynamic panel, Spatio-temporal modeling, System GMM, Transient climate sensitivity, Within group estimation

Export sophistication: A dynamic panel data approach,
Evžen Kočenda and Karen Poghosyan, from Kyoto University, Institute of Economic Research (2017)
Keywords: international trade; export sophistication; emerging and developing economies; specialization; dynamic panel data; Monte Carlo simulation; panel data estimators

Export sophistication: A dynamic panel data approach,
Evžen Kočenda and Karen Poghosyan, from Central Bank of the Republic of Armenia (2017)
Keywords: international trade; export sophistication; emerging and developing economies; specialization; dynamic panel data; Monte-Carlo simulation; panel data estimators

Comovements and Structural Factors of Macroeconomic Volatility in Developing and Transition Economies: A Dynamic Panel Data Approach,
Ichraf Ouechtati and Amira Zaouali, in Asian Economic and Financial Review (2013)
Keywords: Macroeconomic volatility, Structural factors, Dynamic panel.

Does the Internet increase labor productivity? Evidence from a cross-country dynamic panel,
Reza Najarzadeh, Farzad Rahimzadeh and Michael Reed, in Journal of Policy Modeling (2014)
Keywords: Internet; Labor productivity; Dynamic Panel Data; GMM;

A Dynamic Panel, Empirical Investigation on the Link between Inflation and Fiscal Imbalances. Does Heterogeneity Matter?,
Avgeris Nikolaos and Constantinos Katrakilidis, in Prague Economic Papers (2013)
Keywords: inflation, fiscal imbalances, heterogeneity, dynamic panel, GMM