Books on the topic 'GMM, Panel Data Models'

Xiao, Zheng. Random coefficient panel data models. Bonn, Germany: IZA, 2004.

Massetti, Emanuele. Estimating Ricardian models with panel data. Cambridge, MA: National Bureau of Economic Research, 2011.

Ncube, Mthuli. Modelling implied volatility with OLS and panel data models. London: London School of Economics, Financial Markets Group, 1994.

Wooldridge, Jeffrey M. Distribution-free estimation of some nonlinear panel data models. Cambridge, Mass: Dept. of Economics, Massachusetts Institute of Technology, 1990.

Anderson, Gordon. Alternative error covariance assumptions in dynamic panel data models. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1988.

Wooldridge, Jeffrey M. Multiplicative panel data models without the strict exogeneity assumption. Cambridge, Mass: Massachusetts Institute of Technology, 1991.

Panel data econometrics: Methods-of-moments and limited dependent variables. San Diego: Academic Press, 2002.

Hensher, David A. Issues in the pre-analysis of panel data. 's-Gravenhage: Ministerie van Verkeer en Waterstaat, Projectbureau Integrale Verkeers- en Vervoerstudies, 1985.

Kahn, Barbara E. Measuring variety-seeking and reinforcement behaviors using panel data. West Lafayette, Ind: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University, 1986.

Kahn, Barbara E. Measuring variety-seeking and reinforcement behaviors using panel data. West Lafayette, Ind: Institute for Research in the Behavioral, Economic, and Management Sciences, Krannert Graduate School of Management, Purdue University, 1985.

Blundell, Richard. Initial conditions and efficient estimation in dynamic panel data models. London: University College, 1991.

Machin, S. Dynamic models of employment based on firm level panel data. London: University College, 1991.

Milopoulos, Christos. Investment behaviour under uncertainty: An econometric analysis of Swedish panel data. Gothenburg: Nationalekonomiska institutionen, Handelshögskolan vid Göteborgs universitet, 1993.

Tibrewala, Vikas. Nonstationary conditional trend analysis: An application to scanner panel data. Fontainbleau: INSEAD, 1992.

Denny, Kevin. Empirical models of firm-level profitability based on UK panel data. Dublin: University College Dublin, Department of Economics, 1993.

Austria, Myrna S. Exports, technological progress, and growth: The use of panel data. Canberra, ACT, Australia: Economics Division, Research School of Pacific Studies, Australian National University, 1992.

Habermeier, Karl Friedrich. Long-run exchange rate dynamics: A panel data study. [Washington, D.C.]: International Monetary Fund, Monetary and Exchange Affairs Department, 1999.

Loayza, Norman. A test of the international convergence hypothesis using panel data. Washington, D.C: World Bank, Policy Research Dept., Macroeconomics and Growth Division, 1994.

Aisen, Ari. Does political instability lead to higher inflation?: A panel data analysis. Washington, D.C: International Monetary Fund, Monetary and Financial Systems Dept., 2005.

Bhattacharyya, Ranajoy. Does the gravity model explain India's direction of trade?: A panel data approach. Ahmedabad: Indian Institute of Management, 2006.

Gavin, William T. A common model approach to macroeconomics: Using panel data to reduce sampling error. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2003.

Auerbach, Alan J. Capital gains taxation and tax avoidance: New evidence from panel data. Cambridge, MA: National Bureau of Economic Research, 1998.

Choi, Woon Gyu. Has inventory investment been liquidity-constrained?: Evidence from U.S. panel data. [Washington, D.C.]: International Monetary Fund, IMF Institute, 2001.

Ncube, Mthuli. Option pricing with time-varying volatility: Using OLS and panel data models. [Harare]: Dept. of Economics, University of Zimbabwe, 1991.

Mairesse, Jacques. Estimating the productivity of research and development: An exploration of GMM methods using data on French and United States manufacturing firms. Cambridge, MA: National Bureau of Economic Research, 1996.

Eckstein, Zvi. Agricultural supply response using vector autoregressions (VAR) with panel data: Some evidence from India. [Tel Aviv]: David Horowitz Institute for the Research of Developing Countries, Tel-Aviv University, 1985.

Michaud, Pierre-Carl. Health and wealth of elderly couples: Causality tests using dynamic panel data models. Bonn, Germany: IZA, 2004.

Devereux, Michael B. Investment, financial factors and cash flow: Evidence from UK panel data. Cambridge, MA: National Bureau of Economic Research, 1989.

Membership functions for fuzzy poverty measurement: An approach using German panel data. Frankfurt am Main: P. Lang, 1996.

Kimura, Fukunari. Globalizing activities and the rate of survival: Panel data analysis on Japanese firms. Cambridge, MA: National Bureau of Economic Research, 2003.

Cummins, Jason G. The tax sensitivity of foreign direct investment: Evidence from firm-level panel data. Cambridge, MA: National Bureau of Economic Research, 1994.

Horioka, Charles. The determinants of household saving in China: A dynamic panel analysis of provincial data. Cambridge, Mass: National Bureau of Economic Research, 2006.

Schiantarelli, Fabio. Form of ownership and financial contraints: Panel data evidence from leverage and investment equations. Washington, DC: World Bank, Policy Research Dept., Finance and Private Sector Development Division, 1996.

Laeven, Luc. Financial liberalization and financing constraints: Evidence from panel data on emerging economies. Washington, D.C: World Bank, Financial Sector Strategy and Policy Dept., 2000.

Fader, Peter S. Estimating models of promotion-induced non-compensatory choice behavior using UPC scanner panel data. Cambridge, Mass: Massachusetts Institute of Technology, Alfred P. Sloan School of Management, 1985.

Gagnon, Joseph E. Markup adjustment and exchange rate fluctuations: Evidence from panel data on automobile exports. Cambridge, MA: National Bureau of Economic Research, 1992.

Rajesh, Mehta. India's export by countries and commodities: On the estimation of a forecasting model using panel data. New Delhi: Research and Information System for the Non-aligned and Other Developing Countries, 2004.

Heshmati, Almas. Estimating technical efficiency, productivity growth and selectivity bias using rotating panel data: An application to Swedish agriculture. Göteborg: [Göteborgs universitet], 1994.

Hanisch, Jens Ulrich. Rounding of income data: An empirical analysis of the quality of income data with respect to rounded values and income brackets with data from the European Community Household Panel. Frankfurt am Main: Peter Lang, 2007.

Jaramillo, Fidel. Capital market imperfections before and after financial liberalization: A Euler equation approach to panel data for Ecuadorian firms. Washington, DC (1818 H St. NW Washington 20433): Country Economics Dept., World Bank, 1993.

Kraay, Aart. Product quality, productive efficiency, and international technology diffusion: Evidence from plant-level panel data. Washington, D.C: World Bank, Development Research Group, Macroeconomics and Growth, and, Trade., 2002.

Allah, Aman. Semiparametric panel data estimation: An application to immigrants homelink effect on U.S. producer trade flows. Delhi: Centre for Development Economics, Delhi School of Economics, 2000.

Lechner, Michael. Expected job loss in East and West Germany 1990/89: An econometric analysis using individual data of the socio-economic panel. Mannheim: Institut für Volkswirtschaftslehre und Statistik der Universität Mannheim, 1991.

S, Madheswaran, and Institute for Social and Economic Change, eds. Casuality between energy consumption and output growth in Indian cement industry: An application of panel vector error correction model. Bangalore: Institute for Social and Economic Change, 2010.

Orme, Chris. A note on adjusting the bias of maximum likelihood estimators in discrete panel data models with unobserved random effects. Loughborough: Loughborough University of Technology, Department of Economics, 1992.

Kumar, Anil. Lifecycle consistent estimation of effect of taxes on female labor supply in the U.S.: Evidence from panel data. [Dallas, Tx.]: Federal Reserve Bank of Dallas, 2005.

DiNardo, John E. The Phillips curve is back?: Using panel data to analyze the relationship between unemployment and inflation in an open economy. Cambridge, MA: National Bureau of Economic Research, 1999.

Hayashi, Fumio. The relation between firm growth and Q with multiple capital goods: Theory and evidence from panel data on Japanese firms. Cambridge, MA: National Bureau of Economic Research, 1990.

Meeting, COSPAR Plenary. Orbit determination and analysis: Proceedings of the PSD Meeting of the COSPAR Technical Panel on Satellite Dynamics which was held during the Thirtieth COSPAR Scientific Assembly, Hamburg, Germany, 11-21 July 1994. Oxford, England: Published for The Committee on Space Research [by] Pergamon, 1995.

Byun, Jae-Woong. Estimation of discrete dynamic models from endogenously-sampled company panel data: An analysis of direct investmentby Korean firms in the European Union. Leicester: University of Leicester, Department of Economics, 1994.