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Статті в журналах з теми "GMM, Panel Data Models"
Shina, Arya Fendha Ibnu. "ESTIMASI PARAMETER PADA SISTEM MODEL PERSAMAAN SIMULTAN DATA PANEL DINAMIS DENGAN METODE 2 SLS GMM-AB." MEDIA STATISTIKA 11, no. 2 (December 30, 2018): 79–91. http://dx.doi.org/10.14710/medstat.11.2.79-91.
Повний текст джерелаYOUSSEF, AHMED H., AHMED A. EL-SHEIKH, and MOHAMED R. ABONAZEL. "New GMM Estimators for Dynamic Panel Data Models." International Journal of Innovative Research in Science, Engineering and Technology 03, no. 10 (October 15, 2014): 16414–25. http://dx.doi.org/10.15680/ijirset.2014.0310003.
Повний текст джерелаSarafidis, Vasilis. "Neighbourhood GMM estimation of dynamic panel data models." Computational Statistics & Data Analysis 100 (August 2016): 526–44. http://dx.doi.org/10.1016/j.csda.2015.11.015.
Повний текст джерелаAbonazel, Mohamed. "Bias correction methods for dynamic panel data models with fixed effects." International Journal of Applied Mathematical Research 6, no. 2 (May 24, 2017): 58. http://dx.doi.org/10.14419/ijamr.v6i2.7774.
Повний текст джерелаTaşpınar, Süleyman, Osman Doğan, and Anil K. Bera. "GMM gradient tests for spatial dynamic panel data models." Regional Science and Urban Economics 65 (July 2017): 65–88. http://dx.doi.org/10.1016/j.regsciurbeco.2017.04.008.
Повний текст джерелаWansbeek, Tom. "GMM estimation in panel data models with measurement error." Journal of Econometrics 104, no. 2 (September 2001): 259–68. http://dx.doi.org/10.1016/s0304-4076(01)00079-3.
Повний текст джерелаHu, Yi, Dongmei Guo, Ying Deng, and Shouyang Wang. "Estimation of Nonlinear Dynamic Panel Data Models with Individual Effects." Mathematical Problems in Engineering 2014 (2014): 1–7. http://dx.doi.org/10.1155/2014/672610.
Повний текст джерелаKruiniger, Hugo. "GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA." Econometric Theory 25, no. 5 (October 2009): 1348–91. http://dx.doi.org/10.1017/s0266466608090531.
Повний текст джерелаAshley, Richard, and Xiaojin Sun. "Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models." Econometrics 4, no. 4 (November 30, 2016): 47. http://dx.doi.org/10.3390/econometrics4040047.
Повний текст джерелаBond, Stephen, Clive Bowsher, and Frank Windmeijer. "Criterion-based inference for GMM in autoregressive panel data models." Economics Letters 73, no. 3 (December 2001): 379–88. http://dx.doi.org/10.1016/s0165-1765(01)00507-9.
Повний текст джерелаДисертації з теми "GMM, Panel Data Models"
Cantarinha, Ana Isabel Guerra. "Comparação de estimadores alternativos para modelos dinâmicos com dados de painel." Master's thesis, Universidade de Évora, 2006. http://hdl.handle.net/10174/16338.
Повний текст джерелаHu, Wanhong. "Estimation of dynamic heterogeneous panel data models." Connect to resource, 1996. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1266934002.
Повний текст джерелаBada, Oualid [Verfasser]. "Essays on Large Panel Data Models / Oualid Bada." Bonn : Universitäts- und Landesbibliothek Bonn, 2015. http://d-nb.info/1077266820/34.
Повний текст джерелаMutl, Jan. "Dynamic panel data models with spatially correlated disturbances." College Park, Md. : University of Maryland, 2006. http://hdl.handle.net/1903/3729.
Повний текст джерелаThesis research directed by: Economics. Title from t.p. of PDF. Includes bibliographical references. Published by UMI Dissertation Services, Ann Arbor, Mich. Also available in paper.
Bun, Maurice Josephus Gerardus. "Accurate statistical analysis in dynamic panel data models." [Amsterdam : Amsterdam : Thela Thesis] ; Universiteit van Amsterdam [Host], 2001. http://dare.uva.nl/document/57690.
Повний текст джерелаSarafidis, Vasilis. "Estimating panel data models with cross-sectional dependence." Thesis, University of Cambridge, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.613908.
Повний текст джерелаKhatoon, Rabeya. "Estimation and inference of microeconometric models based on moment condition models." Thesis, University of Manchester, 2014. https://www.research.manchester.ac.uk/portal/en/theses/estimation-and-inference-of-microeconometric-models-based-on-moment-condition-models(fb572e1e-7238-4410-8e27-052b4a438962).html.
Повний текст джерелаMüller, Werner, and Michaela Nettekoven. "A Panel Data Analysis: Research & Development Spillover." Department of Statistics and Mathematics, WU Vienna University of Economics and Business, 1998. http://epub.wu.ac.at/620/1/document.pdf.
Повний текст джерелаSeries: Forschungsberichte / Institut für Statistik
Shi, Wei. "Essays on Spatial Panel Data Models with Common Factors." The Ohio State University, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=osu1461300292.
Повний текст джерелаPapa, Gianluca. "Essays on econometrics of panel data and treatment models." Doctoral thesis, Universite Libre de Bruxelles, 2013. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209408.
Повний текст джерелаThe first Chapter analyzes the investment behavior of a sample of R&D intensive firms which are quoted on the stock market from USA, UK and Japan for the period 1990-1998. By using an error correction model we test the elasticity of investment and R&D to cash flow in these countries to see by which measure different market institutions and corporate governance rules affects the cost of external financing. Contrary to previous studies, we find significant differences in the sensitivity to cash flow of the two types of investment, with R&D expenditure being much less sensitive than ordinary investment. This is not surprising given the more long-term nature of R&D expenditures. For what concerns the comparison between the different systems/countries, the USA stock markets confirms as the most efficient market providing outside financing at a much lower cost compared to other markets, especially for young, smaller firms.
The second Chapter is a joint work with Biagio Speciale. It uses the data on a panel of quoted UK firms over the period 1995–2002 to study the effects of financial leverage on managerial compensation. The change in the investors’ expectations that caused the recent collapse of the stock market tech bubble is a perfect example of natural experiment that has been used as a source of plausibly exogenous variation in the firm’s debt. The estimates show that pay-for-performance sensitivity is increasing in financial leverage, with the exception of the 10% most levered firms, giving rise at the end to a non-linear (inverted U-shape) relationship between the two variables. The chapter includes also a theoretical model accounting for this relationship where an higher leverage increases both the expected returns and the expected variance of investment returns: the first effect (determining increased pay-performance sensitivity) prevails for low leverage values and the second effect (determining decreased pay-performance sensitivity) prevails for high leverage values.
The third Chapter undertakes an empirical estimation of the additionality of public funding on both the propensity to initiate R&D activity and the intensity of R&D spending of Italian enterprises for the period 1998-2000, using data from the Third Community Innovation Survey and from firms' financial accounts. The chosen methodology (Endogenous Switching Type II-Tobit) takes into account the possibility that decisions about both starting an R&D activity (sample selection effect) and applying for/obtaining public funding (essential heterogeneity) are influenced by private knowledge of enterprises' idiosyncratic propensities in R&D spending. The present analysis shows that both these effects are indeed important and that they contribute to explain most of the additionality found with less sophisticated models.
The fourth Chapter investigates the underlying causes of variability of public health expenditure per capita (SSPC henceforth) between Italian regions. A fixed-effect panel data estimate on the SSPC (for the period 1997-2006) is used in the first part of the paper to account for regional differences in terms of physical, demographic, socio-economic characteristics and in terms of other variables that affect demand and supply of health services. In the second part, we take the ‘adjusted’ SSPC and proceed to estimate an "efficient production function" of the quality of health services through Data Envelopment Analysis. This procedure allows us to separate the share of expenditure used for the improvement of the quality from the one that can be traced only to an inefficient use of financial resources. A comparison of regional SSPC after factoring out the socio-economic factors and the quality of healthcare shows that big differences still remain and are even exacerbated, signalling big pockets of inefficiency and correspondingly a huge potential for cost savings. Finally, a preliminary analysis shows a positive correlation between the efficiency of regional public spending in healthcare and the level of social capital.
Doctorat en Sciences économiques et de gestion
info:eu-repo/semantics/nonPublished
Книги з теми "GMM, Panel Data Models"
Xiao, Zheng. Random coefficient panel data models. Bonn, Germany: IZA, 2004.
Знайти повний текст джерелаMassetti, Emanuele. Estimating Ricardian models with panel data. Cambridge, MA: National Bureau of Economic Research, 2011.
Знайти повний текст джерелаNcube, Mthuli. Modelling implied volatility with OLS and panel data models. London: London School of Economics, Financial Markets Group, 1994.
Знайти повний текст джерелаWooldridge, Jeffrey M. Distribution-free estimation of some nonlinear panel data models. Cambridge, Mass: Dept. of Economics, Massachusetts Institute of Technology, 1990.
Знайти повний текст джерелаAnderson, Gordon. Alternative error covariance assumptions in dynamic panel data models. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1988.
Знайти повний текст джерелаWooldridge, Jeffrey M. Multiplicative panel data models without the strict exogeneity assumption. Cambridge, Mass: Massachusetts Institute of Technology, 1991.
Знайти повний текст джерелаPanel data econometrics: Methods-of-moments and limited dependent variables. San Diego: Academic Press, 2002.
Знайти повний текст джерелаHensher, David A. Issues in the pre-analysis of panel data. 's-Gravenhage: Ministerie van Verkeer en Waterstaat, Projectbureau Integrale Verkeers- en Vervoerstudies, 1985.
Знайти повний текст джерелаKahn, 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.
Знайти повний текст джерелаKahn, 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.
Знайти повний текст джерелаЧастини книг з теми "GMM, Panel Data Models"
Windmeijer, Frank. "GMM for Panel Data Count Models." In Advanced Studies in Theoretical and Applied Econometrics, 603–24. Berlin, Heidelberg: Springer Berlin Heidelberg, 2008. http://dx.doi.org/10.1007/978-3-540-75892-1_18.
Повний текст джерелаCalzolari, Giorgio, and Laura Magazzini. "Improving GMM Efficiency in Dynamic Models for Panel Data with Mean Stationarity." In Studies in Classification, Data Analysis, and Knowledge Organization, 201–16. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-25147-5_13.
Повний текст джерелаWindmeijer, Frank. "Efficiency Comparisons for a System GMM Estimator in Dynamic Panel Data Models." In Innovations in Multivariate Statistical Analysis, 175–84. Boston, MA: Springer US, 2000. http://dx.doi.org/10.1007/978-1-4615-4603-0_11.
Повний текст джерелаDhrymes, Phoebus J. "Panel Data Models." In Mathematics for Econometrics, 335–49. New York, NY: Springer New York, 2013. http://dx.doi.org/10.1007/978-1-4614-8145-4_11.
Повний текст джерелаElhorst, J. Paul. "Spatial Panel Data Models." In SpringerBriefs in Regional Science, 37–93. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-40340-8_3.
Повний текст джерелаElhorst, J. Paul. "Spatial Panel Data Models." In Handbook of Applied Spatial Analysis, 377–407. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-03647-7_19.
Повний текст джерелаKyriazidou, Ekaterini. "Nonlinear Panel Data Models." In The New Palgrave Dictionary of Economics, 1–11. London: Palgrave Macmillan UK, 2008. http://dx.doi.org/10.1057/978-1-349-95121-5_2094-1.
Повний текст джерелаGujarati, Damodar. "Panel Data Regression Models." In Econometrics, 326–43. London: Macmillan Education UK, 2015. http://dx.doi.org/10.1007/978-1-137-37502-5_17.
Повний текст джерелаKyriazidou, Ekaterini. "Nonlinear Panel Data Models." In Microeconometrics, 154–68. London: Palgrave Macmillan UK, 2010. http://dx.doi.org/10.1057/9780230280816_19.
Повний текст джерелаAsteriou, Dimitrios, and Stephen G. Hall. "Traditional Panel Data Models." In Applied Econometrics, 441–56. London: Macmillan Education UK, 2016. http://dx.doi.org/10.1057/978-1-137-41547-9_21.
Повний текст джерелаТези доповідей конференцій з теми "GMM, Panel Data Models"
Wang, Jiye, and Minnan Wang. "An Improved PVAR-GMM Model Based on Inter-Provincial Panel Data." In 2021 IEEE Conference on Telecommunications, Optics and Computer Science (TOCS). IEEE, 2021. http://dx.doi.org/10.1109/tocs53301.2021.9688733.
Повний текст джерелаMing, Deng. "GMM estimation of fixed efficient spatial panel data model with error components." In 2011 IEEE 3rd International Conference on Communication Software and Networks (ICCSN). IEEE, 2011. http://dx.doi.org/10.1109/iccsn.2011.6014608.
Повний текст джерелаSolibakke, Per Bjarte, Torbjorn Arethun, and Ove Oklevik. "Determinants for European energy markets intra-day volatility using dynamic panel data models and GMM-type estimators." In 2010 7th International Conference on the European Energy Market (EEM 2010). IEEE, 2010. http://dx.doi.org/10.1109/eem.2010.5558748.
Повний текст джерелаZhang, Zhengyu, Shuming Bao, and Pingfang Zhu. "GMM and 2SLS estimation of panel data models with spatially lagged dependent variables and spatially correlated error components." In Geoinformatics 2007, edited by Jingming Chen and Yingxia Pu. SPIE, 2007. http://dx.doi.org/10.1117/12.761375.
Повний текст джерелаSzarowská, Irena. "Impact of public R&D expenditure on economic growth in selected EU countries." In Business and Management 2016. VGTU Technika, 2016. http://dx.doi.org/10.3846/bm.2016.16.
Повний текст джерелаAlanzi, Eman, Nada Kulen, and Thu Huong Nguyen. "MODELLING FACTORS AFFECTING RELIGIOUS TOURISM FLOWS TO SAUDI ARABIA." In GLOBAL TOURISM CONFERENCE 2021. PENERBIT UMT, 2021. http://dx.doi.org/10.46754/gtc.2021.11.024.
Повний текст джерела"Panel Discussion DFM 2011." In 2011 First Workshop on Data-Flow Execution Models for Extreme Scale Computing (DFM). IEEE, 2011. http://dx.doi.org/10.1109/dfm.2011.7.
Повний текст джерелаVasilescu, Denisa. "INCOME INEQUALITIES IN THE EU COUNTRIES BASED ON PANEL DATA MODELS." In SGEM 2014 Scientific SubConference on POLITICAL SCIENCES, LAW, FINANCE, ECONOMICS AND TOURISM. Stef92 Technology, 2014. http://dx.doi.org/10.5593/sgemsocial2014/b24/s7.044.
Повний текст джерелаBingham, Derek, C. Shane Reese, and Brian Williams. "Panel discussion: Integrating data from multiple simulation models of different fidelity." In 2011 Winter Simulation Conference - (WSC 2011). IEEE, 2011. http://dx.doi.org/10.1109/wsc.2011.6147867.
Повний текст джерелаLong, Zhihe, and BianLing Ou. "Bootstrap LM-lag test for spatial dependence in panel data models." In 2017 International Conference on Innovations in Economic Management and Social Science (IEMSS 2017). Paris, France: Atlantis Press, 2017. http://dx.doi.org/10.2991/iemss-17.2017.138.
Повний текст джерелаЗвіти організацій з теми "GMM, Panel Data Models"
Massetti, Emanuele, and Robert Mendelsohn. Estimating Ricardian Models With Panel Data. Cambridge, MA: National Bureau of Economic Research, June 2011. http://dx.doi.org/10.3386/w17101.
Повний текст джерелаLiu, Laura, Hyungsik Roger Moon, and Frank Schorfheide. Forecasting with Dynamic Panel Data Models. Cambridge, MA: National Bureau of Economic Research, September 2018. http://dx.doi.org/10.3386/w25102.
Повний текст джерелаAthey, Susan, Mohsen Bayati, Nikolay Doudchenko, Guido Imbens, and Khashayar Khosravi. Matrix Completion Methods for Causal Panel Data Models. Cambridge, MA: National Bureau of Economic Research, October 2018. http://dx.doi.org/10.3386/w25132.
Повний текст джерелаShiu, Ji-Liang, and Oliver Linton. Semiparametric nonlinear panel data models with measurement error. The IFS, January 2018. http://dx.doi.org/10.1920/wp.cem.2018.0918.
Повний текст джерелаWeidner, Martin, Ivan Fernandez-Val, and Mingli Chen. Nonlinear factor models for network and panel data. The IFS, April 2019. http://dx.doi.org/10.1920/wp.cem.2019.1819.
Повний текст джерелаArkhangelsky, Dmitry, and Guido Imbens. Double-Robust Identification for Causal Panel Data Models. Cambridge, MA: National Bureau of Economic Research, January 2021. http://dx.doi.org/10.3386/w28364.
Повний текст джерелаWeidner, Martin, Ivan Fernandez-Val, and Mingli Chen. Nonlinear factor models for network and panel data. The IFS, July 2018. http://dx.doi.org/10.1920/wp.cem.2018.3818.
Повний текст джерелаAltonji, Joseph, and Rosa Matzkin. Panel Data Estimators for Nonseparable Models with Endogenous Regressors. Cambridge, MA: National Bureau of Economic Research, March 2001. http://dx.doi.org/10.3386/t0267.
Повний текст джерелаArellano, Manuel, and Stéphane Bonhomme. Identifying distributional characteristics in random coefficients panel data models. Institute for Fiscal Studies, August 2009. http://dx.doi.org/10.1920/wp.cem.2009.2209.
Повний текст джерелаBonhomme, Stéphane, and Manuel Arellano. Nonlinear panel data methods for dynamic heterogeneous agent models. The IFS, November 2016. http://dx.doi.org/10.1920/wp.cem.2016.5116.
Повний текст джерела