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Displaying results 1 to 8 of 8.

  1. Panel data econometrics
    Author: Arellano, Manuel
    Published: 2003
    Publisher:  Oxford Univ. Press, Oxford [u.a.]

    This book is intended for researchers and graduate students of econometrics more

    Location:
    Hochschulbibliothek Friedensau
    Signature:
    Online-Ressource
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    This book is intended for researchers and graduate students of econometrics

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 0199245282; 0199245290
    RVK Categories: QH 300 ; QH 244 ; QH 320 ; QH 237
    Series: Advanced texts in econometrics
    Subjects: Econometrics; Panel analysis
    Scope: XII, 231 S.
    Notes:

    Includes bibliographical references (p. 215-226) and index

    Online-Ausg. 2005. Online-Ressource

    Contents; Preface; 1 Introduction; I: Static Models; II: Time Series Models with Error Components; III: Dynamics and Predeterminedness; IV: Appendices; References; Index
  2. Panels with nonstationary multifactor error structures
    Published: Aug. 2006

    The presence of cross-sectionally correlated error terms invalidates much inferential theory of panel data models. Recently work by Pesaran (2006) has suggested a method which makes use of cross-sectional averages to provide valid inference for... more

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    The presence of cross-sectionally correlated error terms invalidates much inferential theory of panel data models. Recently work by Pesaran (2006) has suggested a method which makes use of cross-sectional averages to provide valid inference for stationary panel regressions with multifactor error structure. This paper extends this work and examines the important case where the unobserved common factors follow unit root processes and could be cointegrated. It is found that the presence of unit roots does not affect most theoretical results which continue to hold irrespective of the integration and the cointegration properties of the unobserved factors. This finding is further supported for small samples via an extensive Monte Carlo study. In particular, the results of the Monte Carlo study suggest that the cross-sectional average based method is robust to a wide variety of data generation processes and has lower biases than all of the alternative estimation methods considered in the paper. -- cross section dependence ; large panels , unit roots ; principal components ; common correlated effects

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/33763
    Series: Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit ; 2243
    Subjects: Panel analysis
    Scope: Online-Ressource, 26, [5] S., Text
    Notes:

    Title from PDF file as viewed on 8/4/2006

    Includes bibliographical references
  3. How bad is antidumping?
    evidence from panel data
    Published: Apr. 2007
    Publisher:  Leverhulme Centre for Research on Globalisation and Economic Policy, Nottingham

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1418 (2007.17)
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    Location:
    ifo Institut für Wirtschaftsforschung an der Universität München, Bibliothek
    Signature:
    07/1981-ifo
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Research paper / Leverhulme Centre for Research on Globalisation and Economic Policy ; 2007,17 : Theory and methods
    Subjects: Antidumping; Handelseffekt; Gravitationsmodell; Panel; Schätzung; Welt; Dumping (International trade); International trade; Panel analysis
    Scope: Online-Ressource, 34, {[7] S., Text, graph. Darst.
  4. The rise and fall of the energy-carbon Kuznets curve
    evidence from Africa
    Author: Shobande, Olatunji Abdul; Asongu, Simplice
    Published: [2021]
    Publisher:  African Governance and Development Institute, [Yaoundé]

    Purpose - This paper provides an analysis of the energy-carbon Kuznets curve hypothesis (CKC) using a second-generation panel methodology. Design/methodology/approach - Specifically, we investigate whether energy consumption, natural resources, and... more

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    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 524
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    Purpose - This paper provides an analysis of the energy-carbon Kuznets curve hypothesis (CKC) using a second-generation panel methodology. Design/methodology/approach - Specifically, we investigate whether energy consumption, natural resources, and governance explain the CKC proposition. Our empirical strategy is based on the Westerlund panel cointegration test, augmented mean group (AMG), and vector autoregressive (VAR) panel Granger-causality tests. Findings - The results suggest that the CKC hypothesis is incomplete without these mechanisms, as they play a critical role in reducing carbon emissions in Africa. We recommend improving the environmental standards and proper regulatory and monitoring systems to reduce carbon emissions and promote sustainable development in the continent. Originality/value -The study revisits the CKC hypothesis with particular emphasis on governance and more robust empirical estimation techniques.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/249077
    Series: AGDI working paper ; WP/21, 069
    Subjects: carbon cuts; Energy consumption; Governance; Climate crisis; Panel analysis; Africa
    Scope: 1 Online-Ressource (circa 22 Seiten)
  5. The PCSE estimator is good
    just not as good as you think
    Author: Reed, W. Robert; Webb, Rachel S.
    Published: [2010]
    Publisher:  Department of Economics and Finance, College of Business and Economics, University of Canterbury, Christchurch, N.Z

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 92 (2010,53)
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: Rev.
    Series: Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury ; 2010,53
    Subjects: Panel; Monte-Carlo-Simulation; Statistischer Fehler; Theorie; Panel analysis; Time-series analysis; Monte Carlo method
    Scope: Online-Ressource (29 p., 179 Kb), PDF file
    Notes:

    Archived by the National Library of New Zealand

    Title from PDF cover (viewed on Sept. 13, 2010)

    "Revised, 13 August 2010"--P.[i]

    Hypertext links contained in the archived instances of this title are non-functional

    Includes bibliographical references (p. 13)

    PCSE = Panel-Corrected Standard Error estimator
  6. Estimating standard errors for the Parks model
    can jackknifing help?
    Author: Reed, W. Robert; Webb, Rachel S.
    Published: [2009]
    Publisher:  Dept. of Economics and Finance, University of Canterbury, Christchurch, N.Z

    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 92 (2009,18)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Department of Economics and Finance, University of Canterbury ; 2009,18
    Subjects: Panel; Schätztheorie; Statistischer Fehler; Theorie; Jackknife (Statistics); Monte Carlo method; Panel analysis
    Scope: Online-Ressource (11 p., 126 Kb), PDF file
    Notes:

    Archived by the National Library of New Zealand

    Title from PDF cover (viewed on Feb. 22, 2010)

    "November 15, 2009"--P.1

    Hypertext links contained in the archived instances of this title are non-functional

    Includes bibliographical references (p. 9)
  7. Respondent behavior in panel studies : a case study for income-nonresponse by means of the German Socio-Economic Panel (GSOEP)
    Author: Schräpler, Jörg-Peter
    Published: 2002
    Publisher:  Deutsches Institut für Wirtschaftsforschung (DIW), Berlin

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/18283
    RVK Categories: QB 910 ; QB 910
    Series: DIW Discussion Papers ; 299
    Subjects: Umfrage; Demoskopie; Panel; Schätzung
    Other subjects: (stw)Befragung; (stw)Meinungsforschung; (stw)Panel; (stw)Schätzung; (stw)Deutschland; jel:C81; Respondent behavior; Interviewer effects; Item-Nonresponse; Panel analysis; Multilevel modeling; Interview (STW); Meinungsforschung (STW); Panel (STW); Schätzung (STW); Deutschland (STW); Online-Publikation; Arbeitspapier; Arbeitspapier; Graue Literatur
    Scope: Online-Ressource
  8. General diagnostic tests for cross section dependence in panels
    Author: Pesaran, M. Hashem
    Published: July 2004
    Publisher:  CESifo, Center for Economic Studies & Ifo Institute, München

    This paper proposes simple tests of error cross section dependence which are applicable to a variety of panel data models, including stationary and unit root dynamic heterogeneous panels with short T and large N. The proposed tests are based on... more

    Location:
    Staats- und Universitätsbibliothek Bremen
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    Location:
    Niedersächsische Staats- und Universitätsbibliothek Göttingen
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 63 (1229)
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    This paper proposes simple tests of error cross section dependence which are applicable to a variety of panel data models, including stationary and unit root dynamic heterogeneous panels with short T and large N. The proposed tests are based on average of pair-wise correlation coefficients of the OLS residuals from the individual regressions in the panel, and can be used to test for cross section dependence of any fixed order p, as well as the case where no a priori ordering of the cross section units is assumed, referred to as CD(p) and CD tests, respectively. Asymptotic distribution of these tests are derived and their power function analyzed under different alternatives. It is shown that these tests are correctly centred for fixed N and T, and are robust to single or multiple breaks in the slope coefficients and/or error variances. The small sample properties of the tests are investigated and compared to the Lagrange multiplier test of Breusch and Pagan using Monte Carlo experiments. It is shown that the tests have the correct size in very small samples and satisfactory power, and as predicted by the theory, quite robust to the presence of unit roots and structural breaks. The use of the CD test is illustrated by applying it to study the degree of dependence in per capita output innovations across countries within a given region and across countries in different regions. The results show significant evidence of cross dependence in output innovations across many countries and regions in the World.

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/18868
    RVK Categories: QB 910
    Series: Array ; no. 1229
    Subjects: Panel; Statistischer Test; Theorie; Dependence (Statistics); Panel analysis; Regression analysis
    Scope: 1 Online-Ressource (circa 47 Seiten)