Dealing With Endogeneity In Regression Models With Dynamic Coefficients
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Dealing With Endogeneity In Regression Models With Dynamic Coefficients
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Author : Chang-Jin Kim
language : en
Publisher: Now Publishers Inc
Release Date : 2010
Dealing With Endogeneity In Regression Models With Dynamic Coefficients written by Chang-Jin Kim and has been published by Now Publishers Inc this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Business & Economics categories.
The purpose of this monograph is to present a unified econometric framework for dealing with the issues of endogeneity in Markov-switching models and time-varying parameter models, as developed by Kim (2004, 2006, 2009), Kim and Nelson (2006), Kim et al. (2008), and Kim and Kim (2009). While Cogley and Sargent (2002), Primiceri (2005), Sims and Zha (2006), and Sims et al. (2008) consider estimation of simultaneous equations models with stochastic coefficients as a system, we deal with the LIML (limited information maximum likelihood) estimation of a single equation of interest out of a simultaneous equations model. Our main focus is on the two-step estimation procedures based on the control function approach, and we show how the problem of generated regressors can be addressed in second-step regressions.
Handbook Of Discrete Valued Time Series
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Author : Richard A. Davis
language : en
Publisher: CRC Press
Release Date : 2016-01-06
Handbook Of Discrete Valued Time Series written by Richard A. Davis and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-01-06 with Mathematics categories.
Model a Wide Range of Count Time Series Handbook of Discrete-Valued Time Series presents state-of-the-art methods for modeling time series of counts and incorporates frequentist and Bayesian approaches for discrete-valued spatio-temporal data and multivariate data. While the book focuses on time series of counts, some of the techniques discussed ca
Omitted Variable Tests And Dynamic Specification
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Author : Björn Schmolck
language : en
Publisher: Springer Science & Business Media
Release Date : 2000-07-13
Omitted Variable Tests And Dynamic Specification written by Björn Schmolck and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-07-13 with Business & Economics categories.
This book deals with the omitted variable test for a multivariate time-series regression model. The empirical motivation is the homogeneity test for a consumer demand system. The consequences of using a dynamically misspecified omitted variable test are shown in detail. The analysis starts with the univariate t-test and is then extended to the multivariate regression system. The small sample performance of the dynamically correctly specified omitted variable test is analysed by simulation. Two classes of tests are considered: versions of the likelihood ratio test and the robust Wald test which is based on a heteroskedasticity and autocorrelation consistent variance-covariance estimator (HAC).
Handbook Of Research On Corporate Restructuring And Globalization
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Author : Moreira, Antonio Carrizo
language : en
Publisher: IGI Global
Release Date : 2019-05-31
Handbook Of Research On Corporate Restructuring And Globalization written by Moreira, Antonio Carrizo and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-05-31 with Business & Economics categories.
While acquisitions and expansion strategies are understood as exciting in the business world, contraction activities are received less enthusiastically. Nevertheless, portfolio restructuring constitutes a strategic tool to increase the strategic focus of firms and achieve economies of scale and an efficient control of multiple business units. This restructuring thus has distinct implications for companies and units. The Handbook of Research on Corporate Restructuring and Globalization provides emerging research on the theoretical infrastructure for portfolio restructuring in a single piece of work and explores important topics in the field including the implications on foreign and domestic units and the degree to which increasing globalization influences restructuring practices. Featuring coverage on a broad range of topics such as emerging markets, risk assessment, and global business, this book is ideally designed for corporate managers, government officials, scholars, researchers, and students.
Esg Investment And Its Societal Impacts
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Author : Shigeyuki Hamori
language : en
Publisher: Frontiers Media SA
Release Date : 2023-02-09
Esg Investment And Its Societal Impacts written by Shigeyuki Hamori and has been published by Frontiers Media SA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-02-09 with Science categories.
Schumpeterian Dynamics And Metropolitan Scale Productivity
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Author : Yeonwoo Lee
language : en
Publisher: Routledge
Release Date : 2018-05-08
Schumpeterian Dynamics And Metropolitan Scale Productivity written by Yeonwoo Lee and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-05-08 with Business & Economics categories.
This title was first published in 2003. Schumpeter first put forward the premise that the incessant turbulence of an economy in motion, carrying out new combinations of products, production methods with new technologies and the opening of new markets, is capable of explaining patterns of economic growth and change. Focusing on US industrialized urban areas, this volume tests this theory empirically. Localized employment ’churn’ - registered as job creation/destruction dynamics - is used to account for variations in US metro-regional economic productivity performances during the 1986-1999 period. The results suggest that the employment turnover and replacement dynamics have large and significant positive effects on localized productivity growth independent of a variety of industrial restructuring processes occurring simultaneously. While employment churn effects are robust across US Census regions, they do not exert a uniform influence on metro-regional productivity performances across time. Until 1996, job creation and destruction dynamics often cancelled each other out as metro-regions underwent continued industrial restructuring. Since 1996, however, positive effects on metro-region productivity growth have been consistently strong. In addition to a strong positive effect on productivity of the emergence of a localized IT sector, both an expanding service sector share of regional employment and a rising public spending share of regional output exert powerful downward pressure of localized productivity growth rates.
The Oxford Handbook Of Panel Data
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Author : Badi Hani Baltagi
language : en
Publisher:
Release Date : 2015
The Oxford Handbook Of Panel Data written by Badi Hani Baltagi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with Business & Economics categories.
The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.
Frontier Computing
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Author : Jason C. Hung
language : en
Publisher: Springer Nature
Release Date : 2023-05-24
Frontier Computing written by Jason C. Hung and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-05-24 with Technology & Engineering categories.
This book gathers the proceedings of the 12th International Conference on Frontier Computing, held in Tokyo, Japan, on July 12–15, 2022, and provides comprehensive coverage of the latest advances and trends in information technology, science, and engineering. It addresses a number of broad themes, including communication networks, business intelligence and knowledge management, Web intelligence, and related fields that inspire the development of information technology. The respective contributions cover a wide range of topics: database and data mining, networking and communications, Web and Internet of things, embedded systems, soft computing, social network analysis, security and privacy, optical communication, and ubiquitous/pervasive computing. Many of the papers outline promising future research directions, and the book benefits students, researchers, and professionals alike. Further, it offers a useful reference guide for newcomers to the field.
Government R D Funding And Company Behaviour Measuring Behavioural Additionality
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Author : OECD
language : en
Publisher: OECD Publishing
Release Date : 2006-06-08
Government R D Funding And Company Behaviour Measuring Behavioural Additionality written by OECD and has been published by OECD Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-06-08 with categories.
How does government funding of corporate R&D affect the behaviour of firms? Ongoing efforts to boost business investment in R&D demand better methods of evaluating the effectiveness of government policy instruments. Efforts to explicitly measure ...
Climbing Up The Ladder And Watching Out For The Fall Poverty Dynamics In Rural Bangladesh
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Author : Ahmed, Akhter
language : en
Publisher: Intl Food Policy Res Inst
Release Date : 2019-01-01
Climbing Up The Ladder And Watching Out For The Fall Poverty Dynamics In Rural Bangladesh written by Ahmed, Akhter and has been published by Intl Food Policy Res Inst this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-01-01 with Political Science categories.
This paper analyzes poverty dynamics in rural Bangladesh using a nationally representative panel dataset of 5,260 rural households interviewed in 2011/12 and 2015. We find that education, savings, assets, non-farm employment, substantial safety net transfers, and women’s empowerment are key factors in breaking persistent poverty; and savings, non-farm engagement, and substantial safety net transfers prevent households from falling into poverty. The results are consistent across multinomial logit, logit, and simultaneous quantile regression models. Thus, policies and programs that address the determinants of persistent and transient poverty identified in this study hold promise for sustained poverty reduction in rural Bangladesh.