Weak And Strong Cross Section Dependence And Estimation Of Large Panels
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Weak And Strong Cross Section Dependence And Estimation Of Large Panels
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Author : Alexander Chudik
language : en
Publisher:
Release Date : 2009
Weak And Strong Cross Section Dependence And Estimation Of Large Panels written by Alexander Chudik and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with categories.
The Oxford Handbook Of Panel Data
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Author : Badi Hani Baltagi
language : en
Publisher: Oxford Handbooks
Release Date : 2015
The Oxford Handbook Of Panel Data written by Badi Hani Baltagi and has been published by Oxford Handbooks this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015 with Business & Economics categories.
Panel data econometrics has evolved rapidly over the past three decades. The field is of both theoretical and practical importance, and methods to deal with micro- and macroeconomic panel data are in high demand from practitioners. Applications in finance, development, trade, marketing, health, labor, and consumer economics attest to the usefulness of these methods in applied economics. THis book is a comprehensive source on panel data. It contains 20 chapters edited by Professor Badi Baltagi--one of the leading econometricians in the area of panel data econometrics--and authored by renowned experts in the field. The chapters are divided into two sections. Part I examines new developments in theory. It includes panel cointegration, dynamic panel data models, incidental parameters and dynamic panel modeling, and panel data models for discrete choice. The chapters in Part II target applications of panel data, including health, labor, marketing, trade, productivity and macro applications in panels.
Econometric Analysis Of Cross Section And Panel Data Second Edition
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Author : Jeffrey M. Wooldridge
language : en
Publisher: MIT Press
Release Date : 2010-10-01
Econometric Analysis Of Cross Section And Panel Data Second Edition written by Jeffrey M. Wooldridge and has been published by MIT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-10-01 with Business & Economics categories.
The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.
Large Dimensional Panel Data Econometrics Testing Estimation And Structural Changes
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Author : Feng Qu
language : en
Publisher: World Scientific
Release Date : 2020-08-24
Large Dimensional Panel Data Econometrics Testing Estimation And Structural Changes written by Feng Qu and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-24 with Business & Economics categories.
This book aims to fill the gap between panel data econometrics textbooks, and the latest development on 'big data', especially large-dimensional panel data econometrics. It introduces important research questions in large panels, including testing for cross-sectional dependence, estimation of factor-augmented panel data models, structural breaks in panels and group patterns in panels. To tackle these high dimensional issues, some techniques used in Machine Learning approaches are also illustrated. Moreover, the Monte Carlo experiments, and empirical examples are also utilised to show how to implement these new inference methods. Large-Dimensional Panel Data Econometrics: Testing, Estimation and Structural Changes also introduces new research questions and results in recent literature in this field.
Analysis Of Panel Data
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Author : Cheng Hsiao
language : en
Publisher: Cambridge University Press
Release Date : 2022-07-07
Analysis Of Panel Data written by Cheng Hsiao and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-07-07 with Business & Economics categories.
A comprehensive introduction of fundamental panel data methodologies.
Spatial Econometrics
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Author : J. Paul Elhorst
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-09-30
Spatial Econometrics written by J. Paul Elhorst 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 2013-09-30 with Business & Economics categories.
This book provides an overview of three generations of spatial econometric models: models based on cross-sectional data, static models based on spatial panels and dynamic spatial panel data models. The book not only presents different model specifications and their corresponding estimators, but also critically discusses the purposes for which these models can be used and how their results should be interpreted.
A Deep Dive Into Tax Buoyancy Comparing Estimation Techniques In A Large Heterogeneous Panel
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Author : Antoine Cornevin
language : en
Publisher: International Monetary Fund
Release Date : 2023-03-17
A Deep Dive Into Tax Buoyancy Comparing Estimation Techniques In A Large Heterogeneous Panel written by Antoine Cornevin and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-03-17 with Business & Economics categories.
This paper provides new empirical evidence on tax buoyancy (tax revenues responsiveness to changes in economic activity) over the period 1990-2020 using a large panel of 185 countries. This study compares short-term and long-term buoyancy coefficients for total tax revenues and different individual taxes by reviewing and contrasting a range of estimators. Our results broadly confirm the main body of the literature on long-term buoyancy hovering around one. We find evidence of lower estimates for short-term buoyancy relative to previous literature, suggesting a limited automatic stabilization power of taxes. As a robustness exercise, in addition to changes in tax rates, we introduce novel control variables for tax exemptions and bases to disentangle discretionary from automatic tax revenue changes. The marginal changes in the results when controlling for policy actions suggest that, on average, the economic cycle does not necessarily influence tax reforms.
Large Dimensional Factor Analysis
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Author : Jushan Bai
language : en
Publisher: Now Publishers Inc
Release Date : 2008
Large Dimensional Factor Analysis written by Jushan Bai 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 2008 with Business & Economics categories.
Large Dimensional Factor Analysis provides a survey of the main theoretical results for large dimensional factor models, emphasizing results that have implications for empirical work. The authors focus on the development of the static factor models and on the use of estimated factors in subsequent estimation and inference. Large Dimensional Factor Analysis discusses how to determine the number of factors, how to conduct inference when estimated factors are used in regressions, how to assess the adequacy pf observed variables as proxies for latent factors, how to exploit the estimated factors to test unit root tests and common trends, and how to estimate panel cointegration models.
Spatial Dependence And Heterogeneity In Empirical Analyses Of Regional Labour Market Dynamics
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Author : Norbert Schanne
language : en
Publisher: wbv Media GmbH & Company KG
Release Date : 2015-06-23
Spatial Dependence And Heterogeneity In Empirical Analyses Of Regional Labour Market Dynamics written by Norbert Schanne and has been published by wbv Media GmbH & Company KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-06-23 with Law categories.
Warum sollen Regionen innerhalb eines Landes unabhängige Inseln sein? Und warum sollen, über das gesamte Land hinweg, einheitlich starke ökonomische oder soziale Wirkungszusammenhänge bestehen? Diese zwei Annahmen werden in der angewandten empirischen Wirtschafts- und Sozialforschung üblicherweise implizit unterstellt. Wie in statistischen Verfahren von dieser unrealistischen Modellstruktur unter Ausnutzung der räumlichen Strukturen in beobachteten Variablen und unterstellten Zusammenhängen abgewichen werden kann, diskutiert Norbert Schanne im vorliegenden Band. Möglichkeiten, unser Verständnis der Ökonomie zu vertiefen, werden ebenso verdeutlicht, wie Chancen und Tücken beim Einsatz der Methoden in Studien zu verschiedenen Aspekten der Arbeitsmarktdynamik.
Short Memory Linear Processes And Econometric Applications
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Author : Kairat T. Mynbaev
language : en
Publisher: John Wiley & Sons
Release Date : 2011-05-23
Short Memory Linear Processes And Econometric Applications written by Kairat T. Mynbaev and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-05-23 with Business & Economics categories.
This book serves as a comprehensive source of asymptotic results for econometric models with deterministic exogenous regressors. Such regressors include linear (more generally, piece-wise polynomial) trends, seasonally oscillating functions, and slowly varying functions including logarithmic trends, as well as some specifications of spatial matrices in the theory of spatial models. The book begins with central limit theorems (CLTs) for weighted sums of short memory linear processes. This part contains the analysis of certain operators in Lp spaces and their employment in the derivation of CLTs. The applications of CLTs are to the asymptotic distribution of various estimators for several econometric models. Among the models discussed are static linear models with slowly varying regressors, spatial models, time series autoregressions, and two nonlinear models (binary logit model and nonlinear model whose linearization contains slowly varying regressors). The estimation procedures include ordinary and nonlinear least squares, maximum likelihood, and method of moments. Additional topical coverage includes an introduction to operators, probabilities, and linear models; Lp-approximable sequences of vectors; convergence of linear and quadratic forms; regressions with slowly varying regressors; spatial models; convergence; nonlinear models; and tools for vector autoregressions.