Estimation of dynamic mixed double factors model in high-dimensional panel data

Combining time DEA scores using a dynamic panel data model

We define a combined DEA score to evaluate efficiency in agricultural research. The production model we propose considers efficiency measurements under variable returns to scale for each year in the period 2012–2017. We postulate a first-order autoregressive process in the presence of covariates, to explain efficiency. Powers of the autocorrelation coefficient estimated assuming a dynamic panel...

a study on insurer solvency by panel data model: the case of iranian insurance market

the aim of this thesis is an approach for assessing insurer’s solvency for iranian insurance companies. we use of economic data with both time series and cross-sectional variation, thus by using the panel data model will survey the insurer solvency.

Estimation of a Censored Dynamic Panel Data Model

This paper proposes a method for estimating a censored panel data model with a lagged latent dependent variable and individual-specific fixed effects. The main insight is to trim observations in such a way that a certain symmetry, which was destroyed by censoring, is restored. Based on the restored symmetry, orthogonality conditions are constructed and GMM estimation is implemented. Valid asymp...

Dynamic Panel Data Analysis Of European Tourism Demand In Malaysia

High dimensional semiparametric latent graphical model for mixed data

The Supplementary Materials contain the proofs of the theoretical results, additional simulation studies, and analysis of a music dataset for the paper “High Dimensional Semiparametric Latent Graphical Model for Mixed Data” authored by Jianqing Fan, Han Liu, Yang Ning and Hui Zou.