Estimation of dynamic panel threshold model using Stata
نویسندگان
چکیده
منابع مشابه
Spatial panel data models using Stata
xsmle is a new command for spatial analysis using Stata. We consider the quasi-maximum likelihood estimation of a wide set of both fixedand randomeffects spatial models for balanced panel data. Of special note is that xsmle allows to handle unbalanced panels thanks to its full compatibility with the mi suite of commands, to use spatial weight matrices in the form of both Stata matrices and spma...
متن کاملEnvironmental Kuznets Curve: new evidences based on a dynamic panel threshold model
This paper examines the non-linear relationship between CO2 emissions and economic development using an innovative dynamic panel threshold technique. The sample consists of 35 developed countries over the period 2003-2010. The empirical results indicate that there is a threshold effect in the relationship between economic growth and pollutant emissions as suggested by the environmental Kuznets ...
متن کاملCombining 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...
متن کاملEstimation of genetic parameters of litter size in Moghani sheep using threshold model via Bayesian approach
This study was conducted to estimate the genetic parameters of litter size (LS) in Moghani sheep using threshold model via Bayesian approach. The data originated from the Jafar-Abad Station of Ardabil province, Iran, and included 9698 lactation records of 4977 ewes with lambings from 1995 until 2010. The pedigree file consisted of data on animals born from 1987 to 2010. The significance of fixe...
متن کاملEstimation 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...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Stata Journal: Promoting communications on statistics and Stata
سال: 2019
ISSN: 1536-867X,1536-8734
DOI: 10.1177/1536867x19874243