96 words Text (including References, Tables and Appendices): 13,216 words JEL classifications: I12, I31, I20, I18

This article provides a selective review on the recent developments of some nonlinear nonparametric and semiparametric panel data models. In particular, we focus on two types of modelling frameworks: nonparametric and semiparametric panel data models with deterministic trends, and semiparametric single-index panel data models with individual effects. We also review various estimation methodolog...

This paper analyzes the link between individual heterogeneity, program risk, and outcome inequality within the potential outcome framework. Using standard ignorability conditions we derive identifying conditions for the variance of the treatment effect, i.e. the program risk, and relate this parameter to the variance treatment effect. Moreover, for a rather general set-up allowing for binary as...

We address the problem of prediction in the classical spatial autoregressive LAG model for areal data. In contrast with the spatial econometrics literature, the geostatistical literature has devoted much attention to prediction using the Best Linear Unbiased Prediction approach. From the methodological point of view, we explore the limits of the extension of BLUP formulas in the context of the ...

We consider statistical inference for regression when data are grouped into clusters, with regression model errors independent across clusters but correlated within clusters. Examples include data on individuals with clustering on village or region or other category such as industry, and state-year di erences-in-di erences studies with clustering on state. In such settings default standard erro...

The modifiable areal unit problems (MAUP) is a problem by which aggregated units of data influence the results of spatial data analysis. Standard GWR, which ignores aggregation mechanisms, cannot be considered to serve as an efficient countermeasure of MAUP. Accordingly, this study proposes a type of GWR with aggregation mechanisms, termed area-to-point (ATP) GWR herein. ATP GWR, which is close...

Article history: Received 4 October 2007 Received in revised form 11 August 2008 Accepted 11 November 2008 Available online 24 November 2008 This paper develops a count data model for credit scoring which allows the estimation of default probabilities using incomplete contracts data. The main advantage of the proposed approach is that it permits a more efficient use of the data, including that ...

Using recently developed panel unit root and panel cointegration tests and the FullyModified OLS (FMOLS) methodology, this paper estimates the impact of remittances on the economic growth of selected upper and lower income Latin American & Caribbean countries. Despite a large flow of remittances to the region, there have been relatively few empirical studies assessing the impact of remittances ...

The aim of this study was to evaluate the effect of compound 21 (C21), a selective AT2 receptor agonist, on diabetic nephropathy and the potential additive effect of C21, when associated with losartan treatment, on the development of albuminuria and renal fibrosis in Zucker diabetic fatty (ZDF) rats. The experiments lasted 15 wk (from 5 to 20 wk of age) and were performed in 40 ZDF rats and 12 ...