نتایج جستجو برای: dynamic panel data model

تعداد نتایج: 4253479  

Journal: :Journal of Applied Econometrics 2009

Journal: :International Journal of Innovative Research in Science, Engineering and Technology 2014

2002
Cheti Nicoletti Pierre Hoonhout

This paper stresses the links that exist between concepts that are used in the theory of model reduction and concepts that arise in the missing data literature. This connection motivates the extension of the missing at random (MAR) and the missing completely at random (MCAR) concepts from a static setting, as introduced by Rubin (1976), to the case of dynamic panel data models. Using this exten...

Journal: :Journal of Econometrics 2021

Lancaster (2002) proposes an estimator for the dynamic panel data model with homoskedastic errors and zero initial conditions. In this paper, we show is invariant to orthogonal transformations, but inefficient because it ignores additional information available in data. The condition trivially satisfied by subtracting observations from We that differencing out further erodes efficiency compared...

Journal: :The Singapore Economic Review 2018

Journal: :Journal of Business & Economic Statistics 2005

Journal: :Journal of Statistical Software 2017

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید