نتایج جستجو برای: dynamic panel data model

تعداد نتایج: 4253479  

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علامه طباطبایی 1390

over the past decades a number of approaches have been applied for forecasting mortality. in 1992, a new method for long-run forecast of the level and age pattern of mortality was published by lee and carter. this method was welcomed by many authors so it was extended through a wider class of generalized, parametric and nonlinear model. this model represents one of the most influential recent d...

Journal: :تحقیقات اقتصادی 0
ُسید حمید رضا اشرف زاده عضو هیأت علمی مؤسسة مطالعات و پژوهش‎های بازرگانی مهران نصیرزاده عضو هیأت علمی دانشگاه آزاد اسلامی واحد آستارا

this paper investigates the effects of globalization, (export+import)/gdp, tariffs, total factor productivity and per capita capital stock on industrial profitability. we employ the price-wage gap as a proxy for profitability. data used has been made of pooled mean group estimation of dynamic heterogeneous panel, a technique recently developed in dynamic panel data literature. our results show ...

2010

This paper proposes the GMM estimation of the spatial dynamic panel data model with …xed e¤ects when n is large, and T can be large, but small relative to n. By eliminating …xed e¤ects to begin with, we investigate asymptotic properties of the estimators, where exogenous and predetermined variables are used as instruments. For the spatial dynamic panel data model, as compared with the dynamic p...

2016
Alexander Cotte Poveda

This research evaluates the connection between corruption, economic development, and insecurity in several Colombian departments. This chapter explores the dynamics of these variables using two empirical techniques: the Data Envelopment Analysis (DEA) and the Dynamic Panel Data Model (DPDM). DEA is performed to evaluate social performance in terms of corruption, economic development, and insecu...

2015
Alexander Cotte Poveda

This research evaluates the connection between corruption, economic development, and insecurity in several Colombian departments. This chapter explores the dynamics of these variables using two empirical techniques: the Data Envelopment Analysis (DEA) and the Dynamic Panel Data Model (DPDM). DEA is performed to evaluate social performance in terms of corruption, economic development, and insecu...

2005
Wen-Cheng Lu Jong-Rong Chen Chia-Ling Wang

This paper investigates the relationship between R&D stock and productivity growth, while taking into account the effect of spatial spillovers. We propose a homogeneous dynamic panel data model and three heterogeneous dynamic panel data models to consider the individual effect as well as endogenous. We also distinguish between the estimated long-run and short-run results. Our results indicate t...

2013
Yongfu Huang M. G. Quibria

This paper examines whether foreign aid, together with other economic, social and environmental factors, contributes to sustainable development. It starts with a theoretical model where sustainable development is modelled as a different kind of growth that protects the environment. Using factor analysis and newly developed estimation methods for a dynamic panel data model with endogenous regres...

2010
Vivek JOSHI Vivek Joshi

This paper investigates whether the India-Sri Lanka Free Trade Agreement (ISLFTA) has had trade creation or trade diversion effects on the rest of the World. The method used resembles the one used by Romalis (2005) to study NAFTA. In order to use the variations in tariff at the product level, we use six digit HS classification of products. We construct seven panel data sets for the period 1996 ...

2006
Jihai Yu

This paper tries to explore the asymptotic properties of maximum likelihood estimators for spatial dynamic panel data with fixed effects when both the number of time periods T and number of individuals n are large. When n is proportional to T or T is relatively large, the estimator is √ nT consistent and asymptotically normal; when n is relatively large, the estimator is consistent with the rat...

2007
Stephen M. Miller Thomas M. Springer

This paper extends the existing research on real estate investment trust (REIT) operating efficiencies. We estimate stochastic-frontier, panel-data models specifying a translog cost function. The specified model updates the cost frontier with new information as it becomes available over time. The model can identify frontier cost improvements, returns to scale, and cost inefficiencies over time....

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