We analyse the effect of the anonymisation method multiplicative stochastic noise on the within estimation of a linear panel model. In particular, we concentrate on the panel model with serially correlated regressors. In addition to anonymisation as such, the serial correlation in a data set with only few points in time increases the bias of the within estimator and therefore must be taken into...

The position of singular lines for orthorhombic (ORT) media with fixed diagonal elements the elasticity matrix cij, i=1…6 is studied under condition that c11, c22, c33>c66>c44>c55. In this case, off-diagonal coefficients c12, c13, c23 are chosen so some values d12=c12+c66, d13=c13+c55, d23=c23+c44 zero. For medium, where only one d12, d13, d23 zero, contains points in planes symmetry. ...

Aggregated qualitative survey data provide timely, but often imperfect, macroeconomic indicators. Exploiting a unique panel dataset for the UK, which contains matched firm-level responses from both qualitative and quantitative surveys, we find that firms’ responses are influenced not only by their own current and past output and lagged qualitative responses but also by an indicator of aggregate...

چکیده در این مطالعه، تقاضای گروه های اصلی خوراکی در مناطق شهری ایران برای دوره زمانی1361 تا 1386 بررسی شده است. بدین منظور از سیستم تقاضای تقریباً ایده آل خطی (la/aids)، شاخص تقریب خطی لاسپیرس و روش رگرسیون های به ظاهر نامرتبط (sur) استفاده شد. نتایج به دست آمده نشان داد که متغیر متوسط جمعیت خانوار در بیشتر معادلات تأثیر معناداری بر تقاضای خانوار داشته است. قیود همگنی و تقارن نیز مورد آزمون قرار...

This article considers quasi-maximum likelihood estimations (QMLE) for two spatial panel data regression models: mixed effects model with spatial errors and transformed mixed effects model (where response and covariates are transformed) with spatial errors. One aim of transformation is to normalize the data, thus the transformed models are more robust with respect to the normality assumption co...