Some Current Issues in the Statistical Analysis of Spillovers
Spillover phenomena are usually statistically estimated on the basis of regional and temporal panel data. In this paper we review and investigate exploratory and confirmatory statistical panel data techniques. We illustrate the methods by calculations in the stetting of the well known Research and Development Spillover study by Coe and Helpman (1995). It will be demonstrated that alternative estimation techniques that are well compatible with the data can lead to opposite conclusions.
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| Length: | |
| Date of creation: | Aug 2003 |
| Handle: | RePEc:wiw:wiwgee:geewp30 |
| Note: | PDF Document |
| Contact details of provider: | Postal: Welthandelsplatz 1, 1020 Vienna, Austria Web page: http://www.wu.ac.at/economics/en
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References listed on IDEAS
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- Engle, Robert & Granger, Clive, 2015.
"Co-integration and error correction: Representation, estimation, and testing,"
Applied Econometrics,
Publishing House "SINERGIA PRESS", vol. 39(3), pages 106-135.
- Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-276, March.
- Coe, David T. & Helpman, Elhanan, 1995. "International R&D spillovers," European Economic Review, Elsevier, vol. 39(5), pages 859-887, May.
- Coe, David T & Helpman, Elhanan, 1993. "International R&D Spillovers," CEPR Discussion Papers 840, C.E.P.R. Discussion Papers.
- Coe, D.T. & Helpman, E., 1993. "International R&D Spillovers," Papers 5-93, Tel Aviv.
- David T. Coe & Elhanan Helpman, 1993. "International R&D Spillovers," NBER Working Papers 4444, National Bureau of Economic Research, Inc.
- Edmond, Chris, 2001. "Some Panel Cointegration Models of International R&D Spillovers," Journal of Macroeconomics, Elsevier, vol. 23(2), pages 241-260, April.
- Cohen, Wesley M & Levinthal, Daniel A, 1989. "Innovation and Learning: The Two Faces of R&D," Economic Journal, Royal Economic Society, vol. 99(397), pages 569-596, September.
- Engle, Robert F. & Yoo, Byung Sam, 1987. "Forecasting and testing in co-integrated systems," Journal of Econometrics, Elsevier, vol. 35(1), pages 143-159, May.
- Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July. Full references (including those not matched with items on IDEAS)
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