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Efficient Inference in a Random Coefficient Regression Model

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  1. Wojciech Grabowski & Ewa Stawasz, . "Sovereign Bond Spreads in the EMU Peripheral Countries. The Role of the Outright Monetary Transactions," Prague Economic Papers, University of Economics, Prague, vol. 0, pages 1-14.
  2. Mariam Camarero & Juan Sapena & Cecilio Tamarit, 2020. "Modelling Time-Varying Parameters in Panel Data State-Space Frameworks: An Application to the Feldstein–Horioka Puzzle," Computational Economics, Springer;Society for Computational Economics, vol. 56(1), pages 87-114, June.
  3. Alam, Md. Samsul & Miah, Mohammad Dulal & Hammoudeh, Shawkat & Tiwari, Aviral Kumar, 2018. "The nexus between access to electricity and labour productivity in developing countries," Energy Policy, Elsevier, vol. 122(C), pages 715-726.
  4. Sabien Dobbelaere & Jacques Mairesse, 2013. "Panel data estimates of the production function and product and labor market imperfections," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(1), pages 1-46, January.
  5. Mehmet MERCAN, 2014. "Feldstein-Horioka Hipotezinin AB-15 ve Turkiye Ekonomisi icin Sinanmasi: Yatay Kesit Bagimliligi Altinda Yapisal Kirilmali Dinamik Panel Veri Analizi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 14(2), pages 231-245.
  6. Giacomo Benini & Adam Brandt & Valerio Dotti & Hassan El-Houjeiri, 2023. "The Economic and Environmental Consequences of the Petroleum Industry Extensive Margin," Working Papers 2023:14, Department of Economics, University of Venice "Ca' Foscari".
  7. Khalil Mhadhbi & Chokri Terzi & Ali Bouchrika, 2020. "Banking sector development and economic growth in developing countries: a bootstrap panel Granger causality analysis," Empirical Economics, Springer, vol. 58(6), pages 2817-2836, June.
  8. Cowan, Wendy N. & Chang, Tsangyao & Inglesi-Lotz, Roula & Gupta, Rangan, 2014. "The nexus of electricity consumption, economic growth and CO2 emissions in the BRICS countries," Energy Policy, Elsevier, vol. 66(C), pages 359-368.
  9. Sam Jones, 2011. "Aid Supplies Over Time: Accounting for Heterogeneity, Trends and Dynamics," WIDER Working Paper Series wp-2011-004, World Institute for Development Economic Research (UNU-WIDER).
  10. Manuchehr Irandoust, 2019. "Saving and investment causality: implications for financial integration in transition countries of Eastern Europe," International Economics and Economic Policy, Springer, vol. 16(2), pages 397-416, April.
  11. Hidalgo, Javier & Schafgans, Marcia, 2017. "Inference and testing breaks in large dynamic panels with strong cross sectional dependence," Journal of Econometrics, Elsevier, vol. 196(2), pages 259-274.
  12. Khan, Muhammad Tariq Iqbal & Anwar, Sofia, 2022. "Natural disasters and foreign exchange reserves: The role of renewable energy and human capital," Renewable Energy, Elsevier, vol. 192(C), pages 838-848.
  13. Ghassen El Montasser & Ahdi N. Ajmi & Tsangyao Chang & Beatrice D. Simo-Kengne & Christophe Andre & Rangan Gupta, 2013. "Cross-Country Evidence On The Causal Relationship Between Policy Uncertainty And House Prices," Working Papers 201380, University of Pretoria, Department of Economics.
  14. Eberhardt, Markus & Teal, Francis, 2008. "Modeling technology and technological change in manufacturing: how do countries differ?," MPRA Paper 10690, University Library of Munich, Germany.
  15. Dobdinga Cletus Fonchamnyo & Ongo Nkoa Bruno Emmanuel & Gildas Dohba Dinga, 2021. "The effects of trade, foreign direct investment, and economic growth on environmental quality and overshoot: a dynamic common correlation effects approach," SN Business & Economics, Springer, vol. 1(10), pages 1-27, October.
  16. Jan R. Magnus & Wendun Wang & Xinyu Zhang, 2016. "Weighted-Average Least Squares Prediction," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 1040-1074, June.
  17. Hsien-Hung Kung & Jennifer C. H. Min, 2013. "Military Spending and Economic Growth Nexus in Sixteen Latin and South American Countries: A Bootstrap Panel Causality Test," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 171-185, December.
  18. Evans, Mark & Lewis, Andrew C., 2005. "Dynamic metals demand model," Resources Policy, Elsevier, vol. 30(1), pages 55-69, March.
  19. Chang, Tsangyao & Chen, Wen-Yi & Gupta, Rangan & Nguyen, Duc Khuong, 2015. "Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test," Economic Systems, Elsevier, vol. 39(2), pages 288-300.
  20. Kim, Kwansoo & Barham, Bradford L. & Coxhead, Ian, 2001. "Measuring soil quality dynamics: A role for economists, and implications for economic analysis," Agricultural Economics, Blackwell, vol. 25(1), pages 13-26, June.
  21. Kapteyn, Arie & Kalwij, Adriaan & Zaidi, Asghar, 2004. "The myth of worksharing," Labour Economics, Elsevier, vol. 11(3), pages 293-313, June.
  22. Marlene Kionka & Martin Odening & Jana Plogmann & Matthias Ritter, 2021. "Measuring liquidity in agricultural land markets," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 82(4), pages 690-713, September.
  23. Hendrik W. Kruse, 2020. "Revisiting the sectoral Linder hypothesis: Aggregation bias or fixed costs?," Review of International Economics, Wiley Blackwell, vol. 28(4), pages 1076-1112, September.
  24. Daniel, Betty C. & Shiamptanis, Christos, 2013. "Pushing the limit? Fiscal policy in the European Monetary Union," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2307-2321.
  25. Sekine, Toshitaka, 2009. "Another look at global disinflation," Journal of the Japanese and International Economies, Elsevier, vol. 23(2), pages 220-239, June.
  26. Annette Zeilstra & Paul Elhorst, 2006. "Unemployment Rates At the Regional and National Levels of the European Union: An Integrated Analysis," ERSA conference papers ersa06p73, European Regional Science Association.
  27. Wojciech Grabowski & Ewa Stawasz, 2017. "Sovereign Bond Spreads in the EMU Peripheral Countries. The Role of the Outright Monetary Transactions," Prague Economic Papers, Prague University of Economics and Business, vol. 2017(3), pages 360-373.
  28. Nidhiya Menon & Susan L. Parish & Roderick A. Rose, 2014. "The "State" of Persons with Disabilities in India," Journal of Human Development and Capabilities, Taylor & Francis Journals, vol. 15(4), pages 391-412, November.
  29. Michele Catalano & Emilia Pezzolla, 2022. "Global natural projections," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(4), pages 949-990, November.
  30. Musolesi, Antonio, 2007. "Basic stocks of knowledge and productivity: Further evidence from the hierarchical Bayes estimator," Economics Letters, Elsevier, vol. 95(1), pages 54-59, April.
  31. Fouquau, Julien & Hurlin, Christophe & Rabaud, Isabelle, 2008. "The Feldstein-Horioka puzzle: A panel smooth transition regression approach," Economic Modelling, Elsevier, vol. 25(2), pages 284-299, March.
  32. Marc Gaudry & Emile Quinet, 2012. "Shannon's measure of information, path averages and the origins of random utility models in transport itinerary or mode choice analysis," PSE Working Papers halshs-00713168, HAL.
  33. Aydin, Mucahit, 2019. "The effect of biomass energy consumption on economic growth in BRICS countries: A country-specific panel data analysis," Renewable Energy, Elsevier, vol. 138(C), pages 620-627.
  34. Georges Bresson & Cheng Hsiao & Alain Pirotte, 2011. "Assessing the contribution of R&D to total factor productivity—a Bayesian approach to account for heterogeneity and heteroskedasticity," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(4), pages 435-452, December.
  35. Irandoust, Manuchehr, 2022. "Industrial growth versus agricultural growth in eight post-communist countries," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 529-537.
  36. M. Hashem Pesaran & Til Schuermann & Bjorn-Jakob Treutler, 2007. "Global Business Cycles and Credit Risk," NBER Chapters, in: The Risks of Financial Institutions, pages 419-469, National Bureau of Economic Research, Inc.
  37. Martin Biewen & Constantin Weiser, 2014. "An empirical test of marginal productivity theory," Applied Economics, Taylor & Francis Journals, vol. 46(9), pages 996-1020, March.
  38. Jean Imbs & Eric Jondeau & Florian Pelgrin, 2006. "Aggregating Phillips curves," 2006 Meeting Papers 640, Society for Economic Dynamics.
  39. Ando, Tomohiro & Bai, Jushan, 2021. "Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity," MPRA Paper 111431, University Library of Munich, Germany.
  40. Efthymios G. Tsionas, 2002. "Stochastic frontier models with random coefficients," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(2), pages 127-147.
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  44. De Graeve, Ferre & De Jonghe, Olivier & Vennet, Rudi Vander, 2007. "Competition, transmission and bank pricing policies: Evidence from Belgian loan and deposit markets," Journal of Banking & Finance, Elsevier, vol. 31(1), pages 259-278, January.
  45. Jude Eggoh, 2012. "Inflation Effects on Finance-Growth Link: A Panel Smooth Threshold Approach," International Economic Journal, Taylor & Francis Journals, vol. 26(4), pages 711-725, June.
  46. Selahattin GURIS & Aynur PALA, 2014. "Equity Returns, Firm-Specific Characteristics and Sector Rotation: Evidence from Turkey," International Journal of Economics and Financial Issues, Econjournals, vol. 4(2), pages 264-276.
  47. Miao, Yang & Razzaq, Asif & Adebayo, Tomiwa Sunday & Awosusi, Abraham Ayobamiji, 2022. "Do renewable energy consumption and financial globalisation contribute to ecological sustainability in newly industrialized countries?," Renewable Energy, Elsevier, vol. 187(C), pages 688-697.
  48. Apergis, Nicholas & El-Montasser, Ghassen & Sekyere, Emmanuel & Ajmi, Ahdi N. & Gupta, Rangan, 2014. "Dutch disease effect of oil rents on agriculture value added in Middle East and North African (MENA) countries," Energy Economics, Elsevier, vol. 45(C), pages 485-490.
  49. Kaufmann, Robert K., 2019. "Pass-through of motor gasoline taxes: Efficiency and efficacy of environmental taxes," Energy Policy, Elsevier, vol. 125(C), pages 207-215.
  50. Nibbering, D. & Paap, R., 2019. "Panel Forecasting with Asymmetric Grouping," Econometric Institute Research Papers EI-2019-30, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  51. Christos Kollias & Suzanna‐Maria Paleologou, 2010. "Growth, investment and military expenditure in the European Union‐15," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 37(2), pages 228-240, May.
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  54. M. Hashem Pesaran, 2006. "Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure," Econometrica, Econometric Society, vol. 74(4), pages 967-1012, July.
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  58. Timothy Bond & Kevin Mumford, 2017. "Teacher Performance Pay in the United States: Incidence and Adult Outcomes," Purdue University Economics Working Papers 1289, Purdue University, Department of Economics.
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