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Citations for "Instrumental-Variable Estimation of an Error-Components Model"

by Amemiya, Takeshi & MaCurdy, Thomas E

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  1. Yongcheol Shin & Laura Serlenga, 2004. "Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors," Econometric Society 2004 Far Eastern Meetings 671, Econometric Society.
  2. Romano, A.A. & Scandurra, G. & Carfora, A., 2015. "Probabilities to adopt feed in tariff conditioned to economic transition: A scenario analysis," Renewable Energy, Elsevier, vol. 83(C), pages 988-997.
  3. Tim Callen & Steven Morling & Jill Pleban, 1992. "Dividends and Taxation: A Preliminary Investigation," RBA Research Discussion Papers rdp9211, Reserve Bank of Australia.
  4. Badi H. Baltagi & Peter H. Egger & Michaela Kesina, 2014. "Firm-level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman-Taylor Approach," Center for Policy Research Working Papers 175, Center for Policy Research, Maxwell School, Syracuse University.
  5. R. Martinez-Espiñeira, 2002. "Residential Water Demand in the Northwest of Spain," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 21(2), pages 161-187, February.
  6. Deininger, Klaus & Olinto, Pedro, 2000. "Asset distribution, inequality, and growth," Policy Research Working Paper Series 2375, The World Bank.
  7. So Im, Kyung & Ahn, Seung C. & Schmidt, Peter & Wooldridge, Jeffrey M., 1999. "Efficient estimation of panel data models with strictly exogenous explanatory variables," Journal of Econometrics, Elsevier, vol. 93(1), pages 177-201, November.
  8. Jung Hur & Rasyad A. Parinduri & Yohanes E. Riyanto, 2007. "Cross-Border M&A Inflows and the Quality of Institutions: A Cross-Country Panel Data Analysis," SCAPE Policy Research Working Paper Series 0708, National University of Singapore, Department of Economics, SCAPE.
  9. Jean-Louis ARCAND & Béatrice D'HOMBRES, 2002. "Explaining the Negative Coefficient Associated with Human Capital in Augmented Solow Growth Regressions," Working Papers 200227, CERDI.
  10. Jalal El Ouardighi, 2005. "La spécialisation des activités technologiques des régions européennes : une approche empirique de la convergence," Recherches économiques de Louvain, De Boeck Université, vol. 71(3), pages 315-343.
  11. Garcia, Serge & Moreaux, Michel & Reynaud, Arnaud, 2004. "Measuring Economies of Vertical Integration in Network Industries: an Application to the Water Sector," IDEI Working Papers 255, Institut d'Économie Industrielle (IDEI), Toulouse.
  12. Carlin, Wendy & Fries, Steven & Schaffer, Mark E & Seabright, Paul, 2001. "Competition and Enterprise Performance in Transition Economies: Evidence from a Cross-country Survey," CEPR Discussion Papers 2840, C.E.P.R. Discussion Papers.
  13. Luca Crivelli & Massimo Filippini & Ilaria Mosca, 2006. "Federalism and regional health care expenditures: an empirical analysis for the Swiss cantons," Health Economics, John Wiley & Sons, Ltd., vol. 15(5), pages 535-541.
  14. Jean-Louis ARCAND & Béatrice D'HOMBRES & Paul GYSELINCK, 2004. "Instrument Choice and the Returns to Education: New Evidence from Vietnam," Working Papers 200422, CERDI.
  15. Blundell, Richard & Macurdy, Thomas, 1999. "Labor supply: A review of alternative approaches," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 27, pages 1559-1695 Elsevier.
  16. Jean-Lois Arcand & Béatrice d'Hombres, 2005. "Testing for Separation in Agricultural Household Models and Unobservable Individual Effects: A Note," Microeconomics 0510007, EconWPA.
  17. Schwarz, Claudia & Kripfganz, Sebastian, 2015. "Estimation of linear dynamic panel data models with time-invariant regressors," Working Paper Series 1838, European Central Bank.
  18. Ahn, Seung C. & Lee, Young H. & Schmidt, Peter, 2013. "Panel data models with multiple time-varying individual effects," Journal of Econometrics, Elsevier, vol. 174(1), pages 1-14.
  19. Ahn, Seung C. & Low, Stuart, 1996. "A reformulation of the Hausman test for regression models with pooled cross-section-time-series data," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 309-319.
  20. repec:pra:mprapa:38207 is not listed on IDEAS
  21. Gächter, Martin & Schwazer, Peter & Theurl, Engelbert & Winner, Hannes, 2011. "Physician Density in a Two-Tiered Health Care System," Working Papers in Economics 2011-5, University of Salzburg.
  22. Hsiao, Cheng & Hashem Pesaran, M. & Kamil Tahmiscioglu, A., 2002. "Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods," Journal of Econometrics, Elsevier, vol. 109(1), pages 107-150, July.
  23. Rachid Boumahdi & Alban Thomas, 2006. "Instrument relevance and efficient estimation with panel data," Post-Print halshs-00131827, HAL.
  24. Andrews, Donald W. K. & Lu, Biao, 2001. "Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models," Journal of Econometrics, Elsevier, vol. 101(1), pages 123-164, March.
  25. Peter Egger, 2008. "On the role of distance for outward FDI," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 42(2), pages 375-389, June.
  26. Jalal El Ouardighi, 2005. "La spécialisation des activités technologiques des régions européennes : une approche empirique de la convergence," Discussion Papers (REL - Recherches Economiques de Louvain) 2005033, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  27. Vartiainen, Juhana, 1999. "Job Assignment and the Gender Wage Differential: Theory and Evidence on Finnish Metalworkers," Working Paper Series 149, Trade Union Institute for Economic Research.
  28. Wendy Carlin & Steven Fries & Mark Schaffer & Paul Seabright, 2001. "Competition and Enterprise Performance in Transition Economies from a Cross-Country Survey," CERT Discussion Papers 0101, Centre for Economic Reform and Transformation, Heriot Watt University.
  29. Arellano, Manuel & Bover, Olympia, 1995. "Another look at the instrumental variable estimation of error-components models," Journal of Econometrics, Elsevier, vol. 68(1), pages 29-51, July.
  30. Hübler, Olaf, 2006. "The Nonlinear Link between Height and Wages: An Empirical Investigation," IZA Discussion Papers 2394, Institute for the Study of Labor (IZA).
  31. Schwalbach, Joachim & Brenner, Steffen, 2001. "Managerqualität und Unternehmensgröße," SFB 373 Discussion Papers 2001,18, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  32. Park, B. U. & Sickles, R. C. & Simar, L., 1998. "Stochastic panel frontiers: A semiparametric approach," Journal of Econometrics, Elsevier, vol. 84(2), pages 273-301, June.
  33. bouoiyour, jamal & El Mouhoub, Mouhoud & Hanchane, Hichame, 2008. "Investissements directs étrangers et croissance économique : Estimation d’un modèle à erreurs composées
    [Foreign Direct Investment and Economic Growth: Estimatio of error component model]
    ," MPRA Paper 29152, University Library of Munich, Germany.
  34. Mutl, Jan, 2009. "Consistent Estimation of Global VAR Models," Economics Series 234, Institute for Advanced Studies.
  35. Seung Chan Ahn & Hyungsik Roger Moon, 2001. "Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A6-2, International Conferences on Panel Data.
  36. Vella, Francis & Verbeek, Marno, 1999. "Two-step estimation of panel data models with censored endogenous variables and selection bias," Journal of Econometrics, Elsevier, vol. 90(2), pages 239-263, June.
  37. William Boulding & Markus Christen, 2008. "Disentangling Pioneering Cost Advantages and Disadvantages," Marketing Science, INFORMS, vol. 27(4), pages 699-716, 07-08.
  38. Metcalf, Gilbert E., 1996. "Specification testing in panel data with instrumental variables," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 291-307.
  39. Paul Heisey & Sarah Adelman, 2011. "Research expenditures, technology transfer activity, and university licensing revenue," The Journal of Technology Transfer, Springer, vol. 36(1), pages 38-60, February.
  40. Donald W.K. Andrews & Biao Lu, 1999. "Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models," Cowles Foundation Discussion Papers 1233, Cowles Foundation for Research in Economics, Yale University.
  41. Farla, Kristine, 2012. "Institutions and credit," MERIT Working Papers 038, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  42. Schneider, Kerstin, 2005. "Union wage setting and progressive income taxation with heterogeneous labor: theory and evidence from the German income tax reforms 1986-1990," Labour Economics, Elsevier, vol. 12(2), pages 205-222, April.
  43. Derek Hum & Wayne Simpson, 2002. "Analysis of the Performance of Immigrant Wages Using Panel Data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C2-1, International Conferences on Panel Data.
  44. Florence Kondylis, 2007. "Conflict-Induced Displacement and Labour Market Outcomes: Evidence from Post-War Bosnia and Herzegovina," CEP Discussion Papers dp0777, Centre for Economic Performance, LSE.
  45. Chay, Kenneth Y. & Lee, David S., 2000. "Changes in relative wages in the 1980s Returns to observed and unobserved skills and black-white wage differentials," Journal of Econometrics, Elsevier, vol. 99(1), pages 1-38, November.
  46. Liang Zhao & Joyce P. Jacobsen, 2006. "Revisiting The Bell Curve Debate Regarding the Effects of Cognitive Ability on Wages," Wesleyan Economics Working Papers 2006-026, Wesleyan University, Department of Economics.
  47. Liu, Luke, 2011. "Monetary policy, bank size and bank lending: Evidence from Australia," MPRA Paper 35033, University Library of Munich, Germany.
  48. Keane, Michael, 1993. "Simulation estimation for panel data models with limited dependent variables," MPRA Paper 53029, University Library of Munich, Germany.
  49. Andrew M. Jones & Eddy van Doorslaer & Teresa Bago d'Uva & Silvia Balia & Lynn Gambin & Cristina Hernández Quevedo & Xander Koolman & Nigel Rice, 2006. "Health and Wealth: Empirical Findings and Political Consequences," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 7(s1), pages 93-112, 05.
  50. Vella, F. & Verbeek, M.J.C.M., 1999. "Two-step estimation of panel data models with censored endogenous variables and selection bias," Other publications TiSEM 5aad87bc-25d1-49bc-882b-c, Tilburg University, School of Economics and Management.
  51. Max Gillman & Mark N Harris & Michal Kejak, 2007. "The Interaction of Inflation and Financial Development with Endogenous Growth," Money Macro and Finance (MMF) Research Group Conference 2006 29, Money Macro and Finance Research Group.
  52. William Boulding & Markus Christen, 2003. "Sustainable Pioneering Advantage? Profit Implications of Market Entry Order," Marketing Science, INFORMS, vol. 22(3), pages 371-392.
  53. Badi H Baltagi, 2010. "Narrow Replication of Serlenga and Shin (2007) gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(3), pages 505-506.
  54. Kornelius Kraft & Marija Ugarkovic, 2006. "Gesetzliche Mitbestimmung und Kapitalrendite," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 226(5), pages 588-604, September.
  55. Eduardo Fé Rodríguez, 2009. "Adaptive Instrumental Variable Estimation of Heteroskedastic Error Component Models," The School of Economics Discussion Paper Series 0921, Economics, The University of Manchester.
  56. Eduardo Fé, 2012. "Instrumental variable estimation of heteroskedasticity adaptive error component models," Statistical Papers, Springer, vol. 53(3), pages 577-615, August.
  57. Audrey Dumas & Saïd Hanchane, 2010. "How does job-training increase firm performance? The case of Morocco," International Journal of Manpower, Emerald Group Publishing, vol. 31(5), pages 585-602, September.
  58. Badi H. Baltagi & Peter Egger & Michael Pfaffermayr, 2014. "Panel Data Gravity Models of International Trade," CESifo Working Paper Series 4616, CESifo Group Munich.
  59. Davis, Peter, 2002. "Estimating multi-way error components models with unbalanced data structures," Journal of Econometrics, Elsevier, vol. 106(1), pages 67-95, January.
  60. repec:eco:journ1:2014-03-22 is not listed on IDEAS
  61. Olivier Brossard & Inès Moussa, 2012. "The trilogy of knowledge spillovers in French regions: a history of nature, channels and boundaries," Papers in Evolutionary Economic Geography (PEEG) 1207, Utrecht University, Section of Economic Geography, revised May 2012.
  62. Peter Egger, 2002. "SUR Estimation of Error Components Models With AR(1) Disturbances and Unobserved Endogenous Effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B6-3, International Conferences on Panel Data.
  63. Ahn, Seung C. & Schmidt, Peter, 1995. "Efficient estimation of models for dynamic panel data," Journal of Econometrics, Elsevier, vol. 68(1), pages 5-27, July.
  64. Yves Guillotin & Patrick Sevestre, 1994. "Estimations de fonctions de gains sur données de panel : endogéneité du capital humain et effets de la sélection," Économie et Prévision, Programme National Persée, vol. 116(5), pages 119-135.
  65. M. Hashem Pesaran & Qiankun Zhou, 2014. "Estimation of Time-invariant Effects in Static Panel Data Models," CESifo Working Paper Series 4983, CESifo Group Munich.
  66. Yongcheol Shin & Laura Serlenga, 2007. "Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 361-381.
  67. Garcia, Serge & Reynaud, Arnaud, 2004. "Estimating the benefits of efficient water pricing in France," Resource and Energy Economics, Elsevier, vol. 26(1), pages 1-25, March.
  68. Dieppe, Alistair & Mutl, Jan, 2013. "International R&D Spillovers: Technology Transfer vs. R&D Synergies," Working Paper Series 1504, European Central Bank.
  69. Tchakoute-Tchuigoua, Hubert, 2012. "Active risk management and loan contract terms: Evidence from rated microfinance institutions," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 427-437.
  70. Tangka, F. K. L. & Emerson, R. D. & Jabbar, M. A., 2010. "Crossbred cows and food security: A study of smallholder farm households in the Ethiopian highlands," Research Reports 208728, International Livestock Research Institute.
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