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‘Random Coefficient Panel Data Models’
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Cited by:
- Coakley, Jerry & Fuertes, Ana-Maria & Smith, Ron, 2006.
"Unobserved heterogeneity in panel time series models,"
Computational Statistics & Data Analysis, Elsevier, vol. 50(9), pages 2361-2380, May.
- Jerry Coakley & Ana-Maria Fuertes & Ron Smith, 2004. "Unobserved Heterogeneity in Panel Time Series Models," Birkbeck Working Papers in Economics and Finance 0403, Birkbeck, Department of Economics, Mathematics & Statistics.
- Miguel A. Juárez & Mark F. J. Steel, 2010.
"Non‐gaussian dynamic bayesian modelling for panel data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(7), pages 1128-1154, November/.
- Juarez, Miguel A. & Steel, Mark F. J., 2006. "Non-Gaussian dynamic Bayesian modelling for panel data," MPRA Paper 450, University Library of Munich, Germany.
- Hashem Pesaran, M. & Yamagata, Takashi, 2008.
"Testing slope homogeneity in large panels,"
Journal of Econometrics, Elsevier, vol. 142(1), pages 50-93, January.
- Pesaran, M.H. & Yamagata. T., 2005. "Testing Slope Homogeneity in Large Panels," Cambridge Working Papers in Economics 0513, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Takashi Yamagata, 2005. "Testing Slope Homogeneity in Large Panels," IEPR Working Papers 05.14, Institute of Economic Policy Research (IEPR).
- M. Hashem Pesaran & Takashi Yamagata, 2005. "Testing Slope Homogeneity in Large Panels," CESifo Working Paper Series 1438, CESifo.
- Everaert, Gerdie & Jansen, Stijn, 2018.
"On the estimation of panel fiscal reaction functions: Heterogeneity or fiscal fatigue?,"
Economic Modelling, Elsevier, vol. 70(C), pages 87-96.
- Gerdie Everaert, 2017. "On the estimation of panel fiscal reaction functions : Heterogeneity or fiscal fatigue?," Working Paper Research 320, National Bank of Belgium.
- Knell, Markus & Stiglbauer, Alfred, 2009.
"The impact of reference norms on inflation persistence when wages are staggered,"
Working Paper Series
1047, European Central Bank.
- Markus Knell & Alfred Stiglbauer, 2009. "The Impact of Reference Norms on Inflation Persistence When Wages are Staggered," Working Papers 153, Oesterreichische Nationalbank (Austrian Central Bank).
- Dorn, Sabrina & Egger, Peter, 2015.
"On the distribution of exchange rate regime treatment effects on international trade,"
Journal of International Money and Finance, Elsevier, vol. 53(C), pages 75-94.
- Egger, Peter & Dorn, Sabrina, 2011. "On the Distribution of Exchange Rate Regime Treatment Effects on International Trade," CEPR Discussion Papers 8654, C.E.P.R. Discussion Papers.
- Dorn, Sabrina & Egger, Peter, 2012. "On the Distribution of Exchange Rate Regime Treatment Effects on International Trade," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62054, Verein für Socialpolitik / German Economic Association.
- Lazăr, Dorina & Minea, Alexandru & Purcel, Alexandra-Anca, 2019.
"Pollution and economic growth: Evidence from Central and Eastern European countries,"
Energy Economics, Elsevier, vol. 81(C), pages 1121-1131.
- Dorina Lazăr & Alexandru Minea & Alexandra-Anca Purcel, 2019. "Pollution and economic growth: Evidence from Central and Eastern European countries," Post-Print hal-03182346, HAL.
- Soyyiğit Semanur & Michalski Bartosz, 2022. "The Economic Complexity of the Visegrád Countries and the Role of Trade with Germany," Central European Economic Journal, Sciendo, vol. 9(56), pages 219-236, January.
- 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.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2006. "The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach," Post-Print halshs-00257386, HAL.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2008. "The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach," Post-Print halshs-00292472, HAL.
- Julien Fouquau, 2007. "The Feldstein-Horiaka Puzzle: a Panel Smooth Transition Regression Approach," Post-Print halshs-00222938, HAL.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2006. "The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach," Post-Print halshs-00257506, HAL.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2006. "The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach," Post-Print halshs-00204790, HAL.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2006. "The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach," Post-Print halshs-00204807, HAL.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2006. "The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach," Post-Print halshs-00222971, HAL.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2008. "The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach," Post-Print halshs-00230176, HAL.
- Julien FOUQUAU & Christophe HURLIN & Isabelle RABAUD, 2006. "The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach," LEO Working Papers / DR LEO 1610, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2008. "The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach," Post-Print halshs-00257346, HAL.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2007. "The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach," Working Papers halshs-00156688, HAL.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2006. "The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach," Post-Print halshs-00257382, HAL.
- Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017.
"Tests for qualitative features in the random coefficients model,"
Papers
1704.01066, arXiv.org, revised Mar 2018.
- Fabian Dunker & Konstantin Eckle & Katharina Proksch & Johannes Schmidt-Hieber, 2017. "Tests for qualitative features in the random coefficients model," Courant Research Centre: Poverty, Equity and Growth - Discussion Papers 225, Courant Research Centre PEG.
- Giovanni Compiani & Yuichi Kitamura, 2016. "Using mixtures in econometric models: a brief review and some new results," Econometrics Journal, Royal Economic Society, vol. 19(3), pages 95-127, October.
- Fushang Liu & Kajal Lahiri, 2006.
"Modelling multi-period inflation uncertainty using a panel of density forecasts,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1199-1219.
- Kajal Lahiri & Fushang Liu, 2006. "Modelling multi‐period inflation uncertainty using a panel of density forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1199-1219, December.
- Kajal Lahiri & Fushang Liu, 2006. "Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts," Discussion Papers 06-05, University at Albany, SUNY, Department of Economics.
- Łukasz Goczek & Dagmara Mycielska, 2014. "Monetary policy and nominal convergence in CEE countries with inflation targeting," Ekonomia journal, Faculty of Economic Sciences, University of Warsaw, vol. 38.
- 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.
- M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005. "Global Business Cycles and Credit Risk," CESifo Working Paper Series 1548, CESifo.
- M. Hashem Pesaran & Til Schuermann & Björn-Jakob Treutler, 2005. "Global Business Cycles and Credit Risk," NBER Working Papers 11493, National Bureau of Economic Research, Inc.
- Jean Imbs & Eric Jondeau & Florian Pelgrin, 2006.
"Aggregating Phillips curves,"
2006 Meeting Papers
640, Society for Economic Dynamics.
- Jondeau, Eric & Imbs, Jean & Pelgrin, Florian, 2007. "Aggregating Phillips Curves," CEPR Discussion Papers 6184, C.E.P.R. Discussion Papers.
- FAME,Eric Jondeau, University of Lausanne-HEC & Jean Imbs & Eric Jondeau & Florian Pelgrin, 2006. "Aggregating Phillips Curves," Computing in Economics and Finance 2006 314, Society for Computational Economics.
- Imbs, Jean & Jondeau, Eric & Pelgrin, Florian, 2007. "Aggregating Phillips curves," Working Paper Series 785, European Central Bank.
- Jean Imbs & Eric Jondeau & Florian Pelgrin, 2007. "Aggregating Phillips Curves," Swiss Finance Institute Research Paper Series 07-06, Swiss Finance Institute.
- Horváth, Lajos & Trapani, Lorenzo, 2016. "Statistical inference in a random coefficient panel model," Journal of Econometrics, Elsevier, vol. 193(1), pages 54-75.
- Felipe Zurita, 2008. "La Predicción de la Insolvencia de Empresas Chilenas," Documentos de Trabajo 336, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Anne-Laure Delatte & Julien Fouquau, 2011.
"The determinants of international reserves in the emerging countries: a nonlinear approach,"
Applied Economics, Taylor & Francis Journals, vol. 43(28), pages 4179-4192.
- Delatte, Anne-Laure & Fouquau, Julien, 2009. "The Determinants of International Reserves in the Emerging Countries: a Non-Linear Approach," MPRA Paper 16311, University Library of Munich, Germany.
- Anne-Laure Delatte & Julien Fouquau, 2011. "The determinants of International Reserves in the Emerging countries: a non linear approach," Post-Print hal-00822326, HAL.
- di Giovanni, Julian & Shambaugh, Jay C., 2008.
"The impact of foreign interest rates on the economy: The role of the exchange rate regime,"
Journal of International Economics, Elsevier, vol. 74(2), pages 341-361, March.
- Mr. Julian Di Giovanni & Mr. Jay C Shambaugh, 2006. "The Impact of Foreign Interest Rateson the Economy: The Role of the Exchange Rate Regime," IMF Working Papers 2006/037, International Monetary Fund.
- Jay C. Shambaugh & Julian di Giovanni, 2006. "The Impact of Foreign Interest Rates on the Economy: The Role of the Exchange Rate Regime," The Institute for International Integration Studies Discussion Paper Series iiisdp116, IIIS.
- Julian di Giovanni & Jay C. Shambaugh, 2007. "The Impact of Foreign Interest Rates on the Economy: The Role of the Exchange Rate Regime," NBER Working Papers 13467, National Bureau of Economic Research, Inc.
- Semanur SOYYİĞİT & Sevgi ELVERDİ, 2024. "The Participation Of G20 Countries In Global Value Chains And Their Effects On Economic Complexity," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 19(1), pages 236-254, April.
- Yuya Sasaki & Yulong Wang, 2022.
"Fixed-k Inference for Conditional Extremal Quantiles,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 829-837, April.
- Yuya Sasaki & Yulong Wang, 2019. "Fixed-k Inference for Conditional Extremal Quantiles," Papers 1909.00294, arXiv.org, revised Jul 2020.
- Maiti, Abhradeep & Indra, Debarshi, 2014.
"Regional variations in Labor Demand Elasticities: evidence from U.S. Counties,"
MPRA Paper
65725, University Library of Munich, Germany.
- Maiti, Abhradeep & Indra, Debarshi, 2014. "Regional Variations in Labor Demand Elasticities: Evidence from U.S. Counties," MPRA Paper 57544, University Library of Munich, Germany.
- Ann Owen & Julio Videras & Lewis Davis, 2009.
"Do all countries follow the same growth process?,"
Journal of Economic Growth, Springer, vol. 14(4), pages 265-286, December.
- Davis, Lewis & Owen, Ann L. & Videras, Julio, 2007. "Do all countries follow the same growth process?," MPRA Paper 11589, University Library of Munich, Germany, revised Sep 2008.
- 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.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2006. "The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach," Post-Print halshs-00257386, HAL.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2008. "The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach," Post-Print halshs-00292472, HAL.
- Christophe Hurlin, 2007. "The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach," Post-Print halshs-00270213, HAL.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2006. "The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach," Post-Print halshs-00257506, HAL.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2006. "The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach," Post-Print halshs-00204790, HAL.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2006. "The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach," Post-Print halshs-00204807, HAL.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2006. "The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach," Post-Print halshs-00222971, HAL.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2008. "The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach," Post-Print halshs-00230176, HAL.
- Julien FOUQUAU & Christophe HURLIN & Isabelle RABAUD, 2006. "The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach," LEO Working Papers / DR LEO 1610, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2008. "The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach," Post-Print halshs-00257346, HAL.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2007. "The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach," Working Papers halshs-00156688, HAL.
- Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2006. "The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach," Post-Print halshs-00257382, HAL.
- Abhradeep Maiti & Debarshi Indra, 2016. "Regional Variations In Labor Demand Elasticity: Evidence From U.S. Counties," Journal of Regional Science, Wiley Blackwell, vol. 56(4), pages 635-658, September.
- Andrea Fracasso & Giuseppe Vittucci Marzetti, 2014.
"International R&D Spillovers, Absorptive Capacity and Relative Backwardness: A Panel Smooth Transition Regression Model,"
International Economic Journal, Taylor & Francis Journals, vol. 28(1), pages 137-160, March.
- Andrea Fracasso & Giuseppe Vittucci Marzetti, 2012. "International R&D spillovers, absorptive capacity and relative backwardness: a panel smooth transition regression model," Department of Economics Working Papers 1203, Department of Economics, University of Trento, Italia.
- Haas, Anette & Möller, Joachim, 2001. "Qualifizierungstrends und regionale Disparitäten : eine Untersuchung auf Grundlage der IAB-Regionalstichprobe aus der Beschäftigtenstatistik (Training trends and regional disparities : a study with th," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 34(2), pages 139-151.
- Timothy Neal, 2016.
"Multidimensional Parameter Heterogeneity in Panel Data Models,"
Discussion Papers
2016-15, School of Economics, The University of New South Wales.
- Timothy Neal, 2018. "Multidimensional Parameter Heterogeneity in Panel Data Models," Discussion Papers 2016-15A, School of Economics, The University of New South Wales.
- Nadia Belhaj Hassine, 2008. "Technology Diffusion, International Spillovers and Human Capital in the Mediterranean Agricultural Sector," Working Papers 405, Economic Research Forum, revised 06 Jan 2008.
- Platoni, Silvia & Barbieri, Laura & Moro, Daniele & Sckokai, Paolo, 2020. "Heteroscedastic stratified two-way EC models of single equations and SUR systems," Econometrics and Statistics, Elsevier, vol. 15(C), pages 46-66.
- Felipe Zurita L., 2008. "Bankruptcy Prediction for Chilean Companies," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(1), pages 93-116, April.
- Rafal Raciborski, 2008. "Searching for additional sources of inflation persistence : the micro-price panel data approach," Working Paper Research 132, National Bank of Belgium.
- Mousa, Amani & Youssef, Ahmed H. & Abonazel, Mohamed R., 2011. "A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model," MPRA Paper 49768, University Library of Munich, Germany.
- Youssef, Ahmed H. & Abonazel, Mohamed R., 2009. "A Comparative Study for Estimation Parameters in Panel Data Model," MPRA Paper 49713, University Library of Munich, Germany.
- Widman, Marit & Elofsson, Katarina, 2018. "Costs of Livestock Depredation by Large Carnivores in Sweden 2001 to 2013," Ecological Economics, Elsevier, vol. 143(C), pages 188-198.
- Joseph P. Byrne & Michela Vecchi, 2010.
"Does labour productivity flow across industries? Estimation robust to panel heterogeneity and cross sectional correlation,"
Applied Economics Letters, Taylor & Francis Journals, vol. 17(2), pages 111-115, January.
- Dr Michela Vecchi, 2005. "Does Labour Productivity Flow Across Industries?: Estimation Robust to Panel Heterogeneity and Cross Sectional Correlation," National Institute of Economic and Social Research (NIESR) Discussion Papers 256, National Institute of Economic and Social Research.
- Gregory Connor & Lisa R. Goldberg & Robert A. Korajczyk, 2010. "Portfolio Risk Analysis," Economics Books, Princeton University Press, edition 1, number 9224.
- Ilias Chronopoulos & Katerina Chrysikou & George Kapetanios & James Mitchell & Aristeidis Raftapostolos, 2023.
"Deep Neural Network Estimation in Panel Data Models,"
Working Papers
23-15, Federal Reserve Bank of Cleveland.
- Ilias Chronopoulos & Katerina Chrysikou & George Kapetanios & James Mitchell & Aristeidis Raftapostolos, 2023. "Deep Neural Network Estimation in Panel Data Models," Papers 2305.19921, arXiv.org.
- Semanur SoyyiÄŸit, 2019. "The Relationship Between Middle Income Trap and Structural Transformation: The Case of Selected Countries," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 11(4), pages 217-235, December.
- Martin Falk & Mariya Hake, 2008. "Wachstumswirkungen der Forschungsausgaben," WIFO Studies, WIFO, number 34120, March.
- Tondl, Gabriele & Prüfer, Patricia, 2007. "Does it Make a Difference? Comparing Growth Effects of European and North American FDI in Latin America," Proceedings of the German Development Economics Conference, Göttingen 2007 26, Verein für Socialpolitik, Research Committee Development Economics.
- Lai, Jennifer T. & McNelis, Paul D. & Yan, Isabel K.M., 2013. "Regional capital mobility in China: Economic reform with limited financial integration," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 493-503.
- Lin Chang-Ching & Ng Serena, 2012. "Estimation of Panel Data Models with Parameter Heterogeneity when Group Membership is Unknown," Journal of Econometric Methods, De Gruyter, vol. 1(1), pages 42-55, August.
- Markus Knell & Alfred Stiglbauer, 2012. "Reference Norms, Staggered Wages, And Wage Leadership: Theoretical Implications And Empirical Evidence," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(2), pages 569-592, May.
- Sebastien Lechevalier & Cyrille Dossougoin & Christophe Hurlin & Satoko Takaoka, 2014. "How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms," KIER Working Papers 883, Kyoto University, Institute of Economic Research.