Download or read book Nonparametric and Semiparametric Generalized Panel Data Analysis of Convergence and Growth written by Debasri Mukherjee and published by . This book was released on 2002 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Convergence in Panel Data written by Etsuro Shioji and published by . This book was released on 1997 with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Test of the International Convergence Hypothesis Using Panel Data written by Norman Loayza and published by World Bank Publications. This book was released on 1994 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Panel Data Econometrics written by Donggyu Sul and published by Routledge. This book was released on 2019-02-07 with total page 143 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the last 20 years, econometric theory on panel data has developed rapidly, particularly for analyzing common behaviors among individuals over time. Meanwhile, the statistical methods employed by applied researchers have not kept up-to-date. This book attempts to fill in this gap by teaching researchers how to use the latest panel estimation methods correctly. Almost all applied economics articles use panel data or panel regressions. However, many empirical results from typical panel data analyses are not correctly executed. This book aims to help applied researchers to run panel regressions correctly and avoid common mistakes. The book explains how to model cross-sectional dependence, how to estimate a few key common variables, and how to identify them. It also provides guidance on how to separate out the long-run relationship and common dynamic and idiosyncratic dynamic relationships from a set of panel data. Aimed at applied researchers who want to learn about panel data econometrics by running statistical software, this book provides clear guidance and is supported by a full range of online teaching and learning materials. It includes practice sections on MATLAB, STATA, and GAUSS throughout, along with short and simple econometric theories on basic panel regressions for those who are unfamiliar with econometric theory on traditional panel regressions.
Download or read book Convergence Clubs in Labor Productivity and its Proximate Sources written by Carlos Mendez and published by Springer Nature. This book was released on 2020-11-05 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt: Testing for economic convergence across countries has been a central issue in the literature of economic growth and development. This book introduces a modern framework to study the cross-country convergence dynamics in labor productivity and its proximate sources: capital accumulation and aggregate efficiency. In particular, recent convergence dynamics of developed as well as developing countries are evaluated through the lens of a non-linear dynamic factor model and a clustering algorithm for panel data. This framework allows us to examine key economic phenomena such as technological heterogeneity and multiple equilibria. In this context, the book provides a succinct review of the recent club convergence literature, a comparative view of developed and developing countries, and a tutorial on how to implement the club convergence framework in the statistical software Stata.
Download or read book Panel Data Econometrics with R written by Yves Croissant and published by John Wiley & Sons. This book was released on 2018-08-10 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: Panel Data Econometrics with R provides a tutorial for using R in the field of panel data econometrics. Illustrated throughout with examples in econometrics, political science, agriculture and epidemiology, this book presents classic methodology and applications as well as more advanced topics and recent developments in this field including error component models, spatial panels and dynamic models. They have developed the software programming in R and host replicable material on the book’s accompanying website.
Download or read book Essays in Panel Data Econometrics written by Marc Nerlove and published by Cambridge University Press. This book was released on 2005-11-10 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume collects seven classic essays on panel data econometrics, and a cogent essay on the history of the subject.
Download or read book Why Nations Converge Has Globalization Contributed to Convergence A Panel Data Exploration written by Abel M. Mateus and published by . This book was released on 2014 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using an extensive data base we estimate cross-section and panel growth regression using the MRW model and estimates of Total Factor Productivity with Solow and Hall and Jones methods. The data show an overall process of convergence, but it was uneven over the 1960-2010 years. Was the process intensified with globalization? Data show that after the 1990s international trade played a major role for the restart of convergence. Institutions seem to play a more significant role after the 1990s, as most countries have moved to market economies. The paper confirms also the increasing relevance of outward-oriented policies and the complementarity of cross-section and panel data analysis.
Download or read book Panel Data Econometrics written by Donggyu Sul and published by Routledge. This book was released on 2019-02-07 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the last 20 years, econometric theory on panel data has developed rapidly, particularly for analyzing common behaviors among individuals over time. Meanwhile, the statistical methods employed by applied researchers have not kept up-to-date. This book attempts to fill in this gap by teaching researchers how to use the latest panel estimation methods correctly. Almost all applied economics articles use panel data or panel regressions. However, many empirical results from typical panel data analyses are not correctly executed. This book aims to help applied researchers to run panel regressions correctly and avoid common mistakes. The book explains how to model cross-sectional dependence, how to estimate a few key common variables, and how to identify them. It also provides guidance on how to separate out the long-run relationship and common dynamic and idiosyncratic dynamic relationships from a set of panel data. Aimed at applied researchers who want to learn about panel data econometrics by running statistical software, this book provides clear guidance and is supported by a full range of online teaching and learning materials. It includes practice sections on MATLAB, STATA, and GAUSS throughout, along with short and simple econometric theories on basic panel regressions for those who are unfamiliar with econometric theory on traditional panel regressions.
Download or read book Analysis of Panels and Limited Dependent Variable Models written by Cheng Hsiao and published by Cambridge University Press. This book was released on 1999-07-29 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: This important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya, Baltagi, Arellano, Bover and Labeaga, primarily deal with different aspects of limited dependent variables and sample selectivity. The second group of papers, including those by Nerlove, Schmidt and Ahn, Kiviet, Davies and Lahiri, consider issues that arise in the estimation of dyanamic (possibly) heterogeneous panel data models. Overall, the contributors focus on the issues of simplifying complex real-world phenomena into easily generalisable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data were particularly influential, it is a fitting tribute that this volume is dedicated to him.
Download or read book Evaluating Convergence with Median unbiased Estimators in Panel Data written by Rodolfo S. Cermeno Bazan and published by . This book was released on 1997 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: The dynamics of per capita output is derived using a linear approximation to the solution of the Ramsey-Cass-Koopmas model of growth. The empirical results show that the usual estimation methods in dynamic panel data models will generally produce estimates that are either biased or highly imprecise and therefore unreliable. Unadjusted LSDV estimates imply conditional convergence in all samples studied. The median-unbiased estimates, however, support conditional convergence only among the USA states and OECD countries, and their implied convergence rates are much lower than those that unadjusted estimates would imply.
Download or read book The Oxford Handbook of Panel Data written by Badi Hani Baltagi and published by . This book was released on 2015 with total page 705 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, co-integration in panels, multifactor panel models, panel unit roots, measurement error in panels, incidental parameters and dynamic panels, spatial panels, nonparametric panel data, random coefficients, treatment effects, sample selection, count panel data, limited dependent variable panel models, unbalanced panel models with interactive effects and influential observations in panel data. Contributors to the Handbook explore applications of panel data to a wide range of topics in economics, including health, labor, marketing, trade, productivity, and macro applications in panels. This Handbook is an informative and comprehensive guide for both those who are relatively new to the field and for those wishing to extend their knowledge to the frontier. It is a trusted and definitive source on panel data, having been edited by Professor Badi Baltagi-widely recognized as one of the foremost econometricians in the area of panel data econometrics. Professor Baltagi has successfully recruited an all-star cast of experts for each of the well-chosen topics in the Handbook.
Download or read book Longitudinal and Panel Data written by Edward W. Frees and published by Cambridge University Press. This book was released on 2004-08-16 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to foundations and applications for quantitatively oriented graduate social-science students and individual researchers.
Download or read book Economic Growth and Convergence written by Michał Bernardelli and published by Routledge. This book was released on 2021-06-30 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: There are many different types of convergence within economics, as well as several methods to analyse each of them. This book addresses the concept of real economic convergence or the gradual levelling-off of GDP (gross domestic product) per capita rates across economies. In addition to a detailed, holistic overview of the history and theory, the authors include a description of two modern methods of assessing the occurrence and rate of convergence, BMA-based and HMM-based, as well as the results of the empirical analysis. Readers will have access not only to the conventional econometric approach of β convergence but also to an alternative one, allowing for the convergence issue to be expressed in the context of automatic pattern recognition. This approach is universal as it can be adapted to a variety of input data. The lowest aggregation level study investigates regional convergence through the case of Polish voivodships, where convergence towards the leader is tested. On a higher level of aggregation, the authors examine the existence of GDP convergence in such groups as the EU28, North Africa and the Middle East, sub-Saharan Africa, South America, Caribbean, South-East Asia, Australia and Oceania, or post-socialist countries. For each group, the real β convergence is tested using the two above-mentioned approaches. The results are widely discussed, broadly illustrated, interpreted, and compared. The analysis allows readers to draw interesting conclusions about the causes of convergence or the drivers behind divergence. The book will stimulate further research in the field, but the research was conducted from the point of view of individual countries.
Download or read book Unbiased Estimation of the Half life to PPP Convergence in Panel Data written by Chi-Young Choi and published by . This book was released on 2004 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Three potential sources of bias present complications for estimating the half-life of purchasing power parity deviations from panel data. They are the bias associated with inapproiate aggregation across heterogeneous coefficients, time aggregation of commodity prices, and downward bias in estimation of dynamic lag coefficients. Each of these biases have been addressed individually in the literature. In this paper, we address all three biases in arriving at our estimates. Analyzing an annual panel data set of real exchange rates for 21 OECD countries from 1948 to 2002, our point estimate of the half-life is 5.5 years"--NBER website
Download or read book It s Still 2 written by Etsuro Shioji and published by . This book was released on 1997 with total page 8 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Growth Convergence written by Michael Lee and published by . This book was released on 1996 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
