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1“...Copyright © Blackwell Publishing Ltd and the Department of Economics, University of Oxford 2012. This is the accepted version of the following article:...”
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2by Roodman, David Published in Oxford bulletin of economics and statistics (01.02.2009)“...The difference and system generalized method of moments (GMM) estimators are growing in popularity. As implemented in popular software, the estimators easily...”
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3“...We analyze the determinants and regional implications of internal migration flows across Danish municipalities in 2006–2012. Besides assessing the role of...”
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4“...We analyze the determinants and regional implications of internal migration flows across Danish municipalities in 2006–2012. Besides assessing the role of...”
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5by Sephton, Peter S Published in Southern economic journal (01.01.2012)“...Using panel unit root tests allowing for breaking deterministics, found that many U.S. state unemployment rates were stationary, a result at odds with the...”
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6“...This article is available open access through the publisher’s website. Copyright @ 2012 The Department of Economics, University of Oxford. We consider the role...”
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7“...We consider statistical inference for regression when data are grouped into clusters, with regression model errors independent across clusters but correlated...”
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8“...This paper extends the Common Correlated Effects (CCE) approach developed by Pesaran (2006) to heterogeneous panel data models with lagged dependent variables...”
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9“...This paper examines some of the recent literature on the estimation of production functions. We focus on techniques suggested in two recent papers, Olley and...”
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10“...This paper proposes a very simple test of Granger (1969) non-causality for heterogeneous panel data models. Our test statistic is based on the individual Wald...”
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11by Parent, Olivier LeSage, James P Published in Transportation research. Part B: methodological (2010)“...A space–time filter is set forth for spatial panel data situations that include random effects. We propose a general spatial dynamic specification that...”
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12by Elhorst, J. Paul Published in Journal of geographical systems (01.01.2012)“...This paper provides a survey of the existing literature on the specification and estimation of dynamic spatial panel data models, a collection of models for...”
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13“...Using a Monte Carlo approach, we find that the bias of LSDV for dynamic panel data models can be sizeable, even when T=20. A corrected LSDV estimator is the...”
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14by Sixpence, Atanas Adeyeye, Olufemi Patrick“...This paper investigates the impact of negative earnings persistence on the value relevance of earnings before interest and taxes (EBIT) and book values for 27...”
edited by Papavassiliou, Vassilios
Published in Cogent economics & finance (01.01.2018)
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16by Thompson, Samuel B Published in Journal of financial economics (2011)“...When estimating finance panel regressions, it is common practice to adjust standard errors for correlation either across firms or across time. These procedures...”
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17by Flannery, Mark J Hankins, Kristine Watson Published in Journal of corporate finance (Amsterdam, Netherlands) (01.02.2013)“...Dynamic panel models play a natural role in several important areas of corporate finance, but the combination of fixed effects and lagged dependent variables...”
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18by M. Hashem Pesaran Published in Journal of applied econometrics (Chichester, England) (01.03.2007)“...A number of panel unit root tests that allow for cross-section dependence have been proposed in the literature that use orthogonalization type procedures to...”
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19“...This paper re-examines the link between equity risk premiums and demographic changes using panel data of 17 advanced countries over the postwar period. Based...”
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20by Ellison, Brenna McFadden, Brandon Rickard, Bradley J Wilson, Norbert L. W Published in Applied economic perspectives and policy (01.03.2021)“...The COVID‐19 pandemic has altered conceptions of “normal” globally, including food purchasing and acquisition decisions. In this paper, we surveyed a panel of...”