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Dynamic Panel Data Models
This chapter generalizes most of the topics from earlier in the book settings with panel data. We begin by introducing dynamic panel data models, and... -
Panel Data and Fixed Effects
We are all familiar with the aphorism, “The whole is greater than the sum of the parts,” and this principle aptly applies to panel data. In this... -
Static Panel Data Models
We begin our section on panel data models by examining static models. We distinguish between fixed effects (FE) and random effects (RE) models, and... -
Panel Interval-Valued Data Nonlinear Regression Models and Applications
Panel data models have become increasingly popular in economic research and data analysis. Considering the uncertainty and variability of panel data,...
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Observed-data DIC for spatial panel data models
In spatial panel data modeling, researchers often need to choose a spatial weights matrix from a pool of candidates, and decide between static and...
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Panel Count Data Models: Examining Dengue Incidence in Malaysia
Understanding the discrete non-negative nature of count data is important for econometricians to model panel count data type. Panel count data is one... -
Modelling Housing Using Multi-dimensional Panel Data
This chapter surveys housing models using multi-dimensional panels. While there is a vast literature on housing models using two-dimensional panel... -
Testing Wagner’s hypothesis using disaggregated data: evidence from a global panel
The paper examines the relationship between aggregate and disaggregated public spending and GDP in a panel of 50 developed, develo** and transition...
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Financial integration in Asia: new Empirical evidence using dynamic panel data estimations
The aim of this work is to examine financial integration in Asia between 1970 and 2018 by using dynamic panel data methods, covering first and second...
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Likelihood-based inference for dynamic panel data models
This paper considers maximum likelihood (ML)-based inferences for dynamic panel data models. We focus on the analysis of the panel data with a large...
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Testing the aggregation of goods and services without separability using panel data
After Japan’s bubble economy collapsed in 1991, household values diversified, and, gradually, the budget shares on intangible services exceeded that...
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Technology, TFPG and Employment: A Panel Data Analysis
This paper based on the United Nations Industrial Development Organization (UNIDO) panel data set makes an attempt to estimate total factor...
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Dynamic Relationship Between Social Factors and Poverty: A Panel Data Analysis of 23 Selected Develo** Countries
This research paper aims to investigate the social factors affecting poverty in selected develo** countries, which have been hardly investigated....
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Bank capital channel of monetary policy: panel data evidence for India
The paper explores the first leg of monetary policy transmission via bank capital channel by studying the impact of monetary policy on equity capital...
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Determinants of Non-performing Loans: A Panel Data Approach
This paper considers a panel of 80 countries across all continents, over the period 1999–2019, and uses panel generalized method of moments system...
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The Relationship Between Energy Consumption and Economic Growth: Panel Data Analysis by Country Groups
This study aimed to analyze the relationship between energy consumption ( EC ) and economic growth ( EG ). Mostly, the relationship between energy and...
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When does government debt make people happier? Evidence from panel data of 125 countries
This study utilizes panel data from 125 countries spanning 2005–2015 to empirically examine the impact of government debt on country-level subjective...
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Nexus Between Institutional Quality and Foreign Direct Investment Inflows: Panel Data Analysis of SAARC Countries
This study examines the nexus between institutional quality and FDI inflows in SAARC countries for the sample period of 1996–2017. The analysis is...
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Nonresponse trends in establishment panel surveys: findings from the 2001–2017 IAB establishment panel
Many household panel surveys have experienced decreasing response rates and increasing risk of nonresponse bias in recent decades, but trends in...
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Implications of AI innovation on economic growth: a panel data study
The application of artificial intelligence (AI) across firms and industries warrants a line of research focused on determining its overall effect on...