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Level-based estimation of dynamic panel models
(De Gruyter, 2011-06-01)
This paper develops an alternative estimator for linear dynamic panel data models based on parameterizing the covariances between covariates and unobserved time-invariant effects. A GMM framework is used to derive an optimal ...
Essays in dynamic panel data econometrics
(2014-10-31)
Eu considero a estimação eficiente de um modelo de painel dinâmico com efeitos fixos, heteroscedasticidade temporal, condições iniciais arbitrárias e co-variáveis. Encontro uma estatística invariante máxima que pode ser ...
Effectiveness of corporate finance valuation methods: Piotroski score in an Ohlson model: the case of Mexico
(Universidad ESAN. ESAN EdicionesPE, 2014-12-30)
This study applied the Piotroski score for 63 selected companies of Mexico, for the period 2005 to 2011. The Piotroski score provides an evaluation on the historical financial performance of a company, with the evaluation ...
Effectiveness of corporate finance valuation methods: Piotroski score in an Ohlson model: the case of Mexico
(Universidad ESAN. ESAN EdicionesPE, 2014-12-30)
This study applied the Piotroski score for 63 selected companies of Mexico, for the period 2005 to 2011. The Piotroski score provides an evaluation on the historical financial performance of a company, with the evaluation ...
Studies on econometric applications (Book review)
(Economic ChallengerIN, 2019)
Ordinary least squares, heteroscedasticity, autocorrelation, logit model, unit root, autoregressive processes, impulsive-response functions, vector error correction model, fixed effects, random effects, dynamic panel data ...
Econometric analysis of cross section and panel data
The second edition of this acclaimed graduate text provides a unified treatment of the analysis of two kinds of data structures used in contemporary econometric research: cross section data and panel data. The book covers ...
Econometric analysis of cross section and panel data
The second edition of this acclaimed graduate text provides a unified treatment of the analysis of two kinds of data structures used in contemporary econometric research: cross section data and panel data. The book covers ...
Median-unbiased estimation in panel data: methodology and applications to the GDP convergence and purchasing power parity hypotheses
(Centro de Investigación y Docencia Económicas, División de Economía, 2007)
Estimación de un modelo SAR para datos panel con coeficientes espaciales específicos
(Departamento de EstadísticaUniversidad Nacional de Colombia - Sede Bogotá, 2019-10-28)
Los modelos espaciales auto-regresivos permiten describir la dependencia espacial que surge cuando los valores que adopta una variable en una región o lugar están relacionados con las observaciones vecinas. Extensiones de ...
Elasticity of substitution between capital and labor: a panel data approach
(Escola de Pós-Graduação em Economia da FGV, 2004-05-13)
This paper estimates the elasticity of substitution of an aggregate production function. The estimating equation is derived from the steady state of a neoclassical growth model. The data comes from the PWT in which different ...