Essays about: "Adrian Mehic"
Found 3 essays containing the words Adrian Mehic.
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1. Half-panel jackknife estimation of GMM models with fixed effects
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : In empirical economics, the generalized method of moments (GMM) is one of the most widely used methods for estimating models with fixed effects, such as the dynamic panel model. For the dynamic panel model, the two most widely used GMM-based estimators are the so-called difference GMM and system GMM estimators. READ MORE
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2. A comparison of FDML and GMM for estimation of dynamic panel models with roots near unity
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This thesis compares the performance of the first-differenced maximum likelihood estimator (FDML) and the Blundell-Bond continuously-updating system GMM estimator of the autoregressive parameter in an AR(1) dynamic panel model without exogenous covariates, particularly focusing on the close-to-non-stationary case. This case is far from trivial, as a high degree of persistence is the norm rather than the exception in economic panels. READ MORE
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3. Income inequality regression models with applications
University essay from Lunds universitet/Statistiska institutionenAbstract : This thesis addresses three topics in income inequality. First, a cross- sectional dataset of 30 countries is used to investigate the causes of between- country differences in income inequality. Secondly, a panel of the same countries is used to examine the drivers behind the change in inequality between 1985 and 2013. READ MORE
