Essays about: "Monte Carlo panel data"

Showing result 1 - 5 of 6 essays containing the words Monte Carlo panel data.

  1. 1. Residual Spatial Correlation in Two-Way Error Panel Data Models

    University essay from Lunds universitet/Statistiska institutionen

    Author : Adam Flöhr; [2018]
    Keywords : Panel data models; Spatial statistics; Spatial autocorrelation; Mathematics and Statistics;

    Abstract : This thesis examines the spatial autocorrelation in residuals of two-way error panel data models. Three types of models are examined: the standard linear panel data model, the dynamic panel data model, and the spatial lag panel data model. READ MORE

  3. 2. Half-panel jackknife estimation of GMM models with fixed effects

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Adrian Mehic; [2018]
    Keywords : econometrics; dynamic panel data; jackknife; Business and Economics;

    Abstract : 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

  4. 3. A comparison of FDML and GMM for estimation of dynamic panel models with roots near unity

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Adrian Mehic; [2017]
    Keywords : econometrics; dynamic panel data; Monte Carlo; Business and Economics;

    Abstract : 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

  5. 4. The Accuracy of the Hausman Test in Panel Data: a Monte Carlo Study

    University essay from Örebro universitet/Handelshögskolan vid Örebro Universitet

    Author : Teodora Sheytanova; [2015]
    Keywords : ;

    Abstract : .... READ MORE

  6. 5. Growth Patterns of Start-Up Firms - A Cohort Study with a Quantile Regression Approach

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Sebastian Krakowski; [2014]
    Keywords : Firm Growth Rates; Firm Growth Distributions; Monte Carlo Simulation; Quantile Regression;

    Abstract : Using panel data for the cohort of Swedish limited companies established in 1997, this study analyzes the patterns and distributions of the firms' growth rates. After characterizing the growth patterns, we test the hypothesis that firm growth is essentially stochastic; a theory originating from Gibrat (1931). READ MORE