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Panel stochastic frontier analysis with dependent error terms
El Mehdi, Rachida; Hafner, Christian M. - In: International econometric review 13 (2021) 2, pp. 24-40
). The novelty of this paper is the consideration of the dependence between the two error terms in the case of panel data and … balanced panel case, several models describing the evolution of the inefficiency over time and the dependence between the two … error terms. The inefficiency and noise terms being dependent, a copula function which reflects the dependence between them …
Persistent link: https://www.econbiz.de/10012816131
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Estimating the impact of alternative multiple imputation methods on longitudinal wealth data : conference paper
Westermeier, Christian; Grabka, Markus M. - 2014
Statistical Analysis in surveys is often facing missing data. As case-wise deletion and single imputation prove to have undesired properties, multiple imputation remains as a measure to handle this problem. In a longitudinal study, where for some missing values past or future data points might...
Persistent link: https://www.econbiz.de/10010483239
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Productive efficiency analysis of quantitative economics journals through stochastic frontier analysis using panel data
Gavilan Ruiz, José Manuel; Ortega Irizo, Francisco Javier - In: Revista de métodos cuantitativos para la economía y … 30 (2020), pp. 297-311
The main goal of a scientific journal is to diffuse new knowledge. The number of citations received by a journal can be considered as a measure of this objective and, in turn, as a measure of productivity in relation to the production process in which the journals are involved. In order to...
Persistent link: https://www.econbiz.de/10012437397
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A Transformed System GMM Estimator for Dynamic Panel Data Models
Sun, Xiaojin; Ashley, Richard A. - 2015
The system GMM estimator developed by Blundell and Bond (1998) for dynamic panel data models has been widely used in empirical work; however, it does not perform well with weak instruments. This paper proposes a variation on the system GMM estimator, based on a simple transformation of the...
Persistent link: https://www.econbiz.de/10014148410
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Panel Data Binary Response Model in a Triangular System
Tiwari, Amaresh Kumar - 2019
We propose a new control function (CF) method for binary response outcomes in a triangular system with unobserved heterogeneity of multiple dimensions. The identified CFs are the expected values of the heterogeneity terms in the reduced form equations conditional on the endogenous, Xi ≡ (xi1,...
Persistent link: https://www.econbiz.de/10012898554
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Panel Data Binary Response Model in a Triangular System
Tiwari, Amaresh K - 2018
We propose a new control function (CF) method for binary response outcomes in a triangular system with unobserved heterogeneity of multiple dimensions. The identified CFs are the expected values of the heterogeneity terms in the reduced form equations conditional on the endogenous, Xi ≡ (xi1,...
Persistent link: https://www.econbiz.de/10012913241
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Fixed-b Estimation and Inference in Heterogenous Dynamic Cointegrated Panels
Sender, Samuel J. - 2017
time-series and cross-section dependence and heterogeneity.Central to this literature are the fully-modified OLS of …
Persistent link: https://www.econbiz.de/10012970628
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Improving the Finite-Sample Estimators of Cointegrated Panel Models
Sender, Samuel J. - 2014
Though ordinary least square (OLS) estimates are super-consistent with cointegrated variables, their finite-T bias can be large in the presence of endogenous feedback. Fully modified OLS (FMOLS) are parsimonious tools to measure the cointegrating [long-run] slope between integrated variables in...
Persistent link: https://www.econbiz.de/10013064659
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A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom
Atak, Alev; Linton, Oliver B.; Xiao, Zhijie - 2013
This paper is concerned with developing a semiparametric panel model to explain the trend in UK temperatures and other weather outcomes over the last century. We work with the monthly averaged maximum and minimum temperatures observed at the twenty six Meteorological Office stations. The data is...
Persistent link: https://www.econbiz.de/10014196245
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Is Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modelling Approach
Mastromarco, Camilla - 2014
Recently, Mastromarco, Serlenga and Shin (2010) propose a two-step approach to examine dynamic transmission mechanism under which globalization factors foster technology efficiency. In this paper, we extend the MSS model by combining panel threshold regression technique advanced by Hansen...
Persistent link: https://www.econbiz.de/10013065766