This method as- sumes that there is no autocorrelation in the idiosyncratic errors and requires that the panel-level effects be uncorrelated with the first difference of the first observation of the dependent variable. Quick start Dynamic panel-data regression of y on x with default Arellano–...
Annual data on tourist arrival from 53 countries and explanatory variables from 2010-2016 were analyzed using the dynamic panel data regression technique. Results suggest that travel cost, internet use, political stability and number of hotel rooms are the main determinants of tourist flows...
摘要: This short paper shows that we can consistently estimate dynamic panel data models with additive fixed effects by transforming them into a form of exponential regression with multiplicative fixed effects. 关键词: C23 DOI: 10.1016/S0165-1765(01)00467-0 被引量: 34 年份: 2001 收藏...
Order z Prob > z 1 -4.6414 0.0000 2 -1.0572 0.2904 3 -.19492 0.8455 4 .04472 0.9643 References Arellano, M., and S. Bond. 1991. Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations.The Review of Econometric Studies58: 277–297. ...
INCORPORATING TECHNOLOGY DIFFUSION, FACTOR MOBILITY AND STRUCTURAL CHANGE INTO CROSS-REGION GROWTH REGRESSION: AN APPLICATION TO CHINA research-and-developmentpanel-data modelsproductivity spilloverseconomic-growthdynamic-modelsinequalityconvergenceexternalitiesreformfdiThis paper advocates a spatial ... L Sun,E ...
Maximum Likelihood Estimation of Logistic Regression Models Logistic回归模型的最大似然估计 热度: Maximum likelihood estimate:最大似然估计 热度: 相关推荐 Empirical Likelihood Estimation in Dynamic Panel Models Angelica Gonzalez y University of Edinburgh Management School and Economics e-mail: Angelica.Gon...
analyzed the characteristics of urbanization and cultivated land resources in karst regions and explored the interaction and the potential long-term equilibrium between urbanization and cultivated land resources based on econometric methods such as panel data regression,unit-root test and cointegration ...
Using panel data from 85 urban areas over a 20-year period and applying a system panel data approach, this paper examines the relationship between travel demand in terms of per-capita VMT and urban spatial characteristics. Regression results show that road density and urban spatial size have posi...
Before estimating a model, xtdcce2 automatically checks if the time dimension within each panel is long enough to run a mean group regression. Panel units with an insufficient number are automatically dropped. notable do not display output (only xtdcce2fast). cd calculate CD test statistic, ...
1999) and Caner and Hansen (Econom Theory 20:813-843, 2004), our model allows the estimation of threshold effects with panel data even in case of en... S Kremer,A Bick,D Nautz - 《Empirical Economics》 被引量: 326发表: 2013年 Panel Smooth Transition Regression Models We develop a non...