BLUP in the panel regression model with spatially and serially correlated error components 来自 EconPapers 喜欢 0 阅读量: 36 作者:S Song,B Jung 摘要: No abstract is available for this item.关键词: Error component model Spatial and Serial autocorrelation Best linear unbiased prediction ...
(2010) R & D Intensity, Firm Per- formance and the Identification of the Threshold: Fresh Evidence from the Panel Threshold Regression Model. Applied Economics, 42, 389-401. https://doi.org/10.1080/00036840701604487Yeh, Ming-Liang et al. 2008. "R&D intensity, firm performance and the ...
SSE/EFI Working Paper Series in Economics and Finance, No. 604 August 2005 Abstract We develop a non-dynamic panel smooth transition regression model with fixed individual effects. The model is useful for describing heterogenous panels, with re- ...
This can be investigated by comparing a multiple group version of the RI-CLPM in which there are no constraints across the groups, with a model in which the lagged regression coefficients are constrained to be identical across the groups.If the chi-square difference test indicates that this cons...
1. Pooled Regression 1.1 Model Specification: 1.2 Estimator: 1.3 Applicability 1.4 Unbiasedness 1.5 Variance 1.6 Violation of Strict Mean Independence 1.7 Appendices Notes written on Econometrics by Hansen. Other Reference: Introductory Econometrics by Wooldridge, Analysis of Panel Data by Cheng Hsiao....
Regression modeling with time-varying coefficients based on kernel smoothing and least squares estimation is available in packagetvReg. Thetvempackage provides similar functionality for gaussian, binomial and poisson responses withmgcvbackend. plmcontains various methods to estimate linear models for panel ...
[ 15] He X M,Shi P I]L Bivariate Tensor- product B- splines in a Partly Linea r Model[J ].Journ al of Multivariate Analysis, 1 996 ,5 8 ( 2 ) . Inference for Quantile Regression in Nonparametrie P anel Data Model with Fixed - Effects ...
se(%6.4f)mtitle(`models') *-结论:并无大异 ***计量分析与STATA应用 主讲人:连玉君 单 电邮 主页: ::高级部分 计量分析与Stata应 第七 面板数据模 7.6 7.7 cdD:\stata10\ado\ al\Netcourse\B7Panel ==本录 7.6.1 7.6.2 *-7.6.1模 *-Swamy(1970)random-coefficientslinearregressionmodel. *(1)y...
Whenavariableisendogenousin‘simultaneousequation’sense,itisusuallyendogenousineconometricsense(i.e.,correlatedwiththeerrorterm).Wewillseethissoon.3 Thenatureofsimultaneousequation.Considerthefollowingmodeldescribingequilibriumquantityoflabor(inhours)inagriculturalsectorinacountry.Laborsupply:hs=α1w+β1z1+...
In the neoclassical growth model, regions and coun... LUNG-FEI,LEE,JIHAI,... - 《Global Journal of Economics》 被引量: 77发表: 2012年 INCORPORATING TECHNOLOGY DIFFUSION, FACTOR MOBILITY AND STRUCTURAL CHANGE INTO CROSS-REGION GROWTH REGRESSION: AN APPLICATION TO CHINA research-and-development...