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- ...
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....
The cross-lagged panel model (CLPM) has been extremely popular in behavioral and psychological science research (Usami et al., 2019). CLPM是描述变量之间相互关系的一种纵向数据分析方法。 最基本的CLPM如下图所示,对两个变量在两个时间点分别进行了测量,因此,该模型包括了两个X变量(x1,x2)和两个Y变量...
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 this paper, we consider the least squares estimation of a panel structure threshold regression (PSTR) model where both the slope coefficients and threshold parameters may exhibit latent group structures. We study the asymptotic properties of the estimators of the latent group structure and the slo...