Panel vector autoregression modelgeneralized method of momentsfirst difference and system GMMThis paper considers two types of generalized method of moments (GMM) estimators for panel vector autoregression models (PVAR) with fixed individual effects. First, the first difference GMM estimator is implemented...
Obtain moment- and model-selection criteria Perform stability testsWith the new xtvar command, you can now fit a panel-data vector autoregressive (VAR) model to analyze the trajectories of related variables when you observe multiple units or panels over time. This command is part of StataNow™...
capital structure (CS), and firm performance (FP) of companies listed on the Stock Exchange of Mauritius from 2009 to 2019 along with a comparison between financial and non-financial firms. A panel vector autoregression (PVAR) approach is used in this study to determine the relationship...
The Size of Fiscal Multipliers in India: A State Level Analysis Using Panel Vector Autoregression Model 来自 EconPapers 喜欢 0 阅读量: 15 作者: BR Mishra 摘要: This study attempts to measure the fiscal multipliers in India using the state-level panel dataset of 17 non-special category states ...
(ICH) and tourism development is a key issue in advancing cultural heritage and conservation in Chinese society. This paper employs panel data from 30 Chinese provinces from 2013 to 2022, utilizing the coupled coordination degree model and the panel vector autoregression (PVAR) model. In terms of...
Abstract: This paper considers estimation and testing of vectorautoregressioncoefficients in panel data, and applies the techniques to analyze the dynamic relationships between wages and hours worked in two samples of American males. The model allows for nonstationary individual effects, and is estimated...
Abstract: This paper considers estimation and testing of vector autoregression coefficients in panel data, and applies the techniques to analyze the dynamic relationships between wages and hours worked in two samples of American males. The model allows for nonstationary individual effects, and is estima...
Johansen derived the asymptotic theory for his cointegration rank test statisic for a vector autoregression where the parameters are restricted so the process is integrated of order one. It is investigated to what extent these parameter ... Nielsen, Bent - 《Bent Nielsen》 被引量: 11发表: 2009...
Thus Panel Vector Autoregression (PVAR) Model was estimated among the variables. The present study is distinguished from previous studies by investigation of long term relationship between also The BFCIUS, exchange rate. Data base is containing from the exchange rate index, international reserve index...
Determinants of Construction Sector Activity in Turkey: A Vector Autoregression Approach This study analyzes the effects of some major macroeconomic variables on construction sector activity in Turkey by employing a Vector Autoregression (VAR) model from 1990Q1 to 2010Q3. The 4-variable VAR model inclu...