Panel estimation

Bài giảng Phân tích số liệu mảng - Chương 5: Dynamic panel model. Chương này cung cấp cho sinh viên những nội dung gồm: giới thiệu về Dynamic panel model; ước tính hiệu ứng cố định và ngẫu nhiên; ước tính biến công cụ (phương pháp IV) (Anderson và Hsiao, 1982); 2SLS, phương pháp tiếp cận mô men tổng quát (GMM) (Arenalloand Bond, 1985);... Mời các bạn cùng tham khảo!

32p caongulam 10-11-2023 10 5   Download

Trade and world economic integration are seen as the impetus for accelerating the well-beings of the domestic Vietnamese communities and international community in the region. However, an understanding of the link between trade and economic integration from the perspective of Vietnam is missing. Empirical studies on Vietnamese trade are in lack to address these determinants (see, Le, 1996; Nguyen, 2010). This thesis identifies the key factors that have driven the impressive growth of Vietnamese exports during the world economic integration process (1986-2010).

473p runthenight04 02-02-2023 12 3   Download

The study applies quantitative method on non-balanced panel samples of Vietnamese listed firms which are extracted from the Thomson Reuters database and manually collected from companies’ annual reports. All the regressions are estimated by Generalized Least Squared (GLS) method to fix the heteroscedasticity problem and robusted by Generalized Method of Moment (GMM) for endogeneitity potential.

24p kequaidan6 15-07-2020 25 1   Download

Lecture "Advanced Econometrics (Part II) - Chapter 3: Discrete choice analysis - Binary outcome models" presentation of content: Discrete choice model, basic types of discrete values, the probability models, estimation and inference in binary choice model, binary choice models for panel data.

18p nghe123 06-05-2016 63 6   Download

COMPETITIVE SUPPLY CHAIN AND REVENUE MANAGEMENT: FOUR ESSAYS When the peer group measure is interacted with the choice index—in Column B, and again with additional controls in the remaining columns—the coefficient is indistinguishable from zero, with a negative point estimate in every specification. Panel B repeats this analysis, this time with the score earned by students when they were in the 12th grade.51 Again, estimates of the choice effect are imprecise but are—with one statistically insignificant exception—of the opposite sign from that predicted by the economic model....

203p mualan_mualan 25-02-2013 137 21   Download

HOUSEHOLE EDUCATION AND EARNINGS: EVIDENCE FROM RURAL PERU The first panel of Table 1.6 presents estimates using the composite test scores that students earned during the original wave of the NELS, when they were in 8th grade. (I continue to use the secondary choice index in this analysis; it correlates 0.98 with an elementary index.)

231p mualan_mualan 25-02-2013 48 10   Download

AN EXAMINATION OF THE CONFORMANCE OF BANK INTERNAL AUDITORS WITH INTERNAL AUDITING STANDARS Recall equation (3), which suggested that a naïve estimate of the peer effect is magnified by effectiveness sorting, with the degree of magnification being ( ) ( ) θ * ≡ cov x j ,μ j var x j , the coefficient from a regression of μ j on x j across all districts in the market. θ * = 1 in the perfectly sorted markets displayed in Panels A, B, C, and E of Figure 1.1, indicating that the slope of school-level average test scores with respect to student characteristics in...

242p mualan_mualan 25-02-2013 99 16   Download