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Keyword: panel data;

19 results found.

Econometrics Paper

Inference Without Smoothing for Large Panels with Cross- Sectional and Temporal Dependence

Javier Hidalgo and Marcia M Schafgans

This paper addresses inference in large panel data models in the presence of both cross-sectional and temporal dependence of unknown form. We are interested in making inferences without relying on the choice of any smoo...Read more...

20 February 2018

Econometrics Paper

Likelihood corrections for two-way models

Koen Jochmans and Taisuke Otsu

The use of two-way fixed-effect models is widespread. The presence of incidental parameter bias, however, invalidates statistical inference based on the likelihood. In this paper we consider modifications to the (profile...Read more...

19 February 2018

Econometrics Paper

Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence

Javier Hidalgo and Marcia M Schafgans

This paper is concerned with various issues related to inference in large dynamic panel data models (where both n and T increase without bound) in the presence of, possibly, strong cross-sectional dependence. Our first a...Read more...

1 April 2015

Econometrics Paper

Panel Nonparametric Regression with Fixed Effects

Jungyoon Lee and Peter M Robinson

Nonparametric regression is developed for data with both a temporal and a cross-sectional dimension. The model includes additive, unknown, individual-specifi…c components and allows also for cross-sectional and temporal ...Read more...

25 November 2013

Econometrics Paper

Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects

Peter M Robinson and Carlos Velasco

A dynamic panel data model is considered that contains possibly stochastic individual components and a common fractional stochastic time trend. We propose four different ways of coping with the individual effects so as t...Read more...

20 November 2013

Econometrics Paper

Nonparametric Trending Regression with Cross-Sectional Dependence

Peter M Robinson

Panel data, whose series length T is large but whose cross-section size N need not be, are assumed to have a common time trend. The time trend is of unknown form, the model includes additive, unknown, individual-specific...Read more...

January 2010

Econometrics Paper

Nonparametric Regression with a Latent Time Series

Oliver Linton, Søren Feodor Nielsen and Jens Perch Nielsen

In this paper we investigate a class of semiparametric models for panel datasets where the cross-section and time dimensions are large. Our model contains a latent time series that is to be estimated and perhaps forecast...Read more...

October 2009

Econometrics Paper

Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns

Gregory Connor, Matthias Hagmann and Oliver Linton

This paper develops a new estimation procedure for characteristic-based factor models of security returns. We treat the factor model as a weighted additive nonparametric regression model, with the factor returns serving ...Read more...

October 2007

CASEpaper

Understanding low achievement in English schools

Geeta Gandhi Kingdon and Robert Cassen

Tens of thousands of young people leave school with no or very few qualifications in England. This paper seeks to build a fuller picture of Key Stage 4 low achievement and its correlates than available hitherto. We focus...Read more...

June 2007

Political Economy and Public Policy Paper

Women in Politics. Evidence from the Indian states

Irma Clots-Figueras

This paper uses panel data from the 16 main states in India during the period 1967- 1999 to study the effects of having higher female representation in the State Legislatures on public goods, policy and expenditure. I fi...Read more...

October 2005

DARP Paper

Income Fluctuation, Poverty and Well-Being Over Time: Theory and Application to Argentina

Guillermo Cruces

This paper studies poverty as a dynamic phenomenon, motivated by the recurring economic crises that affect developing countries and the incidence of income fluctuations on household welfare. While the increasing availabi...Read more...

July 2005

CASEpaper

One man's rags are another man's riches: Identifying adaptive preferences using panel data

Tania Burchardt

One of the motivations frequently cited by Sen and Nussbaum for moving away from a utility metric towards a capabilities framework is a concern about adaptive preferences or conditioned expectations. If utility is relate...Read more...

December 2004

DARP Paper

Convergence Club Empirics: Some Dynamics and Explanations of Unequal Growth across Indian States

Sanghamitra Bandyopadhyay

This paper documents the convergence of incomes across Indian states over the period 1965 to 1998. It departs from traditional analyses of convergence by tracking the evolution of the entire income distribution, instead ...Read more...

March 2003

CASEpaper

Measuring Income Risk

Simon Burgess, Karen Gardiner, Stephen P Jenkins and Carol Propper

We provide a critique of the methods that have been used to derive measures of income risk and draw attention to the importance of demographic factors as a source of income risk. We also propose new measures of the contr...Read more...

June 2000

CASEpaper

The Dynamics of Being Disabled

Tania Burchardt

Government policies on disability - and criticism of them - rest in part on an understanding of the circumstances of disabled people informed by cross-sectional survey data, dividing the population into 'the disabled' an...Read more...

February 2000

Development Economics Paper

Minority Representation and Policy Choices: The Significance of Legislator Identity.

Rohini Pande

Disadvantaged groups tend also to constitute population minorities. One consequence of this is that the policies implemented by electorally accountable governments often fail to reflect minority interests. A policy solut...Read more...

June 1999

Development Economics Paper

Investigating Rationality in Wage-Setting

Sonia R Bhalotra

This paper investigates the efficiency wage hypothesis and derives a tractable expression for the profit loss incurred by deviations from the efficiency wage. The extent of the wage deviation can be inferred from product...Read more...

February 1998

DARP Paper

Poverty Dynamics in Spain: A study of transitions in the 1990s

Olga Cantó-Sánchez

Even if individuals care about their current economic status, they are mainly concerned about the time they remain in it (its duration). The expected duration of an economic status affects how individuals perceive it and...Read more...

February 1996

Econometrics Paper

Exploiting Cross Section Variation for Unit Root Inference in Dynamic Data (Now published in Economics Letters 44 (1), 1994, pp.9-19.)

Danny Quah

This paper considers unit root regressions in data having simultaneously extensive cross-section and time-series variation. The standard least-squares estimators in such data structures turn out to have an asymptotic dis...Read more...

1993