Panel Data Econometrics

... note Dữ liệu bảng liệu chéo gộp chung Dữ liệu bảng liệu mà quan sát liệu bao gồm quan sát chéo quan sát chéo lại quan sát theo thời gian Cần phân biệt liệu bảng liệu chéo gộp chung Ưu điểm liệu bảng ... Analytical Methods Lecture note Các loại liệu bảng Dữ liệu bảng cân (balanced): đơn vị chéo có số quan sát theo thời gian, phần lớn liệu bảng trình bà...

Ngày tải lên: 13/12/2013, 11:15

... refer to variables by the first part name and the question mark Thus, if we type a command using GDP? EViews uses all three GDP series for the USA, Canada, and Mexico Notice the button PoolGenr PoolGenr ... our POOL, we would click PoolGenr and then type the equation: GDPPC? = GDP? / POP? For estimation, EViews has one window in which the user specifies the equation and the assump...

Ngày tải lên: 20/12/2013, 18:15

... Fulbright Economics Teaching Program 2005 - 2006 Analytical Methods Lecture note Dữ liệu bảng liệu chéo gộp chung Dữ liệu bảng liệu mà quan sát liệu bao gồm quan sát chéo ... Hoai Fulbright Economics Teaching Program 2005 - 2006 Analytical Methods Lecture note Các loại liệu bảng Dữ liệu bảng cân (balanced): đơn vị chéo có số quan sát theo thời gian, phầ...

Ngày tải lên: 25/01/2014, 15:20

... ABSTRACT Health and Wealth of Elderly Couples: Causality Tests Using Dynamic Panel Data Models A positive relationship between socio-economic status (SES) and health, the so-called "health- wealth ... Health and Wealth of Elderly Couples: Causality Tests Using Dynamic Panel Data Models Pierre-Carl Michaud CentER, Tilburg University and...

Ngày tải lên: 05/03/2014, 18:20

... status categories Do Minimum Wages Really Reduce Teen Employment? / 217 a 25-quarter window, starting at eight quarters before the minimum wage change and continuing to sixteen quarters after ... refers to the log of the minimum wage; i, s, and t denote, respectively, individual, state, and time indexes; X is a vector of individual Do Minimum Wages Really Red...

Ngày tải lên: 06/03/2014, 21:20

... capture the pure impact of the degree of judicial enforcement Finally, our data set allowed us to investigate the impact of the degree of judicial enforcement on the flow (rather than the stock) of ... Fabbri (2002), employ the stock of debt to examine the impact of the degree of judicial enforcement on loan size Most of these studies fi...

Ngày tải lên: 22/03/2014, 20:20

... Tài công tăng trưởng dài hạn châu Âu NHẬN XÉT CỦA GIÁNG VIÊN: GVHD: PGS T S Sử Đình Thành Nhóm – TCDN đêm 4.K22 Tài công tăng trưởng dài hạn châu Âu DANH SÁCH NHÓM: STT ... 4.K22 Tài công tăng trưởng dài hạn châu Âu MỤC LỤC Giới thiệu Lý thuyết chứng thực nghiệm có Dữ liệu .8 Các thuộc tính chuỗi thời gian tăng trưởng tài công ... 4.K22...

Ngày tải lên: 05/06/2014, 12:45

... between coverage of three types of vaccines – measles-containing vaccine, DPT and polio – and health worker density Controlling for GNI per capita, land area and female adult literacy, they find that ... studies, variables on GDP per capita, female adult illiteracy and land area are also included Data on per capita GDP and female adult illiteracy are limited to the year 2000...

Ngày tải lên: 18/06/2014, 17:20

... method of inference and confidence interval construction can improve on asymptotic analysis Volume of the Handbook of Econometrics and Volume 11 of the Handbook of Statistics contain nice surveys of ... available in Volume of the Handbook of Econometrics—see Powell (1994) and Hardle and Linton (1994)—as well as in ¨ Volume 11 of the Handbook of Statistics—see Horo...

Ngày tải lên: 06/07/2014, 08:20

... summary of properties of conditional expectations 1. 2 1. 2 .1 The Stochastic Setting and Asymptotic Analysis Data Structures In order to give proper treatment to modern cross section and panel data ... asymptotic analysis with these kinds of panel data sets is still in its early stages, and it requires special limit theory See, for example, Quah (19 94), Pesa...

Ngày tải lên: 06/07/2014, 08:20

... Expectations and Related Concepts in Econometrics 15 Eðy j x1 ; x2 Þ ¼ b0 þ b1 x1 þ b2 x2 þ b x2 2: 3Þ Eðy j x1 ; x2 Þ ¼ b0 þ b1 x1 þ b2 x2 þ b x1 x2 2: 4Þ Eðy j x1 ; x2 Þ ¼ exp½b þ b1 logðx1 Þ þ b2 x2 ... b3 z 2: 23Þ but where z is unobserved By the LIE, and the linearity of the CE operator, Eðy j x1 ; x2 Þ ¼ Eðb0 þ b x1 þ b2 x2 þ b3 z j x1 ; x2 Þ ¼ b þ b1 x1 þ b x2 þ b3 Eðz j x1 ; x...

Ngày tải lên: 06/07/2014, 08:20

... lemma and Lemma 3. 8 [with R Cðyފ to get equation (3. 8) Problems 3. 1 Prove Lemma 3. 1 3. 2 Using Lemma 3. 2, prove Lemma 3. 3 3. 3 Explain why, under the assumptions of Lemma 3. 4, gðxN Þ ¼ Op ð1Þ 3. 4 ... Theory 3. 5.2 43 Asymptotic Properties of Test Statistics We begin with some important definitions in the large-sample analysis of test statistics definition 3. 13:...

Ngày tải lên: 06/07/2014, 08:20

... 4 4.1 The Single-Equation Linear Model and OLS Estimation Overview of the Single-Equation Linear Model This and the next couple of chapters cover what is still the ... FQ; NÀK random variable by dividing it by Q (and usu^ ally making the degrees -of- freedom adjustment to V) But there is nothing wrong with using equation (4. 13) directly 4. 2 .4 Lagrange Multiplier ... CovðxK...

Ngày tải lên: 06/07/2014, 08:20

... equation (5. 11) and the law of large numbers We consider a more general case in Section 5. 2.1 When searching for instruments for an endogenous explanatory variable, conditions (5. 3) and (5. 5) are ... Þ=ðx1 À x0 Þ where y0 and x0 are the sample averages of yi and xi over the part of the sample with zi ¼ 0, and y1 and x1 are the sample averages of yi and xi over the...

Ngày tải lên: 06/07/2014, 08:20