Zobrazeno 1 - 10
of 66
pro vyhledávání: '"Erik Biørn"'
Autor:
Xuehui Han, Erik Biørn
Publikováno v:
Empirical Economics. 53:1379-1398
GMM estimation of autoregressive equations in error-ridden variables with error memory is considered in exploring the impact of foreign direct investment (FDI) on GDP from country panel data, contrasting, inter alia, the manufacturing and the service
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6eb52063b663870bf580168f687bce68
https://doi.org/10.1007/s00181-016-1203-4
https://doi.org/10.1007/s00181-016-1203-4
Autor:
Erik Biørn
Panel data is a data type increasingly used in research in economics, social sciences, and medicine. Its primary characteristic is that the data variation goes jointly over space (across individuals, firms, countries, etc.) and time (over years, mont
Autor:
Erik Biørn
Publikováno v:
Econometric Theory. 31:195-212
In the paper attempts are made to integrate two parts of Trygve Haavelmo’s work: investment theory and dynamic econometric models of interrelated markets. Specifically, the duality in the representation of the capital service price and the capital
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::68f48a1d004344bd7f2babc18c40ded8
https://doi.org/10.1017/s0266466614000267
https://doi.org/10.1017/s0266466614000267
Autor:
Erik Biørn
Publikováno v:
Empirical Economics. 48:517-535
Generalized Method of Moments (GMM) estimation is discussed under the joint occurrence of fixed effects and random measurement errors in an autoregressive panel data model. Finite memory of measurement errors is allowed for. Two GMM specializations a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2667d634c0e9138094f115a014411a18
https://doi.org/10.1007/s00181-014-0802-1
https://doi.org/10.1007/s00181-014-0802-1
Autor:
Erik Biørn
Publikováno v:
Empirical Economics. 47:451-468
A system of regression equations for analyzing panel data with random heterogeneity in intercepts and coefficients, and unbalanced panel data is considered. A maximum likelihood (ML) procedure for joint estimation of all parameters is described. Sinc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd8c21cc44f5dc0eee29eac7b3748dc6
https://doi.org/10.1007/s00181-013-0753-y
https://doi.org/10.1007/s00181-013-0753-y
Autor:
Erik Biørn
Publikováno v:
Econometrics of Panel Data: Methods and Applications
The chapter considers modelling of qualitative responses, represented by binary variables, in panel data contexts. Continuous latent variables, which may sometimes be given utility interpretations, may be underlying the responses observed. Identifica
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f9c8a26700d16b7f83ce0335af310280
https://doi.org/10.1093/acprof:oso/9780198753445.003.0009
https://doi.org/10.1093/acprof:oso/9780198753445.003.0009
Autor:
Erik Biørn
The chapter considers first-order autoregressive models with individual-specific intercepts. Both the within estimator and OLS estimation of an equation in first-differences have notable deficiencies when the time-series are short. More relevant are
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9caac30aa343b13676abf94d2bbe7769
https://doi.org/10.1093/acprof:oso/9780198753445.003.0008
https://doi.org/10.1093/acprof:oso/9780198753445.003.0008
Autor:
Erik Biørn
In this chapter, introductory surveys of types of panel data and their potential are given. Transformations to handle unobserved heterogeneity are exemplified. The introduction also includes brief comments on panel data in relation to aggregation and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0c17a5832efa8c24a1b5b80af30b18d7
https://doi.org/10.1093/acprof:oso/9780198753445.003.0001
https://doi.org/10.1093/acprof:oso/9780198753445.003.0001
Autor:
Erik Biørn
Publikováno v:
Econometrics of Panel Data: Methods and Applications
This chapter introduces the reader to the basic properties of second-order moments and moment matrices involving unidimensional variables. One-way and two-way regression models containing unobserved fixed or random effects jointly with unidimensional
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::166b0d74f61dd55d1483721c8a688e4c
https://doi.org/10.1093/acprof:oso/9780198753445.003.0005
https://doi.org/10.1093/acprof:oso/9780198753445.003.0005
Autor:
Erik Biørn
Publikováno v:
Econometrics of Panel Data: Methods and Applications
Two types of models are considered: systems of regression equations and interdependent models. For the former systems, equations with only individual-specific random intercepts and equations with both individual-specific and period-specific random ef
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::48f490bdd960fe6007fbdb77b6162a69
https://doi.org/10.1093/acprof:oso/9780198753445.003.0012
https://doi.org/10.1093/acprof:oso/9780198753445.003.0012