Zobrazeno 1 - 10
of 124
pro vyhledávání: '"Michael Pfaffermayr"'
Autor:
Michael Pfaffermayr
Publikováno v:
Econometrics, Vol 2, Iss 4, Pp 151-168 (2014)
The Heckman sample selection model relies on the assumption of normal and homoskedastic disturbances. However, before considering more general, alternative semiparametric models that do not need the normality assumption, it seems useful to test this
Externí odkaz:
https://doaj.org/article/152fb94e43764b139023a2325b7f3ee7
Autor:
Harald Oberhofer, Michael Pfaffermayr
Publikováno v:
Econometrics, Vol 2, Iss 3, Pp 123-144 (2014)
This paper discusses two alternative two-part models for fractional response variables that are defined as ratios of integers. The first two-part model assumes a Binomial distribution and known group size. It nests the one-part fractional response mo
Externí odkaz:
https://doaj.org/article/ec973cfc6ec54f7aa75dc5e6abd18804
Autor:
Harald Oberhofer, Michael Pfaffermayr
Publikováno v:
Contemporary Economics, Vol 6, Iss 3, Pp 1-86 (2012)
This paper replicates the estimates of a fractional response model for share data reported in the seminal paper of Leslie E. Papke and Jeffrey M. Wooldridge published in the Journal of Applied Econometrics 11(6), 1996, pp.619-632. We have been able t
Externí odkaz:
https://doaj.org/article/624b2c698dd244dd884f244d6007ffe7
Autor:
Michael Pfaffermayr
Publikováno v:
Oxford Bulletin of Economics and Statistics.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2c020178365751fcb269614076aa5cb6
https://doi.org/10.1111/obes.12553
https://doi.org/10.1111/obes.12553
Publikováno v:
Review of International Economics. 29:1382-1417
In this paper we revisit the evidence on the effects of time spent on border-crossing procedures for international trade using a theory-consistent structural gravity model. We exploit a rich panel data set including domestic trade flows and employ a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::930b1e07c6674d9ac88bb9334bd5e628
https://doi.org/10.1111/roie.12547
https://doi.org/10.1111/roie.12547
Autor:
Michael Pfaffermayr
Publikováno v:
Review of World Economics. 156:985-1024
For PPML estimation of high-dimensional structural gravity panel models it proves useful to exploit the equilibrium restrictions imposed by the system of multilateral resistances. The main advantage of this approach lies in the functional dependence
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e5992235ad7e634251ecc103404b0360
https://doi.org/10.1007/s10290-020-00389-9
https://doi.org/10.1007/s10290-020-00389-9
Autor:
Michael Pfaffermayr
Publikováno v:
International Economics. 161:188-198
This paper reconsiders the estimation of structural gravity models. It introduces a constrained, projection-based Poisson pseudo maximum likelihood estimation procedure (constrained PPML) that exploits the equilibrium conditions introduced by Anderso
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bfd090c5cebdecb27be8b59820ab347a
https://doi.org/10.1016/j.inteco.2019.11.014
https://doi.org/10.1016/j.inteco.2019.11.014
Autor:
Michael Pfaffermayr
Publikováno v:
Applied Economics Letters. 26:1467-1471
In gravity models with exporter and importer dummies, the robust standard errors of the slope parameters tend to be severely downward biased when estimated by PPML. The coverage rate of confidence ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ac2634d9abc3399933108eee656c4150
https://doi.org/10.1080/13504851.2019.1581902
https://doi.org/10.1080/13504851.2019.1581902
Publikováno v:
Review of International Economics. 27:155-183
Using a panel data set of Austrian service exporting firms this paper examines the determinants of service exports at the firm/destination country level. We implement a random effects Heckman sample selection firm‐level gravity model as well as a f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6e468aee51272483b55012a68f6f4a83
https://doi.org/10.1111/roie.12365
https://doi.org/10.1111/roie.12365
Publikováno v:
The World Economy. 41:3098-3129
This paper addresses the impact of sustainability in production on international trade. In particular, it examines the effect of the International Tropical Timber Agreement (ITTA) on tropical timber trade. The empirical analysis is based on a gravity
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::de8b63d55888b3e9f84114153fa7e7ae
https://doi.org/10.1111/twec.12718
https://doi.org/10.1111/twec.12718