Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 42 for “"Dynamic Panel Data"”.
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Essays on Quantile Regression for Dynamic Panel Data Models
… penalized quantile regression methods for dynamic panel data with fixed effects. We consider a penalized strategy designed to improve the properties of the dynamic panel data quantile regression instrumental variables estimator. The penalty involves l1 shrinkage of the fixed effects. We …
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Construyendo la educación: infraestructura como determinante del rendimiento académico en el Perú 2000-2015
… be presented following estimates of static and dynamic panel data, to address the effects of these variables over time. Among the main findings, it was observed in the estimation of static panel data and dynamic panel data that variables such as poor level of heating and access to computers with …
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Essays in Behavioural Economics & Applied Econometrics
… human behaviour in naturalistic settings using data on elite sports. I test if Premier League football players who score in one game are more likely to score in the next game by exploiting exogenous variation in scoring between players who took shots with the same probability of scoring. My …
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When Do Signals Counteract The Effects of Confirmation Bias? Evidence From Sell-Side Analysts’ Forecasts
… with prior negative forecast bias in a dynamic panel data model. I find that analysts underreact to favorable signals when the prior is pessimistic, except for sufficiently strong signals which cause analysts to issue more optimistic target prices. Also, that analysts underreact to low …
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Essays on testing spatial models
… models studied in this thesis include a spatial dynamic panel data (SDPD) model and a nonlinear SAR (NSAR) model. The proposed test is aiming to solve model selection problems. Chapter 1,""Robust LM tests for spatial dynamic panel data models"", introduces robustLM tests for the SDPD model that …
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Military spending, economic growth and endogeneity a panel analysis 1988-2010
… on economic growth on a large balanced panel, using an exogenous growth model and dynamic panel data methods for 104 countries over the period 1988-2010. The prime objective of the paper is to consider the possibility of non-linearity, group heterogeneity and endogeneity within the …
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Interdepdence Of Community Mental Health Care Providers In An Urban County: A Spatial Panel Approach
… mental health care providers, using a spatial panel data model. Specifically, it explores the spatial interdependency in the publicly funded mental health care system of Detroit-Wayne County with a spatial dynamic panel data model with individual effects and other controls. A transformation …
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Model selection for correlated data and moment selection from high-dimensional moment conditions
High-dimensional correlated data arise frequently in many studies. My primary research interests lie broadly in statistical methodology for correlated data such as longitudinal data and panel data. In this thesis, we address two important but challenging issues: model selection for correlated data …
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Persistence in Residential Choice and Neighborhood Attachment
… of household residential choice using data from Boston during the Great Migration, where the in-migration of African Americans was a large demographic shock to existing neighborhood composition. Using novel panel data that tracks individual residential choices, I document stark …
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Three case studies on the impact of inequality on agricultural efficiency, productivity, and the adoption and intensity of use of climate-smart practices
… and two alternative empirical strategies: a dynamic panel data model, and a control function approach; finding a negative effect of land inequality (measured by the Gini and Theil coefficients) on total factor productivity. And finally, in the third chapter, we exploit a larger sample of over …
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Essays in Financial Econometrics
… matrix estimation and GMM estimation in panel data models, as well as one paper on ETF mispricing and authorized participants' inventory. In the first 2 papers, I proposed two new methods and applied them to the applications including macroeconomic forecast reconciliation, Covid policy …
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Thinking outside the box: Extra-parliamentary strategies and their effects on the development of good governance in new democracies
… claim through the use of case study analysis and dynamic panel data analysis, for which I constructed, using event data, the most extensive dataset on electoral boycotts and the first dataset on legislative boycotts. My findings in both parts show that there is indeed no difference between the …
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Determinants of the development of a local currency bond market: the significance of macroeconomic stability
… and institutional factors. The results of a dynamic panel data model show that macroeconomic instability is significant and negatively associated with local currency bond market capitalisation. In contrast, capital account openness is found to expand the investor base, for the low to …
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Three Essays on Investigating Province-Level Carbon Dioxide Emissions in China
… intensity is convergence, and how the spatial panel data models perform in forecasting against non-spatial panel data models for province-level carbon dioxide emissions in China.;The first essay entitled "Spatial Analysis of China Province-Level CO 2 Emission Intensity" offers a unique …
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Three Essays on Testing for Cross-Sectional Dependence and Specification in Large Panel Data Models
… dependence and specification in large panel data models. The first two essays are based on the papers joint with Prof. Badi H. Baltagi and Prof. Chihwa Kao; the third essay is based on the working paper joint with Prof. Lee. The first essay considers testing for Sphericity with …
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When problems knock at the organization's door - a theory of motivation to change, problemistic search and choice of action : organization theory under a behavioral lens
… of this thesis relate to the causes, underlying dynamics, and consequences of organizational change and the research methods involved in their study. Specifically, I take an approach that combines multiple theoretical perspectives – including the behavioral theory of the firm, threat-rigidity …
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General method of moments bias and specification tests for quantile regression
Chapter 1: This chapter looks at a dynamic panel data model with fixed effects. Estimating the model with GMM is consistent but suffers from small sample bias. We apply Helmert's transformation to the model, assume that error terms and nuisance parameters are homoskedastic and independent across …
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Essays on the economics of crime and econometric methodology
… market outcomes of victims. I use longitudinal data from the National Crime Victimization Survey to estimate the employment-related costs of crime. Estimates suggest that being the victim of a violent crime causes a transitory decline in the employment rates and household income of victims of 2 …
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Key Factors Driving Personnel Downsizing in Multinational Military Organizations
… <p>This research relies on historical data from one of the largest multinational coalition forces worldwide. Time series cross-sectional dynamic panel data from 28 NATO countries over 23 years (1990-2012) were gathered. This data included the following variables: Total Active Duty …
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Financial development, foreign direct investment and economic growth : challenges for developing countries
… groups of countries. Hence, the study applies panel data techniques to take into account the heterogeneity of these developing countries. It further uses dynamic panel data framework and a panel co-integration analysis to capture the long-run relationships. The measures employed assessed …
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