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 84 for “"Dynamic panel"”.
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Four Essays on Dynamic Panel Models
Dynamic panel data models can suffer greatly from the incidental parameter bias due to correlation between past realizations of the data and the unobserved heterogeneity, and this bias is a function of included regressors.This paper uses a simulation-based methods that require explicit model and …
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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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Impact of Taxation on Economic Growth: Case study of sub-Saharan African Countries
… effects of taxes on economic growth by using a dynamic panel regression analysis on 35 countries in sub–Saharan Africa (SSA)1 region over the 2009–2020 period. The analysis is executed using a dynamic panel regression model, System Generalized Methods of Moments (GMM). The findings of this paper …
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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
… bias, resembles a well-known bias in the dynamic panel data literature, the Nickell bias. I use Monto Carlo simulations to show that dynamic panel data estimators can be used to mitigate this bias, and I find that a bias-corrected method of moments estimator outperforms widely-used linear …
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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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Distressed Sales and Housing Prices: a Metro and Regional Analysis
… distressed sales and housing prices. Using dynamic panel models and time series analysis, this thesis finds both inverse and positive relationships between distressed sales and house prices. Additionally, this thesis finds that changes in distressed sales are only predictive of future …
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Three essays in spatial econometrics
… and specification tests for spatial panel data models. Each chapter provides econometric methods along with empirical examples to demonstrate the importance and utility of the proposed methods. In Chapter 2, I propose an estimation strategy for popular spatial weight matrix. The …
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Donor funding and crowding out of public spending: Evidence from low and middle-income countries
… middle-income countries from 1996-2010 we use dynamic panel regression models to explore: (1) the impact of agricultural aid on public expenditure to agriculture, and (2) the impact of aid on domestic resource mobilisation, which indirectly affects public expenditures. Our results provide …
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Model selection for correlated data and moment selection from high-dimensional moment conditions
… correlated data such as longitudinal data and panel data. In this thesis, we address two important but challenging issues: model selection for correlated data with diverging number of parameters and consistent moment selection from high-dimensional moment conditions. Longitudinal data arise …
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Persistence in Residential Choice and Neighborhood Attachment
… existing neighborhood composition. Using novel panel data that tracks individual residential choices, I document stark differences in out-migration responses to this shock among two religious groups. To understand differences in neighborhood attachment, I estimate a dynamic panel data discrete …
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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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Determinants and macro-volatility impact of international capital flows in selected sub-saharan African countries
… are also examined. The studies involved dynamic panel and time series regression analyses of data obtained from the World Bank and the International Monetary Fund. The results of the research work are presented as six stand-alone essays.
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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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Governance and human development in Sub-Saharan Africa
… from the WGI database are employed to estimate a dynamic panel model on forty-eight sub-Sahara African countries throughout 1996 to 2019 using the Generalised Method of Moments (GMM) technique. The empirical analysis reveals a positive association between all six governance indicators and human …
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