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 “"Panel Data Model"”.
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A Dynamic Space-Time Panel Data Model of State-Level Beer Consumption
A dynamic space-time panel data model containing random effects is used to examine state-level beer consumption over the period of 1970 to 2007 for the 48 contiguous US states and the District of Columbia. A valuable aspect of dynamic space-time panel data models is that the parameter estimates …
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MSMEs (Microsoft, Small and Medium Enterprises) and Democracy, a Panel Data Model
<p>This paper focuses on different national economic development structures, such as microsmall-medium-enterprises (MSMEs) vs. big or state-owned enterprises and their relations with political development. A well-established literature argues that MSMEs are conducive to economic growth. Existing …
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Essays on Industrial Agglomeration and Input-Output Linkages
… spatial econometrics and the input-output model to investigate the effects of input-output linkages on industrial agglomeration.;In this research I propose two methods to integrate spatial econometrics and the input-output model. The first method is a direct application of the embedding …
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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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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 signals, …
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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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Financial Development and Economic Growth
… and Bover (1995), this paper utilizes the panel data model to discuss financial development and economic growth. The results point out that bank credit in total GDP and capitalization of stock market show significantly positive related with economic growth. Therefore, we can conclude that …
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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
… 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 on Testing Hypotheses When Non-stationarity Exists in Panel Data Models
… consists of two essays on testing hypotheses in panel data models when non-stationarity exists in the model. This is done under the high-dimensional framework where both n (cross-section dimension) and T (time series dimension) are large. In the first essay, I discuss the limiting distribution of …
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Determinants of the development of a local currency bond market: the significance of macroeconomic stability
… 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 lower-middle …
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The US Unconventional Monetary Policy and International Capital Flows to Emerging Market Economies
… and quantitative tightening (QT). Using a panel data model with fixed effects, this dissertation finds that the spillover effects of US monetary policy during the QE period have a more pronounced effect on EME capital inflows than do those during the normalization period, where the effects …
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Corporate Social Responsibility Reporting and Financial Performance
… Africa. The study used annual cross-sectional data of 76 JSE-listed companies for the period 2012 to 2019, extracted from the Integrated Real-time Equity System (IRESS). CSR reporting data was obtained from companies' annual reports. The panel data model was estimated using the twostage least …
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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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An analysis of long-term effects of climate change and socioeconomic activities on grassland productivity of inner Mongolia
… from exploiting the potential of this valuable dataset; thus, we interpolated and extrapolated the data to generate a panel dataset with consistent spatial and temporal resolutions. Then, we took another step to preprocess the panel data by applying a signal filter to isolate the long-term trend …
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Finanças comportamentais: análise dos fatores do efeito manada em empresas listadas na [B]3- Brasil Bolsa Balcão
… Absolute Deviation of Returns (CSAD) model, proposed by Chang, Cheng and Khorana (2004), was taken as a basis. The relationships among the variables were analyzed by regression of the panel data model with fixed effects and robust standard errors. In addition, the Variance Inflation …
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The determinants of government bond yields: A comparative analysis of African, emerging and developed countries
… over the period 2010 – 2019. The Fixed Effects panel data model with an adjustment for heteroskedasticity and cross-sectional dependence is used. The findings show that Gross Domestic Product (GDP) growth, government debt and the Federal Reserve fund rate have a significant impact on African …
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Essays in econometrics
… of repeated cross-sections to create a pseudo-panel of group averages. This clustering method is based on features of the data space and does not require external grouping variables unlike many other methods. Using a model of enterprise training as an example, fixed eff ects panel data model is …
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Corporate Social Responsibility & Profitability in South Africa
… Stock Exchange (JSE). The study analyses panel data from 2016 to 2019 using the multiple regression panel data model, applying fixed, random and GMM estimation approaches. From the analysis, the study finds a positive relationship between Return on Assets (ROA), Market-to-Book (MKTBK) and …
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Essays on time series and panel data econometrics
… consists of three essays on time series and panel data econometrics. The first essay considers the bootstrap method for the covariates augmented Dickey-Fuller (CADF) unit root test suggested by Hansen (1995). It is known that the CADF test is very powerful. However, its limit distribution …
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