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.
Results
Showing 1 to 20 of 36 for “"Panel Data Models"”.
-
Essays on Group Heterogeneity in Panel Data Models
… of group heterogeneity has become popular in panel data models. Instead of modeling heterogeneity via unit-specific coefficients, the cross-sectional units are assumed to cluster into groups, and within each group, units share the same coefficients. This thesis develops an econometric …
-
Essays on Quantile Regression for Dynamic Panel Data Models
… 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 discuss a …
-
Panel data models with nonadditive unobserved heterogeneity : estimation and inference
… estimation and inference in linear and nonlinear panel data models with random coefficients and endogenous regressors. The quantities of interest - means, variances, and other moments of the random coefficients - are estimated by cross sectional sample moments of GMM estimators applied separately …
-
Three essays on nonlinear panel data models and quantile regression analysis
… fixed effects estimators for nonlinear panel data models. The first chapter focuses on fixed effects maximum likelihood estimators for binary choice models, such as probit, logit, and linear probability model. These models are widely used in economics to analyze decisions such as labor …
-
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 …
-
Semiparametric estimation methods for nonlinear panel data models and mismeasured dependent variables
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1996.
-
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 …
-
Inference in linear panel data models with serial correlation and an essay on the impact of 401 (k) participation on the wealth distribution
… issues in serially correlated multilevel and panel data and presents a separate essay that examines the impact of 401(k) participation on wealth. The first chapter examines generalized least squares (GLS) estimation in data with a grouped structure where the groups may be autocorrelated. The …
-
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 …
-
The Relationship Between Adjunct Faculty Staffing and College Student Retention and Graduation
… degree granting institutions from IPEDS data, I used panel data models to estimate retention and graduation rates. My panel models include a host of input variables, with an institution’s proportion of part-time faculty as the key variable. My fixed effects panel data models indicate that …
-
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 …
-
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 …
-
Predicting district level HIV prevalence in South Africa using medicine ordering data
… treatment at present day. Dynamic, mechanistic models such as the Thembisa and Naomi Bayesian models have been used to generate provincial and district-level estimates such as HIV prevalence, People Living with HIV, and the number of residents on antiretroviral treatment. An alternative …
-
Essays on fiscal policy and income inequality
… growth among Brazilian states using a set of panel data models. The analysis covers the ye- ars from 1996 to 2011, comprising 16 years for 26 of the 27 Brazilian states. We estimated an individual equation to explain economic growth and two individual equations for income inequality, each with …
-
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 …
-
Essays on testing spatial models
… (LM) tests) for different types of spatial models. The 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 …
-
An analysis of household water consumption in the City of Cape Town using a panel data set (2016-2020)
… of study. This thesis uses a household billing dataset that tracks the quantity of water consumed by households in the City of Cape Town (CoCT) from 2016 to 2020. The household billing data was filtered to include only household observations and then aggregated to the ward level. As a result, …
-
Three essays on the influence of state policies on transfer enrollment at 4-year institutions
… through a framework of resource dependency using data from the Integrated Postsecondary Education Data System (IPEDS). Panel data models with institution and year fixed effects revealed that after accounting for past values of state appropriations, transfer enrollments were positively related to …
-
Three essays in spatial econometrics
… is commonplace in geographic (cross-sectional) data sets, and thus giving misleading inference, and thereby wrong policy implications are derived from these econometric models. In this dissertation I have dealt with such model specification issues which arises due to spatial nature of the data. …
Page 1 of 2