Add to ORKGThe paper addresses a computational method implementing a standard Dynamic Panel Data model with Generalized Method of Moment estimators to deal with endogeneity issues, because of omitted factors and unobserved heterogeneity, and causal relationships in large and long panel databases. The methodology takes the name of Two-step System Dynamic Panel Data that combines a first-step Bayesian procedure for selecting potential candidate predictors in a static linear regression model with a frequentist second-step procedure for estimating the parameters of a dynamic linear panel data model. An empirical example to the effects of obesity and socioeconomic factors on labor market outcomes among Italian regions is performed. Potential prevention pol...
This paper addresses an important and challenging issue as how best to model nonlinear asymmetric dy...
Panel data methodology is one of the most popular tools for quantitative analysis in the field of so...
This paper reviews econometric methods for dynamic panel data models, and presents examples that ill...
The paper addresses a computational method implementing a standard Dynamic Panel Data model with Gen...
The paper develops a computational method implementing a standard Dynamic Panel Data model with Gene...
We extend the three-step Generalized Methods of Moments (GMM) approach of Kapoor, Kelejian, and Pruc...
I develop a generalized dynamic factor model for panel data with the goal of estimating an unobserve...
This paper investigates the effects of obesity, socio-economic variables, and individual-specific fa...
This Chapter reviews the recent literature on dynamic panel data models with a short time span and a...
This thesis explores a Bayesian approach for four types of panel data models with interactive fixed ...
En este artículo se describen los estimadores más comunes para modelos lineales dinámicos con estruc...
One of the main findings concerns the importance of common persistent factors, or unobserved traits ...
We extend the three-step generalized methods of moments (GMM) approach of Kapoor, Kelejian, and Pruc...
A motivated strategy is presented to find step by step an adequate model specification and a matchin...
This paper develops a new moment condition for estimation of linear panel data models. When added to...
This paper addresses an important and challenging issue as how best to model nonlinear asymmetric dy...
Panel data methodology is one of the most popular tools for quantitative analysis in the field of so...
This paper reviews econometric methods for dynamic panel data models, and presents examples that ill...
The paper addresses a computational method implementing a standard Dynamic Panel Data model with Gen...
The paper develops a computational method implementing a standard Dynamic Panel Data model with Gene...
We extend the three-step Generalized Methods of Moments (GMM) approach of Kapoor, Kelejian, and Pruc...
I develop a generalized dynamic factor model for panel data with the goal of estimating an unobserve...
This paper investigates the effects of obesity, socio-economic variables, and individual-specific fa...
This Chapter reviews the recent literature on dynamic panel data models with a short time span and a...
This thesis explores a Bayesian approach for four types of panel data models with interactive fixed ...
En este artículo se describen los estimadores más comunes para modelos lineales dinámicos con estruc...
One of the main findings concerns the importance of common persistent factors, or unobserved traits ...
We extend the three-step generalized methods of moments (GMM) approach of Kapoor, Kelejian, and Pruc...
A motivated strategy is presented to find step by step an adequate model specification and a matchin...
This paper develops a new moment condition for estimation of linear panel data models. When added to...
This paper addresses an important and challenging issue as how best to model nonlinear asymmetric dy...
Panel data methodology is one of the most popular tools for quantitative analysis in the field of so...
This paper reviews econometric methods for dynamic panel data models, and presents examples that ill...