Half-panel jackknife fixed-effects estimation of linear panels with weakly exogenous regressors

2018 ◽  
Vol 33 (6) ◽  
pp. 816-836 ◽  
Author(s):  
Alexander Chudik ◽  
M. Hashem Pesaran ◽  
Jui-Chung Yang
Keyword(s):  
Fixed Effects ◽  
Fixed Effects Estimation

Using information from singletons in fixed-effects estimation: xtfesing

2020 ◽  
Vol 20 (4) ◽  
pp. 965-975
Author(s):  
Laura Magazzini ◽  
Randolph Luca Bruno ◽  
Marco Stampini
Keyword(s):  
Panel Data ◽  
Method Of Moments ◽  
Fixed Effects ◽  
Generalized Method Of Moments ◽  
Panel Data Regression ◽  
Data Regression ◽  
Method Of Moments Estimator ◽  
Fixed Effects Estimation

In this article, we describe the xtfesing command. The command implements a generalized method of moments estimator that allows exploiting singleton information in fixed-effects panel-data regression as in Bruno, Magazzini, and Stampini (2020, Economics Letters 186: Article 108519).

Half-Panel Jackknife Fixed Effects Estimation of Panels with Weakly Exogenous Regressors

2016 ◽  
Vol 2016 (281) ◽  
Author(s):  
Alexander Chudik ◽  
◽  
M. Hashem Pesaran ◽  
Jui-Chung Yang ◽  
◽  
...  
Keyword(s):  
Fixed Effects ◽  
Fixed Effects Estimation

scholarly journals The Reputation Effect

2015 ◽  
Vol 4 (1) ◽  
pp. 1-17
Author(s):  
Lionel Artige ◽  
Rosella Nicolini
Keyword(s):  
Empirical Analysis ◽  
Fixed Effects ◽  
Investment Project ◽  
Estimation Technique ◽  
Investment Projects ◽  
European Bank ◽  
Available Information ◽  
Reputation Effect ◽  
Fixed Effects Estimation

This paper proposes an empirical analysis of the role of memory in determining the size of credits granted by the European Bank for Reconstruction and Development (EBRD) during 1991–2003. We first build an original database from information associated with the number and contract types granted by clients, after which we develop an empirical strategy for capturing the role of memory, namely by defining three different indicators to approximate each client’s reputation. These indicators rely on the client’s identity and, when available, information associated with previous EBRD-financed investment projects. With the fixed-effects estimation technique, our results unambiguously show that the value of the first investment project financed by the EBRD, as a proxy for reputation, is the most effective indicator for established clients to determine the size of the credits they receive to finance further investments.

Corruption and outbound business travels

2019 ◽  
Vol 26 (7) ◽  
pp. 1266-1281 ◽  
Author(s):  
Hassan F. Gholipour ◽  
Behzad Foroughi
Keyword(s):  
Emerging Economies ◽  
Fixed Effects ◽  
Estimation Method ◽  
Developed Countries ◽  
Panel Fixed Effects ◽  
The Impact ◽  
Fixed Effects Estimation

This article investigates the effect of corruption on growth of outbound business travels (OBT), after controlling other relevant determinants of demands for OBT. The model is empirically tested for 62 countries from 2007 to 2016. Using a panel fixed effects estimation method, the results show that higher levels of corruption lead to the growth of OBT. We also find that the impact of corruption on OBT is more apparent in emerging economies than developed countries.

scholarly journals The Environmental Kuznets Curve: Exploring a Fresh Specification

2005 ◽  
Vol 4 (1) ◽  
Author(s):  
David F. Bradford ◽  
Rebecca A Fender ◽  
Stephen H. Shore ◽  
Martin Wagner
Keyword(s):  
Environmental Quality ◽  
Environmental Kuznets Curve ◽  
Fixed Effects ◽  
Income Level ◽  
Kuznets Curve ◽  
Panel Estimation ◽  
Nonlinear Transformations ◽  
Fixed Effects Estimation

Abstract The objective of this paper is primarily methodological. Using a new specification, we reanalyze the data on worldwide environmental quality investigated by Gene Grossman and Alan Krueger in their well-known paper on the environmental Kuznets curve (which postulates an inverse U-shaped relationship between income level and pollution). This new specification avoids using nonlinear transformations of potentially nonstationary regressors in panel estimation, which is a major unresolved econometric problem plaguing much of the existing literature. We furthermore draw conclusions from fixed effects estimation, which had eluded Grossman and Krueger. Our estimation results indicate the presence of an EKC for only six of the fourteen pollutants, whereas Grossman and Krueger find support for all but one pollutant.

scholarly journals A Review of Stata Commands for Fixed-Effects Estimation in Normal Linear Models

2012 ◽  
Vol 12 (3) ◽  
pp. 406-432 ◽  
Author(s):  
Daniel F. McCaffrey ◽  
J. R. Lockwood ◽  
Kata Mihaly ◽  
Tim R. Sass
Keyword(s):  
Fixed Effects ◽  
Linear Models ◽  
Fixed Effects Estimation
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