Pseudo panel data estimation technique and rational addiction model: an analysis of cigarette, alcohol and coffee demands

2016 ◽  
Vol 47 (4) ◽  
pp. 375-386 ◽  
Author(s):  
Aycan Koksal ◽  
Michael Wohlgenant
Keyword(s):  
Panel Data ◽  
Rational Addiction ◽  
Estimation Technique ◽  
Panel Data Estimation ◽  
Pseudo Panel ◽  
Rational Addiction Model ◽  
Data Estimation

scholarly journals Pseudo-Panel Data Estimation of Japanese Tobacco Consumption

2010 ◽  
Vol 46 (1) ◽  
pp. 126-130 ◽  
Author(s):  
Phocenah Nyatanga ◽  
Toshinobu Matsuda
Keyword(s):  
Panel Data ◽  
Tobacco Consumption ◽  
Panel Data Estimation ◽  
Pseudo Panel ◽  
Data Estimation

scholarly journals Exchange Rate Volatility and Domestic Consumption: A Comparative Study of Developed, Developing and Emerging Economies

2019 ◽  
Vol 9 (3) ◽  
pp. 164
Author(s):  
Muhammad Zubair Chishti ◽  
Hafiz Syed Muhammad Azeem ◽  
Farrukh Mahmood ◽  
Adeel Ahmed Sheikh
Keyword(s):  
Exchange Rate ◽  
Panel Data ◽  
Developing Economies ◽  
Exchange Rate Volatility ◽  
Domestic Consumption ◽  
Aggregate Consumption ◽  
Developed Economies ◽  
Panel Data Estimation ◽  
The Exchange Rate ◽  
Data Estimation

The current study endeavors to explore the effects of oscillations in the exchange rate on the household aggregate consumption of developed, emerging, and developing economies, employing the panel data from 1995 to 2017. To select an appropriate panel data estimation technique, we apply Brush-Pagan & Hausman Tests for each set of chosen economies. Further, our study deduces that, in the case of developed economies, the oscillations in the exchange rate, significantly, affect the domestic consumption, supporting Alexander’s (1952) conjecture. However, in the case of emerging and developing economies, aggregate consumption does not respond to the exchange rate volatility.

Forced Displacement in Colombia: What Determines Expulsion and Reception in Municipalities?

2014 ◽  
Vol 20 (4) ◽  
pp. 585-597 ◽  
Author(s):  
Ximena Dueñas ◽  
Paola Palacios ◽  
Blanca Zuluaga
Keyword(s):  
Panel Data ◽  
Fixed Effects ◽  
Independent Variables ◽  
Panel Data Estimation ◽  
Vector Decomposition ◽  
Displaced People ◽  
Time Invariant ◽  
Data Estimation ◽  
Conflict Intensity ◽  
Municipal Level

AbstractThis document explores the expulsion and reception determinants of displaced people among Colombian municipalities. For this purpose, we use fixed effects panel data estimations for the period 2004–2009, with municipality year as the unit of analysis. To the best of our knowledge, this is the first paper in Colombia that focuses on reception and the first one using panel data at municipal level to explain expulsion and reception. We find that, contrary to what one may expect, some independent variables affect both expulsion and reception of displaced people in the same direction; for instance, municipalities where homicide rates and conflict intensity are high, are associated with both higher reception and expulsion rates. In addition to the conventional panel data estimation, we also run a fixed effect vector decomposition to identify the explicit effects of certain time-invariant variables.

scholarly journals Nonlinear panel data estimation via quantile regressions

2016 ◽  
Vol 19 (3) ◽  
pp. C61-C94 ◽  
Author(s):  
Manuel Arellano ◽  
Stéphane Bonhomme
Keyword(s):  
Panel Data ◽  
Quantile Regressions ◽  
Panel Data Estimation ◽  
Data Estimation

scholarly journals THE CONVERGENCE TEST OF INDONESIA BANKING INEFFICIENCY: DO MACROECONOMIC INDICATORS MATTER?

2018 ◽  
Vol 21 (1) ◽  
pp. 123-137
Author(s):  
Rudi Purwono ◽  
Mohammad Zeqi Yasin
Keyword(s):  
Panel Data ◽  
Financial Crisis ◽  
Gross Domestic Product ◽  
Global Financial Crisis ◽  
Fiscal Stimulus ◽  
Panel Data Estimation ◽  
Convergence Test ◽  
Macroeconomic Indicators ◽  
The Global Financial Crisis ◽  
Data Estimation

This paper analyzes the inefficiency convergence of Indonesian banks using StochasticFrontier Analysis and panel data estimation, covering the period after financial crisis2008 until 2017. This paper also investigates the determinant of this inefficiencyimplying the convergence. To estimate the inefficiency rate, proxied by price ofloan, this paper uses three inputs including price of labor, price capital, and price offund. Our analysis shows that during 2008-2017 the inefficiency score converged ata speed of 26.2 %. Furthermore inflation, gross domestic product, and exchange ratesignificantly affect the growth of inefficiency convergence. This paper contributes tothe empirical literatures particularly on banking research. Overall, the findings implythat policymakers can mitigate the effects of the global financial crisis by loweringinterest rate, providing fiscal stimulus, as well as protecting the poorest from financialdeterioration.

Sign in / Sign up

Export Citation Format

Share Document