کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
8960873 | 1646441 | 2018 | 65 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Panel models with interactive effects
ترجمه فارسی عنوان
مدل های پانل با اثرات تعاملی
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
چکیده انگلیسی
The multiplication of individual specific effects,
and time-specific effects,
provides a more general formulation than the traditionally used additive form to capture the unobserved heterogeneity in panel data modeling. It is also a useful approach for dimension reduction for modeling cross-section dependence. However,
and
are unobservable. We explore the implications for econometric modeling under various formulations of the interactive effects models and suggest a quasi-likelihood approach as a common framework to study issues of estimation and statistical inference when regressors are either strictly exogenous or predetermined and under different combinations of the data size of cross-sectional dimension, N, and time series dimensions, T. We also suggest some computationally simpler estimation methods in light of the quasi-likelihood approach. Monte Carlo studies are conducted to highlight the issues involved.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 206, Issue 2, October 2018, Pages 645-673
Journal: Journal of Econometrics - Volume 206, Issue 2, October 2018, Pages 645-673
نویسندگان
Cheng Hsiao,