Structure identification in panel data analysis

Structure Identification in Panel Data Analysis

Dynamic Panel Data Analysis Of European Tourism Demand In Malaysia

Financial Development and Economic Growth: Panel Data and Trilateral Analysis

A large body of literatures links financial development to economic growth, yet the channels through which inflation and economic development affect this relationship have been less thoroughly explored. This research takes econometric and trilateral graphic approaches to examine these channels using 99 developing and developed countries during the years 1960-2009. Findings prove that respecti...

A statistical test for outlier identification in data envelopment analysis

In the use of peer group data to assess individual, typical or best practice performance, the effective detection of outliers is critical for achieving useful results. In these ‘‘deterministic’’ frontier models, statistical theory is now mostly available. This paper deals with the statistical pared sample method and its capability of detecting outliers in data envelopment analysis. In the prese...

Nonlinear Panel Data Analysis

Nonlinear panel data models naturally arise in economic applications, yet their analysis is challenging. Here we provide a progress report on some recent advances in the area. We start by reviewing the properties of random-effects maximum likelihood. We emphasize a link with Bayesian computation and Markov Chain Monte Carlo, which provides a convenient approach to estimation and inference. Rela...