نتایج جستجو برای: differenced panel estimator
تعداد نتایج: 114550 فیلتر نتایج به سال:
Carrier phase measurements are primary observations for GPS attitude determination. Although the satelliterelated errors can be virtually eliminated by forming single differences, the baseline-related errors, such as line biases, are still present in the single-differenced carrier phase measurements. It is, therefore, difficult to resolve the single-differenced integer ambiguities due to the li...
Precise data processing from the Global Navigation Satellite Systems (GNSS) reference station network is mainly based on a combination of double-differenced carrier phase and code observations. This approach allows most measurement errors to be removed or reduced characterized as accurate method. However, creating observation differences between two receivers satellites increases noise observat...
The asymptotic local power of least squares based xed-T panel unit root tests allowing for a structural break in their individual e¤ects and/or incidental trends of the AR(1) panel data model is studied. These tests correct the least squares estimator of the autoregressive coe¢ cient of this panel data model for its inconsistency due to the individual e¤ects and/or incidental trends of the pan...
Panel studies typically suffer from attrition, which reduces sample size and can result in biased inferences. It is impossible to know whether or not the attrition causes bias from the observed panel data alone. Refreshment samples—new, randomly sampled respondents given the questionnaire at the same time as a subsequent wave of the panel—offer information that can be used to diagnose and adjus...
This paper demonstrates that the conditional negative binomial model for panel data, proposed by Hausman, Hall and Griliches (1984), is not a true fixed-effects method. This method—which has been implemented in both Stata and LIMDEP—does not, in fact, control for all stable covariates. Three alternative methods are explored. A negative multinomial model yields the same estimator as the conditio...
This paper investigates a generalized method of moments (GMM) approach to the estimation of autoregressive roots near unity with panel data and incidental deterministic trends. Such models arise in empirical econometric studies of Þrm size and in dynamic panel data modeling with weak instruments. The two moment conditions in the GMM approach are obtained by constructing bias corrections to the ...
This paper seeks to determine the factors energising economic growth using balanced panel data between 1997 and 2017 from 44 developing economies. The heterogeneous estimator, namely pool mean group (PMG) estimator is utilised analyse data. We find national leadership, telecommunication technology finance significantly impact growth. Additionally, effects of on are both contingents upon exempla...
This dissertation applies the Bayesian approach as a method to improve the estimation efficiency of existing econometric tools. The first chapter suggests the Continuous Choice Bayesian (CCB) estimator which combines the Bayesian approach with the Continuous Choice (CC) estimator suggested by Imai and Keane (2004). Using simulation study, I provide two important findings. First, the CC estimato...
inverse sampling design is generally considered to be appropriate technique when the population is divided into two subpopulations, one of which contains only few units. in this paper, we derive the horvitz-thompson estimator for the population mean under inverse sampling designs, where subpopulation sizes are known. we then introduce an alternative unbiased estimator, corresponding to post-str...
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