background over the last decade there has been an increase in healthcare expenditures while at the same time the inequity in distribution of resources has grown. these two issues have urged the researchers to review the determinants of healthcare expenditures. in this study, we surveyed the determinants of health expenditures in economic cooperation organization (eco) countries.   methods we us...

in this reaserch by comparing some of the recent litreture on indentification production function, we estimate total factor productivity. we focus on parametric methods, especially blundell and bond (2000), ollay and pakes (1996), levinsohn and petrin (2003) and ols.using panel data on plant-level of 4-digits isic in iran from 1380 to 1390. we choose levinsohn and petrin (2003) as the most appr...

This paper considers the estimation of average autoregressive roots-near-unity in panels where the time-series have heterogenous local-to-unity parameters. The pooled estimator is shown to have a potentially severe bias and a robust median based procedure is proposed instead. This median estimator has a small asymptotic bias that can be eliminated almost completely by a bias correction procedur...

This paper presents a method for estimating a class of panel data duration models, under which an unknown transformation of the duration variable is linearly related to the observed explanatory variables and the unobserved heterogeneity ~or frailty! with completely known error distributions+ This class of duration models includes a panel data proportional hazards model with fixed effects+ The p...

We study an estimator of the mean function of a counting process based on \panel count" data which has been proposed by Sun and Kalbbeisch (1995). The setting for \panel count data" is one in which n independent subjects, each with a counting process with common mean function, are observed at several possibly diierent times during a study. Following a model proposed by Schick and Yu (1997), we ...

This paper studies fixed effects estimation of quantile regression (QR) models with panel data. Previous studies show that there are two important difficulties with the standard QR estimation. First, the estimator can be biased because of the well-known incidental parameters problem. Secondly, the non-smoothness of the objective function significantly complicates the asymptotic analysis of the ...

This paper proposes a new instrumental variables estimator for a dynamic panel model with …xed e¤ects with good bias and mean squared error properties even when identi…cation of the model becomes weak near the unit circle. We adopt a weak instrument asymptotic approximation to study the behavior of various estimators near the unit circle. We show that an estimator based on long di¤erencing the ...

In this study we examine the price process of eBay online auctions. We pool sparse and unevenly-spaced bidding histories of individual auctions, resulting in an unbalanced panel of bids. Since the price processes of online auctions are monotonically increasing within individual auctions and exhibit a substantial degree of heterogeneity, we propose a monotone series estimator for panel data with...

Background Over the last decade there has been an increase in healthcare expenditures while at the same time the inequity in distribution of resources has grown. These two issues have urged the researchers to review the determinants of healthcare expenditures. In this study, we surveyed the determinants of health expenditures in Economic Cooperation Organization (ECO) countries.   Methods We us...

In this paper we consider estimation and inference of common breaks in panel data models via adaptive group fused lasso. We consider two approaches — penalized least squares (PLS) for firstdifferenced models without endogenous regressors, and penalized GMM (PGMM) for first-differenced models with endogeneity. We show that with probability tending to one both methods can correctly determine the ...