Various authors find that in OECD countries the cross-country correlation between the total fertility rate and the female labour force participation rate turned from a negative value before the 1980s to a positive value thereafter. Based on pooled time series analysis the literature seems to agree that this change is due to unmeasured country and time heterogeneity with respect to female employ...

In this paper, we consider semiparametric estimation in a partially linear single– index panel data model with fixed effects. Without taking the difference explicitly, we propose using a semiparametric minimum average variance estimation (SMAVE) based on a dummy–variable method to remove the fixed effects and obtain consistent estimators for both the parameters and the unknown link function. As...

This paper considers ways to increase computational speed in generalized linear mixed pseudo-models for the case of many repeated measurements on subjects. We obtain linearly increasing computing timewith number of observations, as opposed to O(n3) increasing computing time using numerical optimization. We also find a surprising result; that incomplete optimization for covariance parameterswith...

Of widespread interest in social science are observational studies in which entities (persons, schools, states, countries, etc.) are exposed to varied treatment conditions over time. As in all observational studies, the non-randomized assignment of treatments poses challenges to valid causal inference. An attractive feature of panel studies with time-varying treatments, however, is that the des...

of the Paper: Using time-series and panel data from 1986 to 2004, this paper examines the Granger causality relations between GDP, exports, and FDI among China, Korea, Taiwan, Hong Kong, Singapore, Malaysia, Philippines, and Thailand, the eight rapidly developing East and Southeast Asian economies. After reviewing the current literature and testing the properties of individual time-series data,...

Spurious regression is a serious problem in empirical research when time series has unit roots. This problem might exist when we apply a regression procedure for pooling time series and cross-section data. There are several models to pool time series and cross-section data in regression context, e.g. fixed effect or random effect model. Recently, Entorf [1997] and Kao [1999] also pointed out th...

Data analysis in FMRI could be performed in one grand multilevel model that incorporates both withinand cross-subjects variabilities. However, it is due to the presence of both variance components that such a nonlinear model makes computation currently impractical, forcing analysts to adopt a two-stage approach: individual analysis with a time series regression model that explores activations i...

No. There has never been good evidence for a pattern of rising inequality in low-income countries and falling inequality in higher income countries. The only evidence that appears to support the Kuznets hypothesis is the cross-sectional pattern of inequality levels across countries, although the Kuznets hypothesis is an assertion about the path of inequality within countries. Numerous cross-sec...

A variety of methods of modelling overdispersed count data are compared. The methods are classified into threemain categories. The first category are ad hoc methods (i.e. pseudolikelihood, (extended) quasi-likelihood, double exponential family distributions). The second category are discretized continuous distributions and the third category are observational level random effects models (i.e. m...

This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find that linear fixed effects estimators are not consistent, due in part to marginal effects not being identified. We derive bounds for marginal effects and show that they can tighten rapidly as the number of time series observations grows. We also show in numerical calculations that the b...