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Dynamic panel data models: a guide to microdata methods and practice
TLDR
In this article, the focus is on panels where a large number of individuals or firms are observed for a small number of time periods, typical of applications with microeconomic data, and the emphasis is on single equation models with autoregressive dynamics and explanatory variables.Abstract:
This paper reviews econometric methods for dynamic panel data models, and presents examples that illustrate the use of these procedures. The focus is on panels where a large number of individuals or firms are observed for a small number of time periods, typical of applications with microeconomic data. The emphasis is on single equation models with autoregressive dynamics and explanatory variables that are not strictly exogenous, and hence on the Generalised Method of Moments estimators that are widely used in this context. Two examples using firm-level panels are discussed in detail: a simple autoregressive model for investment rates; and a basic production function.read more
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FDI location across British regions and inward investment policy
Jonathan Jones,Colin Wren +1 more
TL;DR: In this article, the authors used panel data to analyse the effect of the main instrument of inward investment policy, the UK regional policy grants, on the distribution of FDI projects across British regions over 1985-05.
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The changing impact of macroeconomic environment on remittance inflows in sub-Saharan Africa
TL;DR: In this paper, the core macroeconomic factors responsible for explaining the changing levels in international remittances received by SSA countries were identified and a set of annual panel data on 36 SA countries, covering 1980-2009, was used in a generalized method of moments following Blundell and Bond (1998) dynamic panel-data estimation technique.
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Effects of intra- and inter-regional geographic diversification and product diversification on export performance: Evidence from the Chilean fresh fruit export sector
Luis Vinicio Losilla Solano,Luis Vinicio Losilla Solano,Bernhard Brümmer,Alejandra Engler,Verena Otter +4 more
TL;DR: In this article, the authors examined individually the effects of intra-and inter-regional geographic diversification on the export performance of firms from the Chilean fresh fruit sector by employing panel trade data of 279 purely exporting firms over a six-year period (2010-2015).
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The effect of mandatory IFRS adoption on accounting conservatism of reported earnings. Evidence from Chilean firms
TL;DR: In this paper, the adoption of IFRS accounting standards in Chilean capital markets affects the earnings conservatism of the firms that adopt them, and the results show that conditional earnings conservatism is more pronounced under IFRS standards and suggest that the use of the IFRS improves the relevance and reliability of the reported accounting information.
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Is there a southern-sclerosis? Worker reallocation and regional unemployment in Italy
Chiara Mussida,Francesco Pastore +1 more
TL;DR: Theoretical reasoning justifies different signs of the relationship between the local variation in unemployment rates and the extent of workers reallocation in the case of Italy by using the longitudinal files of the Italian labour force survey over the years from 2004 to 2010 as mentioned in this paper.
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