[Contributions to Economic Analysis] Panel Data Econometrics - Theoretical Contributions and Empirical Applications Volume 274 || Chapter 10 Conditional Heteroskedasticity and Cross-Sectional Dependence in Panel Data: An Empirical Study of Inflation Uncertainty in the G7 countries
✍ Scribed by Cermeño, Rodolfo
- Book ID
- 125419334
- Publisher
- Elsevier
- Year
- 2006
- Tongue
- English
- Weight
- 194 KB
- Edition
- Illustrated
- Category
- Article
- ISBN
- 0444521720
- ISSN
- 0573-8555
No coin nor oath required. For personal study only.
✦ Synopsis
On The Estimation And Inference Of A Panel Cointegration Model With Cross-sectional Dependence / Jushan Bai And Chihwa Kao -- A Full Heteroscedastic One-way Error Components Model : Pseudo-maximum Likelihood Estimation And Specification Testing / Bernard Lejeune -- Finite Sample Properties Of Fgls Estimator For Random-effects Model Under Non-normality / Aman Ullah And Xiao Huang -- Modelling The Initial Conditions In Dynamic Regression Models Of Panel Data With Random Effects / I. Kazemi And R. Crouchley -- Time Invariant Variables And Panel Data Models : A Generalised Frisch-waugh Theorem And Its Implications / Jaya Krishnakumar -- An Intertemporal Model Of Rational Criminal Choice / Robin C. Sickels And Jenny Williams -- Swedish Liquor Consumption : New Evidence On Taste Change / Badi H. Baltagi And James M. Griffin --^ Import Demand Estimation With Country And Product Effects : Application Of Multi-way Unbalanced Panel Data Models To Lebanese Imports / Rachid Boumahdi, Jad Chaaban And Alban Thomas -- Can Random Coefficient Cobb-douglas Production Functions Be Aggregated To Similar Macro Functions? / Erik Biørn, Terje Skjerpen And Knut R. Wangen -- Conditional Heteroskedasticity And Cross-sectional Dependence In Panel Data : An Empirical Study Of Inflation Uncertainty In The G7 Countries / Rodolfo Cermeño And Kevin B. Grier -- The Dynamics Of Exports And Productivity At The Plant Level : A Panel Data Error Correction Model (ecm) Approach / Mahmut Yasar, Carl H. Nelson And Roderick M. Rejesus -- Learning About The Long-run Determinants Of Real Exchange Rates For Developing Countries : A Panel Data Investigation / Imed Drine And Christophe Rault -- Employee Turnover : Less Is Not Necessarily More? / Mark N. Harris, Kam Ki Tang And Yi-ping Tseng --^ Dynamic Panel Models With Directors' And Officers' Liability Insurance Data / George D. Kaltchev -- Assessment Of The Relationship Between Income Inequality And Economic Growth : A Panel Data Analysis Of The 32 Federal Entities Of Mexico, 1960-2002 / Araceli Ortega-díaz. Edited By Badi H. Baltagi. Includes Bibliographical References.