Pub Date : 2018-08-10DOI: 10.1002/9781119504641.ch10
{"title":"Spatial Panels","authors":"","doi":"10.1002/9781119504641.ch10","DOIUrl":"https://doi.org/10.1002/9781119504641.ch10","url":null,"abstract":"","PeriodicalId":273652,"journal":{"name":"Panel Data Econometrics with R","volume":"6 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123058800","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-08-10DOI: 10.1002/9781119504641.ch6
{"title":"Endogeneity","authors":"","doi":"10.1002/9781119504641.ch6","DOIUrl":"https://doi.org/10.1002/9781119504641.ch6","url":null,"abstract":"","PeriodicalId":273652,"journal":{"name":"Panel Data Econometrics with R","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127727946","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-08-10DOI: 10.1002/9781119504641.index
{"title":"Index","authors":"","doi":"10.1002/9781119504641.index","DOIUrl":"https://doi.org/10.1002/9781119504641.index","url":null,"abstract":"","PeriodicalId":273652,"journal":{"name":"Panel Data Econometrics with R","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129785231","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-08-10DOI: 10.1002/9781119504641.ch8
Ron P. Smith, Ana‐Maria Fuertes
Traditionally economic panels had large number of cross-section units and relatively few time periods and econometric methods were developed for such large N small T data. More recently panels with observations for a large numbers of time periods have become available on cross-section units like rms, industries, regions or countries. These notes explore the econometric methods developed for such large N large T data. Such data allow more explicit treatment of (a) heterogeneity across units (b) dynamics, including the treatment of unit roots and cointegration and (c) cross-section dependence arising from spatial interactions or unobserved common factors.
{"title":"Panel Time Series","authors":"Ron P. Smith, Ana‐Maria Fuertes","doi":"10.1002/9781119504641.ch8","DOIUrl":"https://doi.org/10.1002/9781119504641.ch8","url":null,"abstract":"Traditionally economic panels had large number of cross-section units and relatively few time periods and econometric methods were developed for such large N small T data. More recently panels with observations for a large numbers of time periods have become available on cross-section units like \u0085rms, industries, regions or countries. These notes explore the econometric methods developed for such large N large T data. Such data allow more explicit treatment of (a) heterogeneity across units (b) dynamics, including the treatment of unit roots and cointegration and (c) cross-section dependence arising from spatial interactions or unobserved common factors.","PeriodicalId":273652,"journal":{"name":"Panel Data Econometrics with R","volume":"246 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133043466","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-08-10DOI: 10.1002/9781119504641.ch7
{"title":"Estimation of a Dynamic Model","authors":"","doi":"10.1002/9781119504641.ch7","DOIUrl":"https://doi.org/10.1002/9781119504641.ch7","url":null,"abstract":"","PeriodicalId":273652,"journal":{"name":"Panel Data Econometrics with R","volume":"74 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121945253","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-08-10DOI: 10.1002/9781119504641.ch5
{"title":"Robust Inference and Estimation for Non-spherical Errors","authors":"","doi":"10.1002/9781119504641.ch5","DOIUrl":"https://doi.org/10.1002/9781119504641.ch5","url":null,"abstract":"","PeriodicalId":273652,"journal":{"name":"Panel Data Econometrics with R","volume":"33 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131366077","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-08-10DOI: 10.1002/9781119504641.ch3
{"title":"Advanced Error Components Models","authors":"","doi":"10.1002/9781119504641.ch3","DOIUrl":"https://doi.org/10.1002/9781119504641.ch3","url":null,"abstract":"","PeriodicalId":273652,"journal":{"name":"Panel Data Econometrics with R","volume":"49 18","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"113937039","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-08-10DOI: 10.1002/9781119504641.ch4
{"title":"Tests on Error Component Models","authors":"","doi":"10.1002/9781119504641.ch4","DOIUrl":"https://doi.org/10.1002/9781119504641.ch4","url":null,"abstract":"","PeriodicalId":273652,"journal":{"name":"Panel Data Econometrics with R","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121877054","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-08-10DOI: 10.1002/9781119504641.ch9
{"title":"Count Data and Limited Dependent Variables","authors":"","doi":"10.1002/9781119504641.ch9","DOIUrl":"https://doi.org/10.1002/9781119504641.ch9","url":null,"abstract":"","PeriodicalId":273652,"journal":{"name":"Panel Data Econometrics with R","volume":"91 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126615753","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-08-10DOI: 10.1002/9781119504641.ch2
{"title":"The Error Component Model","authors":"","doi":"10.1002/9781119504641.ch2","DOIUrl":"https://doi.org/10.1002/9781119504641.ch2","url":null,"abstract":"","PeriodicalId":273652,"journal":{"name":"Panel Data Econometrics with R","volume":"51 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-08-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133224391","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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