Panel data econometrics: Empirical applications
Gespeichert in:
| Weitere Verfasser: | |
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| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
Academic Press, an imprint of Elsevier
[2019]
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | xxiii, Seiten 405-988 |
| ISBN: | 9780128158593 |
Internformat
MARC
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| 245 | 1 | 0 | |a Panel data econometrics |n Empirical applications |c edited by Mike Tsionas |
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Datensatz im Suchindex
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Contents Contributors General Introduction xiii xv 13. Capital Regulation, Efficiency, and Risk Taking: A Spatial Panel Analysis of US Banks 405 Dong Ding and Robin C. Sickles 1 2 3 Introduction Regulatory Background Hypotheses and Models 3.1 3.2 4 5 6 The Relationships Among Capital, Risk, and Efficiency: Theoretical Hypotheses Empirical Model 410 411 Estimation 416 4.1 4.2 4.3 416 417 426 Endogenity Spatial Correlation Correction for Selection Bias Data Results 427 431 6.1 6.2 6.3 6.4 Estimation of Cost Efficiency GMM Results for the Full Sample The Spatial Effects Robustness Checks 431 432 435 438 7 Concluding Remarks Appendix A: A Stochastic Frontier Model Appendix B: Derivation 438 439 442 Quasi-Maximum Likelihood Formulation 14. 405 408 410 Appendix C: Variable Definitions Appendix D: Tables References Further Reading 442 443 445 463 466 Panel Data in Educational Research 467 Geraint Johnes and Jill Johnes 1 2 Introduction Pupil Level Analyses 467 468 v
vi Contents 3 School Level Studies 4 Cohort Analyses 5 Peer Effects 6 Intergenerational Analysis 7 Efficiency Analysis 8 Dynamic Discrete Choice Models 9 Conclusions References Further Reading 15. Panel Data in Energy Economics 471 473 474 477 479 483 485 486 493 495 Scott E. Atkinson 1 2 16. Introduction Cross-Sectional Modeling of Electric Utilities 2.1 Production Functions Without Instruments 2.2 Cost, Derived Demand, and Profit Functions 3 Pooled and Fixed-Effects Panel Data Modeling 3.1 Electric Utilities 3.2 Railroads 3.3 Airlines 4 A Control Function Approach 5 Conclusion References 495 497 497 497 499 500 508 509 512 514 515 Panel Data Analysis Based on LabEvidence in Auction Market Experiments 521 Georgia Kosmopoulou, Daniel Nedelescu and Fletcher Rehbein 1 Introduction 2 Why Do Economists Conduct Experiments? 3 Controlling for Factors Through Experimental Design 4 The Panel Structure of Experimental Data in Auctions 4.1 Random Effects 4.2 Fixed Effects 4.3 Fixed Effects and Random Effects 4.4 Mixed Effects 5 Conclusion References Further Reading 17. Maximum Likelihood for Cross-LaggedPanel Models With Fixed Effects 521 522 524 526 528 537 539 540 541 542 545 547 Paul D. Allison, Richard Williams and Enrique Moral-Benito 1 2 Introduction 547 Cross-Lagged Panel Models Versus Dynamic Panel Data Models 549
Contents 18. vii 2.1 Cross-Lagged Panel Models 2.2 Dynamic Panel Data Models 3 GMM Estimation 4 ML Estimation of Dynamic Panel Models 5 ML Estimation Via SEM 6 Empirical Example 7 Monte Carlo Study 8 Discussion and Conclusion A Results From Monte Carlo Simulations В Example Program Code for Other Software Packages Stata Mplus lavaan (R package) References 549 550 551 553 554 557 561 566 569 575 575 576 578 579 Panel Data inTransportationResearch 583 Rico Merkert and Corinne Mulley 1 2 Introduction Demand-Side Studies 2.1 Panel Surveys 2.2 Panel Survey Studies 2.3 Pseudo Panels 3 Supply-Side Studies 4 Case Study Illustrating Why Supply-Side Panel Analysis Context Matters 4.1 Case Study Background, Methodology, and Data 4.2 Case Study Results 5 Conclusions References 19. Panel Data in Banking:ResearchIssues and Data Peculiarities 583 585 585 588 591 592 596 596 602 605 605 609 David Humphrey 1 2 3 Introduction Generating a Panel Data Set Measuring Scale and Scope Economies 3.1 Scale Economies and Technical Change 3.2 Scope Economies 4 Assessing Bank Efficiency Using Frontier Models 5 Bank Competition 6 Productivity Analysis 7 Other Banking Topics 8 Summary References 609 610 614 614 619 621 624 626 628 633 634
vii! Contents 20. Quantile Panel Estimation of Financial Contagion Effects 639 Christoph Siebenbrunner and Michael Sigmund 1 2 3 Introduction Literature Review Methodologies for Quantile PanelEstimation 3.1 Quantile Panel Estimators 3.2 Statistical Tests 3.3 Goodness of Fit Measures for Quantile Panel Estimators 4 Application to Systemic Risk 4.1 Systemic Risk Measurement 4.2 Estimation and Results 4.3 Discussion and Policy Implications 5 Conclusion Appendix A Anova Tables References 21. Application of Panel Data Models for Empirical Economic Analysis 639 641 642 642 646 647 648 649 652 658 661 662 663 665 Keshab Bhattarai 1 2 3 Introduction Global Empirical Evidence on Declining Labor Share Impacts of Trade and Aid on Growth: Panel Data Analysis 4 Unemployment Inflation Tradeoffs Across OECD Countries 4.1 Inflation and Unemployment Trade-Offs: Country-Specific Phillips Curves 4.2 Panel Data Model for Inflation and Unemployment Trade-Offs 4.3 Regressions of Inflation on Growth Rates: Country Specific Supply Functions 4.4 Regressions of Unemployment on Growth Rates: Estimation of Okun's Curves 4.5 Panel VAR Model of Inflation and Unemployment Trade-Offs in OECD Countries 5 Determinants of Trade and Growth in South Asia 6 Empirical Literature on FDI and Growth 6.1 Panel Regression Analysis on Impacts of FDI in Growth and Investment 7 Expenditure on Food in the UK 8 House Prices by Regions in UK 9 Panel Regressions of Trade Ratios in the Global Economy 10 Cognitive Skill and Economic Growth 11 Panel Unit Root Test 666 667 667 672 673 676 677 678 678 684 687 689 693 693 693 696
698
Contents 11.1 11.2 Larsson, Fisher, Kao, and Pedroni Tests of Panel Cointegration Construction of Panel Data Workfile in Eviews 12 Threshold Panel 13 Conclusion References Further Reading 22. The Income-Health Gradient: Evidence From Self-Reported Health and Biomarkers in Understanding Society ix 699 701 702 702 703 707 709 Apostólos Davillas, Andrew AT Jones and Michaela Benzeval 1 2 3 Introduction Methods 709 2.1 2.2 712 713 Health Outcome Regression Models Model Specifications 712 The UKHLS and BHPS Datasets 713 3.1 3.2 714 716 Health Measures Household Income Variables 4 5 A В Empirical Results Conclusions Descriptive Statistics Income gradients in self-reported health measures for the nurse visits subsample Acknowledgments References 23. Application in Banking: Securitization and Global Banking 717 731 732 735 738 738 743 Andrada Bilan, Hans Degryse, Kuchulain O'Flynn and Steven Õngena 1 2 3 Data Sources Securitization and Lending 744 746 2.1 2.2 2.3 2.4 747 748 752 757 Methodology Securitization and Bank Business Models Types of Securitization and Asymmetric Information Securitization and Financial Stability Global Banking 759 3.1 3.2 759 762 Methodology Global Banking and Credit 4 Conclusion Acknowledgments References 766 767 767
x Contents 24. Regional Innovation in the United States: A Poisson Stochastic Frontier Approach With Finite Mixture Structure 771 Kyriakos Drivas, Claire Economidou and Mike G. Tsionas 1 2 Introduction Methodology 2.1 A Brief Sketch of Stochastic Frontier Analysis 2.2 Endogenous Regressors 2.3 Technology Classes 3 Empirical Application 3.1 Data 3.2 Results 4 Conclusions Appendix Model's Parameter Identification Acknowledgments References 25. Making Inference of Bank Managerial Preferences About Performance: A Panel Analysis 771 774 774 777 778 780 781 783 791 792 792 797 797 801 E.C. Mamatzakis, C. Staikouras and Mike C. Tsionas 1 2 3 Introduction Hypotheses to be Tested and Related Literature Methodology 3.1 A managerial Preference Function 3.2 Cost and Revenue Efficiency 4 Data Description 5 Empirical Results 5.1 Managerial Preferences Across Countries and Over Time Using Accounting Ratios 5.2 Managerial Preferences Across Countries and Over Time Using Efficiency Scores 5.3 Managerial Preferences by Organizational Type Using Efficiency Scores 5.4 Second Stage Regression: Factors Affecting Alphas 6 Conclusion A Appendix References Further Reading 26. The Impact of Explicit Deposit Insurance on Market Discipline Vasso loannidou and ¡an de Dreu 1 2 Introduction The Bolivian Deposit Insurance Scheme 801 804 807 807 810 811 816 81 6 819 822 827 832 835 835 838
Contents 3 Methodology 4 Data 5 Results 6 Conclusions References Further Reading 27. Export Pricing at the Firm Level With PanelData xi 844 846 850 859 863 864 865 Sofia Anyfantaki, Sąrantis Kalyvitis, Margarita Katsimi and Eirini Thomaidou 1 2 3 4 Introduction Export Pricing With Micro Data: Gravity-Type Models Quality and Firm Export Pricing Frictions in Firm Export Pricing 4.1 Markups and Exchange Rate Pass-Throughs 4.2 Financial Constraints 5 Inspecting the Evidence: An Application With Panel Data From Greek Exporters 5.1 The Dataset for Greek ExportingFirms 5.2 Panel Data Evidence From GreekExporters 6 Conclusions Acknowledgments References 28. The Relationship Between EconomicGrowth and Democracy: Alternative Representations of Technological Change 865 866 869 871 871 872 873 873 875 881 881 881 885 Nam Seok Kim and Almas Heshmati 1 2 Introduction A Static Model 2.1 Motivation 2.2 Econometric Specifications 2.3 Data 2.4 Estimation Method 2.5 Estimation Results 3 A Dynamic Model 3.1 Motivation 3.2 Econometric Specifications 3.3 Data 3.4 Estimation Method 3.5 Estimation Results 4 Conclusion A Appendix References Further Reading 885 888 888 889 894 899 899 910 910 911 915 916 916 921 922 927 929
xii Contents 29. Analysis of Stochastic Dominance Ranking of Chinese Income Distributions by Household Attributes 931 Esfandiar Maasoumi, Almas Heshmati and Biwei Su 1 2 3 Introduction Data and Data Transformation Theory, Methods, and the Test Statistics 3.1 Theory and Methods 3.2 The Test Statistics 4 Analysis of the Results 4.1 Unconditional Analysis 4.2 Conditional Analysis 5 Summary and Conclusion References 30. The Neural Network Production Function: Panel Evidence for the United States 931 934 936 937 937 939 939 940 948 949 953 Mike G. Tsionas, Konstantinos N. Konstantakis and Panayotis G. Michaelides 1 Introduction 2 Neural Networks in Business and Economics 3 Semiparametric NPF 4 Measures of Interest 5 Econometric Estimation 6 Empirical Analysis 7 Conclusion Appendix Definition of a Well-Defined Production Function Broyden-Fletcher-Goldfarb-Shannon Method References Further Reading Index 953 955 957 958 960 962 969 970 972 972 973 977 979 |
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| title | Panel data econometrics |
| title_auth | Panel data econometrics |
| title_exact_search | Panel data econometrics |
| title_full | Panel data econometrics Empirical applications edited by Mike Tsionas |
| title_fullStr | Panel data econometrics Empirical applications edited by Mike Tsionas |
| title_full_unstemmed | Panel data econometrics Empirical applications edited by Mike Tsionas |
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| topic | Panelanalyse (DE-588)4173172-4 gnd Ökonometrie (DE-588)4132280-0 gnd |
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