Academic literature on the topic 'Random-effect panel data'
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Journal articles on the topic "Random-effect panel data"
Huang, Bai, Tae-Hwy Lee, and Aman Ullah. "A combined random effect and fixed effect forecast for panel data models." Journal of Management Science and Engineering 4, no. 1 (March 2019): 28–44. http://dx.doi.org/10.1016/j.jmse.2019.03.004.
Full textKencana, Eka N., Darma Arnawa, and Ketut Jayanegara. "Memodelkan Impor Beras Menggunakan Regresi Data Panel." Jurnal Matematika 10, no. 2 (January 17, 2021): 135. http://dx.doi.org/10.24843/jmat.2020.v10.i02.p130.
Full textAgus Astapa, I. Gede, Gede Suwardika, and I. Ketut Putu Suniantara. "ANALISIS DATA PANEL PADA KINERJA REKSADANA SAHAM." Jurnal VARIAN 1, no. 2 (April 24, 2018): 59–69. http://dx.doi.org/10.30812/varian.v1i2.72.
Full textSuardin, Misriani, Muhammad Nadjib Bustan, and Ansari Saleh Ahmar. "Pemodelan Pertumbuhan Ekonomi Provinsi Sulawesi Selatan dengan Menggunakan Regresi Data Panel." VARIANSI: Journal of Statistics and Its application on Teaching and Research 2, no. 3 (August 7, 2020): 158. http://dx.doi.org/10.35580/variansiunm14637.
Full textIrwansyah, Muhammad, R. Ruliana, and Muhammad Kasim Aidid. "Analisis Regresi Balanced Panel dengan Komponen Galat Dua Arah pada Kasus Melek Huruf Masyarakat di Provinsi NTB." VARIANSI: Journal of Statistics and Its application on Teaching and Research 3, no. 1 (March 8, 2021): 10. http://dx.doi.org/10.35580/variansiunm14644.
Full textXu, Lei, and Jun Shao. "Estimation in Longitudinal or Panel Data Models with Random-Effect-Based Missing Responses." Biometrics 65, no. 4 (May 7, 2009): 1175–83. http://dx.doi.org/10.1111/j.1541-0420.2009.01195.x.
Full textDrukker, David M. "A Generalized Regression-adjustment Estimator for Average Treatment Effects from Panel Data." Stata Journal: Promoting communications on statistics and Stata 16, no. 4 (December 2016): 826–36. http://dx.doi.org/10.1177/1536867x1601600402.
Full textOlajide, Johnson Taiwo, Jubril Oluwatoyin Fantola, and Olufemi Aderemi Ayansola. "Measuring economic growth in OPEC countries : A panel data approach." International Journal of Applied Mathematical Research 4, no. 2 (April 30, 2015): 345. http://dx.doi.org/10.14419/ijamr.v4i2.4544.
Full textOlajide, Johnson T., and Olusanya E. Olubusoye. "Estimating Dynamic Panel Data Models with Random Individual Effect: Instrumental Variable and GMM Approach." Journal of Statistics Applications & Probability 5, no. 1 (March 1, 2016): 79–87. http://dx.doi.org/10.18576/jsap/050107.
Full textMarquart, Louise, and Michele Haynes. "Misspecification of multimodal random‐effect distributions in logistic mixed models for panel survey data." Journal of the Royal Statistical Society: Series A (Statistics in Society) 182, no. 1 (June 21, 2018): 305–21. http://dx.doi.org/10.1111/rssa.12385.
Full textDissertations / Theses on the topic "Random-effect panel data"
Mingolini, Riccardo. "Investimenti in lobby: Un modello per stimare il loro impatto sull'azienda." Bachelor's thesis, Alma Mater Studiorum - Università di Bologna, 2017. http://amslaurea.unibo.it/13291/.
Full textBarcelos, Luiz Claudio. "Essays on regulatory risk issues." reponame:Repositório Institucional do FGV, 2010. http://hdl.handle.net/10438/8217.
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Most studies around that try to verify the existence of regulatory risk look mainly at developed countries. Looking at regulatory risk in emerging market regulated sectors is no less important to improving and increasing investment in those markets. This thesis comprises three papers comprising regulatory risk issues. In the first Paper I check whether CAPM betas capture information on regulatory risk by using a two-step procedure. In the first step I run Kalman Filter estimates and then use these estimated betas as inputs in a Random-Effect panel data model. I find evidence of regulatory risk in electricity, telecommunications and all regulated sectors in Brazil. I find further evidence that regulatory changes in the country either do not reduce or even increase the betas of the regulated sectors, going in the opposite direction to the buffering hypothesis as proposed by Peltzman (1976). In the second Paper I check whether CAPM alphas say something about regulatory risk. I investigate a methodology similar to those used by some regulatory agencies around the world like the Brazilian Electricity Regulatory Agency (ANEEL) that incorporates a specific component of regulatory risk in setting tariffs for regulated sectors. I find using SUR estimates negative and significant alphas for all regulated sectors especially the electricity and telecommunications sectors. This runs in the face of theory that predicts alphas that are not statistically different from zero. I suspect that the significant alphas are related to misspecifications in the traditional CAPM that fail to capture true regulatory risk factors. On of the reasons is that CAPM does not consider factors that are proven to have significant effects on asset pricing, such as Fama and French size (ME) and price-to-book value (ME/BE). In the third Paper, I use two additional factors as controls in the estimation of alphas, and the results are similar. Nevertheless, I find evidence that the negative alphas may be the result of the regulated sectors premiums associated with the three Fama and French factors, particularly the market risk premium. When taken together, ME and ME/BE regulated sectors diminish the statistical significance of market factors premiums, especially for the electricity sector. This show how important is the inclusion of these factors, which unfortunately is scarce in emerging markets like Brazil.
Choi, Ga Eun, and Stephanie Galonja. "The Euro Effect on Trade : The Trade Effect of the Euro on non-EMU and EMU Members." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Economics, Finance and Statistics, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-20114.
Full textKamangar, Daniel, and Richard Sundin. "Management and CEO Stock Ownership and its Effect on Company Performance." Thesis, KTH, Matematisk statistik, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-229670.
Full textI den här studien undersöks hur aktieinnehav hos ledning och den verkställande direktören i ett företag påverkar företagsutvecklingen. Studien genomförs med regressionsanalys på paneldata som består av 30 företag, samtliga noterade på OMX Stockholm Mid Cap. Totalt samlas 210 och 2520 observationer på årsbasis respektive månadsbasis över sju år (2010-2016). Hausman-testet används för att bestämma vilken av fixed effects-modellen och random effects-modellen som ska användas i regressionen. Resultaten visar att relativt aktieinnehav hos ledningen har en positiv signifikant påverkan på ett företags nettoinkomstutveckling och avkastning på tillgångar. Den verkställande direktörens aktieinnehav visas inte vara signifikant, vilket är motsatt till det som generellt har visats för stora företag i tidigare forskning. Regressionerna genomförs även med alternativa metoder, vilka det resoneras kring i en diskussion som bör vara till gagn för vidare forskning. Författarna illustrerar hur val av dummy-variabler kan ha en avgörande betydelse för regressionsanalysen, och att det således är en viktig aspekt att ta hänsyn till när regressioner genomförs på paneldata.
Bouhlal, Yasser. "A Retrospective and Prospective Analysis of the Demand for Cheese Varieties in the United States." Thesis, 2012. http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-10745.
Full textBooks on the topic "Random-effect panel data"
Aye, Goodness C., Laurence Harris, and Junior T. Chiweza. Monetary policy and wealth inequality in South Africa: Evidence from tax administrative data. UNU-WIDER, 2020. http://dx.doi.org/10.35188/unu-wider/2020/931-0.
Full textBook chapters on the topic "Random-effect panel data"
Bawazir, Abdullah Abdulaziz, Mohamed Aslam, and Ahmad Farid Osman. "The Impact of Population Aging on Economic Growth: Panel Data Evidence from Middle East Countries." In Advances in Human Services and Public Health, 67–86. IGI Global, 2021. http://dx.doi.org/10.4018/978-1-7998-7327-3.ch005.
Full textChatterjee, Ahan, Swagatam Roy, and Trisha Sinha. "Patient Arrival to Public OPDs." In Advances in Data Mining and Database Management, 83–114. IGI Global, 2021. http://dx.doi.org/10.4018/978-1-7998-4706-9.ch004.
Full textMungunzul, Erdenebat, and Taikoo Chang. "The Effect of Foreign Direct Investment on the Economic Development of Mongolia." In Foreign Direct Investments, 1064–75. IGI Global, 2020. http://dx.doi.org/10.4018/978-1-7998-2448-0.ch044.
Full textHuamaní, Guillermo Andrés Zapata, Sara Fernández-López, Isabel Neira Gómez, Lucía Rey-Ares, María Jesús Rodríguez-Gulías, and David Rodeiro-Pazos. "The Role Models as Determinants of New Technology-Based Firms." In Nascent Entrepreneurship and Successful New Venture Creation, 272–88. IGI Global, 2018. http://dx.doi.org/10.4018/978-1-5225-2936-1.ch013.
Full textConference papers on the topic "Random-effect panel data"
Zhou, Xianbo, and Kui-Wai Li. "The effects of openness and indigeneity on Growth: Evidence from nonparametric panel data model with two-way random effect." In 2011 International Conference on E-Business and E-Government (ICEE). IEEE, 2011. http://dx.doi.org/10.1109/icebeg.2011.5882239.
Full textKolçak, Menşure, and Ali Yasin Kalabak. "Do Government Expenditures Subject to Law of Diminishing Returns? A Panel Data Application." In International Conference on Eurasian Economies. Eurasian Economists Association, 2018. http://dx.doi.org/10.36880/c10.02212.
Full textÇevik, Savaş, Ahmet Ay, and Mahamane Moutari Abdou Baoua. "Natural Resources Revenue, Fiscal Policy and Economic Growth: Panel Data Analysis for Sub-Saharan Africa Countries." In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c09.02005.
Full textBayrak, Metin, Kadyrbek Sultakeev, and Dastan Aseinov. "Effect of Efficiency on Interest Rate in Microfinance Systems of Some Transition Economies." In International Conference on Eurasian Economies. Eurasian Economists Association, 2016. http://dx.doi.org/10.36880/c07.01566.
Full textKoşan, Naime İrem, and Sudi Apak. "Trade Openness and Macroeconomic Policy in OECD Countries." In International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01373.
Full textAseinov, Dastan. "Factors Affecting Cost Efficiency in the Banking Sector of Kyrgyzstan." In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c08.01907.
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