Scientific Research Publishing

Dynamic Panel Analysis of Systemic Banking and Financial Crisis: The Role of Fiscal Policy ()

Is fiscal indiscipline a threat to systemic banking crises and financial stability? Given the unique challenges faced by the ...
JSTOR Daily

Spurious Stochastics in a Short Time-Series Panel Data

No. 55/56, Économétrie des Données de Panel / Panel Data Econometrics (Sep. - Dec., 1999), pp. 299-315 (17 pages) This paper analyzes the effects of individual-specific size factors in a dynamic panel ...
JSTOR Daily

Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data

Your Artstor image groups were copied to Workspace. The Artstor website will be retired on Aug 1st. Annals of Economics and Statistics No. 134, June 2019 Non-Standard Confidence Sets for Ratios ...
International Monetary Fund

Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model

This paper extends the Bayesian Model Averaging framework to panel data models where the lagged dependent variable as well as endogenous variables appear as regressors. We propose a Limited ...
International Monetary Fund

Limited Information Bayesian Model Averaging for Dynamic Panels with Short Time Periods

Bayesian Model Averaging (BMA) provides a coherent mechanism to address the problem of model uncertainty. In this paper we extend the BMA framework to panel data models where the lagged dependent ...