Search for dissertations about: "Panel data models"
Showing result 6 - 10 of 122 swedish dissertations containing the words Panel data models.
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6. Estimation and Testing in Panel Data with Cross-Section Dependence
Abstract : This thesis makes a contribution the econometrics of panel data with cross-section dependence (CSD). It consists of five self-contained papers. READ MORE
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7. Essays on Panel Cointegration
Abstract : This thesis develops new techniques for analyzing cointegrated relationships in panel data. The first chapter is introductory while the remaining six contain the main contributions. READ MORE
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8. The Analysis of Duration and Panel Data in Economics
Abstract : This thesis is divided into two distinct parts. The first part contains three chapters dealing with the analysis of duration data from an econometric perspective and with application to trade durations. READ MORE
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9. Essays on Panel Data with Multidimensional Unobserved Heterogeneity
Abstract : This thesis contributes to econometric methodology in terms of estimation and inference in static panel data models with unobserved multidimensional heterogeneity. When not properly accounted for, unobserved heterogeneity may introduce bias into the parameter estimates associated with covariates of interest, such as treatment indicators or determinants of macroeconomic indicators. READ MORE
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10. Likelihood-Based Panel Unit Root Tests for Factor Models
Abstract : The thesis consists of four papers that address likelihood-based unit root tests for panel data with cross-sectional dependence arising from common factors.In the first three papers, we derive Lagrange multiplier (LM)-type tests for common and idiosyncratic unit roots in the exact factor models based on the likelihood function of the differenced data. READ MORE