Search for dissertations about: "some estimation methods for dynamic panel data models"

Found 2 swedish dissertations containing the words some estimation methods for dynamic panel data models.

  2. 1. Likelihood-Based Tests for Common and Idiosyncratic Unit Roots in the Exact Factor Model

    Author : Martin Solberger; Rolf Larsson; Johan Lyhagen; Jean-Pieree Urbain; Uppsala universitet; []
    Keywords : panel unit root; dynamic factors; maximum likelihood; Lagrange multiplier; likelihood ratio; factor analysis; Statistics; Statistik;

    Abstract : Dynamic panel data models are widely used by econometricians to study over time the economics of, for example, people, firms, regions, or countries, by pooling information over the cross-section. Though much of the panel research concerns inference in stationary models, macroeconomic data such as GDP, prices, and interest rates are typically trending over time and require in one way or another a nonstationary analysis. READ MORE

  4. 2. Essays in labour economics and econometrics

    Author : Pål Bergström; Uppsala universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Economics; Nationalekonomi; Economics; Nationalekonomi; nationalekonomi; Economics;

    Abstract : The thesis consists of five self-contained essays in Labour Economics and Econometrics.Essay I examines the potential effects of altered payroll taxes on unemployment by using a general equilibrium model with wage bargaining and two groups of labour: skilled and unskilled. READ MORE