PropertyValue
?:abstract
  • The large heterogeneous panel data models are extended to the setting where the heterogenous coefficients are changing over time and the regressors are endogenous. Kernel-based non-parametric time-varying parameter instrumental variable mean group (TVP-IV-MG) estimator is proposed for the time-varying cross-sectional mean coefficients. The uniform consistency is shown and the pointwise asymptotic normality of the proposed estimator is derived. A data-driven bandwidth selection procedure is also proposed. The finite sample performance of the proposed estimator is investigated through a Monte Carlo study and an empirical application on multi-country Phillips curve with time-varying parameters. (xsd:string)
?:author
?:comment
  • (LFS) (xsd:string)
?:dataSource
  • EU-LFS-Bibliography (xsd:string)
?:dateModified
  • 2023 (xsd:gyear)
?:datePublished
  • 2023 (xsd:gyear)
?:doi
  • 10.1016/j.ecosta.2023.06.004 ()
?:duplicate
?:fromPage
  • 1 (xsd:string)
is ?:hasPart of
?:inLanguage
  • english (xsd:string)
?:isPartOf
?:issn
  • 24523062 ()
is ?:mainEntity of
?:name
  • Mean group instrumental variable estimation of time-varying large heterogeneous panels with endogenous regressors (xsd:string)
?:publicationType
  • article (xsd:string)
?:reference
?:sourceInfo
  • Bibsonomy (xsd:string)
  • In Econometrics and Statistics, 1-28, 2023 (xsd:string)
?:studyGroup
  • European Union Labour Force Survey (EU-LFS) (xsd:string)
?:tags
  • 2023 (xsd:string)
  • FDZ_GML (xsd:string)
  • LFS (xsd:string)
  • LFS_input2023 (xsd:string)
  • LFS_pro (xsd:string)
  • SCOPUSindexed (xsd:string)
  • article (xsd:string)
  • english (xsd:string)
  • indexproved (xsd:string)
  • onlinefirst (xsd:string)
  • review_proved (xsd:string)
  • reviewed (xsd:string)
  • rp (xsd:string)
  • transfer23 (xsd:string)
?:toPage
  • 28 (xsd:string)
rdf:type
?:url