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Found 6 papers, 2 papers with code
GMM-lev estimation and individual heterogeneity: Monte Carlo evidence and empirical applications
We introduce a new estimator, CRE-GMM, which exploits the correlated random effects (CRE) approach within the generalised method of moments (GMM), specifically applied to level equations, GMM-lev.
Global Factors in Non-core Bank Funding and Exchange Rate Flexibility
We show that fluctuations in the ratio of non-core to core funding in the banking systems of advanced economies are driven by a handful of global factors of both real and financial natures, with country-specific factors playing no significant roles.
Identifying the regional drivers of influenza-like illness in Nova Scotia with dominance analysis
The spread of viral pathogens is inherently a spatial process.
Dominant Drivers of National Inflation
For western economies a long-forgotten phenomenon is on the horizon: rising inflation rates.
Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending
This paper develops a new toolbox for multiple structural break detection in panel data models with interactive effects.
Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata
Identifying structural change is a crucial step in analysis of time series and panel data.
