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Income and Democracy: A Smooth Varying Coefficient Redux (replication data)
Acemoglu et al. (American Economic Review 2008; 98: 808-842) find no effect of income on democracy when controlling for fixed effects in a dynamic panel model. Work by... -
Likelihood-Based Inference and Prediction in Spatio-Temporal Panel Count Mode...
We develop a panel count model with a latent spatio-temporal heterogeneous state process for monthly severe crimes at the census-tract level in Pittsburgh, Pennsylvania. Our... -
Growth Empirics in Panel Data Under Model Uncertainty and Weak Exogeneity (re...
This paper considers panel growth regressions in the presence of model uncertainty and reverse causality concerns. For this purpose, my econometric framework combines Bayesian... -
Hedonic Housing Prices in Paris: An Unbalanced Spatial Lag Pseudo-Panel Model...
This paper estimates a hedonic housing model based on flats sold in the city of Paris over the period 1990-2003. This is done using maximum likelihood estimation, taking into... -
THE PREDICTABILITY OF AGGREGATE CONSUMPTION GROWTH IN OECD COUNTRIES: A PANEL...
We examine aggregate consumption growth predictability. We derive a dynamic consumption equation which encompasses relevant predictability factors: habit formation,... -
Sequential numerical integration in nonlinear state space models for microeco...
This paper discusses the estimation of a class of nonlinear state space models including nonlinear panel data models with autoregressive error components. A health economics... -
Unemployment and liquidity constraints (replication data)
We present a dynamic framework for the interaction between borrowing (liquidity) constraints and deviations of actual hours from desired hours, both measured by discrete-valued...
