Panel Data estimation using DPD for Ox

By Jurgen A. Doornik, M. Arellano, S. Bond. 2001

197 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/e00ea7471bf70a40bf1fce86a23c699b9d0701f3

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Citations in the corpus

Firm Growth and Liquidity Constraints: A Dynamic Analysis (2006, methodology): “Problems like liquidity constraints were found to confront smaller enterprises by Evans and Jovanovic (1989) and Fazzari et al.”
Control Structures and Payout Policy (2007, unknown): “21 The estimates reported in Section 4 are the output of a two-step optimization procedure (Doornik et al., 2002).”
R&D—Productivity Dynamics: Causality, Lags, and ‘Dry Holes’ (2002, methodology): “Several authors have suggested that the lag structure and the effects of 143R&D-PRODUCTIVITY DYNAMICS Notes: Computations with Ox 2.10 (see Doornik 1999) and DPD 1.00a (Doornik et al. 1999).”
Determinants of tax revenue in OECD countries over the period 2001–2011 (2014, background): “If this were the case, there should be evidence of first order serial correlation in differenced residuals and no evidence of second-order serial correlation in the differenced residuals (Doornik et al. 2002).”
Classical and Technological Convergence: beyond the Solow-Swan growth model (2002, methodology): “This is implemented using the Dynamic Panel Data (DPD) estimation routine in Ox, due to Doornik et al. (1999).”
The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models (2006, methodology): “where V −1 is estimated by obtaining θ from estimates σ2ε and σ 2 η based on within and between residuals as in Doornik et al. (2002).”
Remittances, Exchange Rate Regimes, and the Dutch Disease: A Panel Data Analysis (2012, unknown): “4GMM system estimation was performed using the DPD package for OX (Doornik et al, 2006).”
The Inter-related Dynamics of Unemployment and Low-wage Employment (2007, methodology): “31The 1-step estimates are presented, as advised by Doornik et al. (1999). The 2-step estimates and their standard errors are very similar to the 1-step estimates presented.”
Washing Away Your Sins? Corporate Social Responsibility, Corporate Social Irresponsibility, and Firm Performance (2016, background): “Doornik, Arellano, and Bond (2006) propose that if the error term uit is not serially correlated, significant and negative first order serial correlation will occur in the differenced residuals (i.e., cuit -buiðt - 1Þ) and no significant second order serial correlation will be evident.”
ON T HE EMPIRICS OF FOREIGN A ID AND G ROWTH (2004, unknown): “See Doornik et al. (2001). F206 [ J U N E T H E E C O N O M I C J O U R N A L”
Bank stock returns and economic growth (2008, unknown): “…serially correlated, which is evidenced by significant negative first order serial correlation in differenced residuals (i.e. 1, ˆˆ − − tiit εε ) , and no second order serial correlation in the first differenced residuals ( Arellano and Bond 1991, Doornik et al 2002), gives support to our results.”
On the estimation and forecasting of international migration: how relevant is heterogeneity across countries? (2005, methodology): “This can be explained by the fact that the calculation of the optimal weights for the RE(WALHUS) estimator is based on the OLS residuals, see Doornik et al. (2002).”
Aid and Growth Regressions (2001, methodology): “However, 14All GMM results are obtained using the DPD package for OX, see Doornik, Arellano, and Bond (1999). this is not so when the growth rates of the 56 countries in the present sample are compared.15 In the upper part of Table 2 we report the mean, the standard deviation, and the correlation…”