Time-Series-Cross-Section Issues: Dynamics, 2004

By Nathaniel N. Beck, Jonathan N. Katz. 2004

268 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/f408a9d616d842ad3136cac8b67107ea1353b64c

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Citations in the corpus

Democracy and Human Development (2012, background): “Models 10 and 11 provide yet another approach to modeling time effects, this time with a lagged dependent variable (and fixed effects, resulting in a Least Squares Dummy Variable, or LSDV, estimator; see Beck and Katz 2004).”
Peer performance and stock market entry (2012, unknown): “Beck and Katz (1995, 2004) show that such models can be estimated with simple OLS techniques, and more complex techniques provide minor or non-existing improvements.”
Neoliberal Economists and Capital Account Liberalization in Emerging Markets (2007, methodology): “Detailed case evidence has supported the claim that the role of neoliberal economists is crucial to understanding policy reform+ Yet this research has generally failed to assess the relative and independent effect of these economists+ Controlling for conventional explanations and accounting for nonr”
Fiscal institutions, fiscal policy and sovereign risk premia in EMU (2008, unknown): “Using Monte Carlo simulations, Beck and Katz (2004) find that the Nickel bias is low (two % or less) once T = 20, and they advise that one includes a lagged dependent variable if T is at least 20.”
Globalisation and the Composition of Government Spending: An analysis for OECD countries (2006, background): “(1993), Garrett (1995), Quinn (1997), Rodrik (1998), Bernauer and Achini (2000), Garrett (2001), Swank (2001), Balle and Vaidya (2002), Adserá and Boix (2002) and Bretschger and Hettich (2002) find that globalisation has increased social welfare and/or aggregate government expenditure.”
Economic growth and ethnic violence: An empirical investigation of Hindu—Muslim riots in India (2010, methodology): “Beck & Katz (2004) show that, for TSCS data with large enough T, the bias resulting from including a lagged dependent variable in a model with fixed effects, estimated with OLS, is small relative to the costs (statistical and otherwise) associated with using other methods. cause significant damage…”