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Multiplicative Panel Data Models Without the Strict Exogeneity Assumption

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Cited by:

  1. Nesta, Lionel & Vona, Francesco & Nicolli, Francesco, 2014. "Environmental policies, competition and innovation in renewable energy," Journal of Environmental Economics and Management, Elsevier, vol. 67(3), pages 396-411.
  2. Kitazawa, Yoshitsugu, 2001. "Exponential regression of dynamic panel data models," Economics Letters, Elsevier, vol. 73(1), pages 7-13, October.
  3. Sheng-Pin Hsueh & Wei-Ming Lee, 2012. "A revisit to the relationship between patents and R&D using empirical likelihood estimation," Economics Bulletin, AccessEcon, vol. 32(2), pages 1208-1214.
  4. Jochmans, Koen, 2015. "Multiplicative-error models with sample selection," Journal of Econometrics, Elsevier, vol. 184(2), pages 315-327.
  5. repec:spo:wpmain:info:hdl:2441/2etjsneok98utpcm5s44jn4dlh is not listed on IDEAS
  6. repec:spo:wpecon:info:hdl:2441/2etjsneok98utpcm5s44jn4dlh is not listed on IDEAS
  7. Francois Cohen & Giulia Valacchi, 2022. "The Heterogeneous Impact of Coal Prices on the Location of Cleaner and Dirtier Steel Plants," The Energy Journal, , vol. 43(2), pages 67-90, March.
  8. Sungkwol Park & Xiaoyong Zheng & Roderick M. Rejesus & Barry K. Goodwin, 2022. "Somebody's watching me! Impacts of the spot check list program in U.S. crop insurance," American Journal of Agricultural Economics, John Wiley & Sons, vol. 104(3), pages 921-946, May.
  9. Dustmann, Christian & Windmeijer, Frank, 2000. "Wages and the Demand for Health - A Life Cycle Analysis," IZA Discussion Papers 171, Institute of Labor Economics (IZA).
  10. Duncan, Kevin Davey, 2020. "Three papers in regional dynamics and panel econometrics," ISU General Staff Papers 202001010800009129, Iowa State University, Department of Economics.
  11. Semken, Christoph & Hay, Colin, 2021. "Gauging the gravity of the situation: The use and abuse of expertise in estimating the economic costs of Brexit," MaxPo Discussion Paper Series 21/3, Max Planck Sciences Po Center on Coping with Instability in Market Societies (MaxPo).
  12. repec:hal:spmain:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
  13. Gautier Duflos, 2006. "Persistence of innovation, technological change and quality-adjusted patents in the US Pharmaceutical industry," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00113499, HAL.
  14. Joachim Inkmann, 2000. "Finite Sample Properties of One-Step, Two-Step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation," Econometric Society World Congress 2000 Contributed Papers 0332, Econometric Society.
  15. Hagedoorn, John & Wang, Ning, 2010. "Is there complementarity or substitutability between internal and external R&D strategies?," MERIT Working Papers 2010-005, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  16. Jochmans, Koen, 2022. "Bias in instrumental-variable estimators of fixed-effect models for count data," Economics Letters, Elsevier, vol. 212(C).
  17. Jan Palguta, 2014. "Concealed Ownership of Contractors, Manipulation of Tenders and the Allocation of Public Procurement Contracts," CERGE-EI Working Papers wp501, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  18. Yoshitsugu Kitazawa, 2010. "Size of economic activity and occurrence of fatal traffic accidents: a count panel data analysis on Fukuoka prefecture in Japan," Discussion Papers 41, Kyushu Sangyo University, Faculty of Economics.
  19. Shiferaw Gurmu & Fidel Pérez-Sebastián, 2008. "Patents, R&D and lag effects: evidence from flexible methods for count panel data on manufacturing firms," Empirical Economics, Springer, vol. 35(3), pages 507-526, November.
  20. Stiebale, Joel, 2016. "Cross-border M&As and innovative activity of acquiring and target firms," Journal of International Economics, Elsevier, vol. 99(C), pages 1-15.
  21. repec:hal:wpspec:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
  22. Yoshitsugu Kitazawa, 2014. "Consistent estimation for the full-fledged fixed effects zero-inflated Poisson model," Discussion Papers 66, Kyushu Sangyo University, Faculty of Economics.
  23. Toole, Andrew A. & Czarnitzki, Dirk, 2007. "Life Scientist Mobility from Academe to Industry: Does Academic Entrepreneurship Induce a Costly ?Brain Drain? on the Not-for-Profit Research Sector?," ZEW Discussion Papers 07-072, ZEW - Leibniz Centre for European Economic Research.
  24. Majid M. Al-Sadoon & Tong Li & M. Hashem Pesaran, 2017. "Exponential class of dynamic binary choice panel data models with fixed effects," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 898-927, October.
  25. Koen Jochmans, 2017. "Two-Way Models for Gravity," The Review of Economics and Statistics, MIT Press, vol. 99(3), pages 478-485, July.
  26. Haucap, Justus & Stiebale, Joel, 2016. "How mergers affect innovation: Theory and evidence from the pharmaceutical industry," DICE Discussion Papers 218, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  27. Blazsek, Szabolcs & Escribano, Alvaro, 2016. "Score-driven dynamic patent count panel data models," Economics Letters, Elsevier, vol. 149(C), pages 116-119.
  28. repec:spo:wpecon:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
  29. Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers 16, Center for Policy Research, Maxwell School, Syracuse University.
  30. Martin, Robert S., 2017. "Estimation of average marginal effects in multiplicative unobserved effects panel models," Economics Letters, Elsevier, vol. 160(C), pages 16-19.
  31. Yoshitsugu Kitazawa, 2010. "A forward demeaning transformation for a dynamic count panel data model," Discussion Papers 39, Kyushu Sangyo University, Faculty of Economics.
  32. Chen, Xiaoyang & Wei, Yifan & Wang, Milo Shaoqing, 2024. "Institutional logics and organizational filters: Differential responses to innovation and environmentalism in China’s cleantech sector," Journal of Business Research, Elsevier, vol. 172(C).
  33. Bo E. Honoré & Luojia Hu & Ekaterini Kyriazidou & Martin Weidner, 2023. "Simultaneity in binary outcome models with an application to employment for couples," Empirical Economics, Springer, vol. 64(6), pages 3197-3233, June.
  34. Kornelius Kraft & Jörg Stank & Ralf Dewenter, 2011. "Co-determination and innovation," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 35(1), pages 145-172.
  35. Welsch, David M. & Winden, Matthew W. & Zimmer, David M., 2022. "The effect of flood mitigation spending on flood damage: Accounting for dynamic feedback," Ecological Economics, Elsevier, vol. 192(C).
  36. Hayakawa, Kazuhiko, 2019. "Alternative over-identifying restriction test in the GMM estimation of panel data models," Econometrics and Statistics, Elsevier, vol. 10(C), pages 71-95.
  37. Bosch, Mariano & Lederman, Daniel & Maloney, William F., 2005. "Patenting and research and development : a global view," Policy Research Working Paper Series 3739, The World Bank.
  38. Maria Perrotta Berlin & Raj M. Desai & Anders Olofsgård, 2023. "Trading favors? UN Security Council membership and subnational favoritism in aid recipients," The Review of International Organizations, Springer, vol. 18(2), pages 237-258, April.
  39. Costas Meghir & Frank Windmeijer, 1999. "Moment Conditions for Dynamic Panel Data Models with Multiplicative Individual Effects in the Conditional Variance," Annals of Economics and Statistics, GENES, issue 55-56, pages 317-330.
  40. Tue Gørgens & Christopher L. Skeels & Allan H. Würtz, 2009. "Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models," CREATES Research Papers 2009-51, Department of Economics and Business Economics, Aarhus University.
  41. Sébastien Roux & Philippe Zamora, 2013. "L'impact local des radars fixes sur les accidents de la route : un effet important après l'installation mais plus réduit à long terme," Économie et Statistique, Programme National Persée, vol. 460(1), pages 37-68.
  42. Etzo, Ivan & Takaoka, Sumiko, 2016. "The impact of migrants on the cross-border M&A: Some evidence for Japan," MPRA Paper 71558, University Library of Munich, Germany.
  43. Jeffrey M. Wooldridge, 2005. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 39-54, January.
  44. Steen Winther Blindum, 2003. "Relaxing the Strict Exogeneity Assumption in a Dynamic Random Probit Model," CAM Working Papers 2003-04, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  45. Wooldridge, Jeffrey M., 2000. "A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables," Economics Letters, Elsevier, vol. 68(3), pages 245-250, September.
  46. Gautier Duflos, 2006. "Persistence of innovation, technological change and quality-adjusted patents in the US pharmaceutical industry," Cahiers de la Maison des Sciences Economiques bla06029, Université Panthéon-Sorbonne (Paris 1).
  47. Nesta, Lionel & Vona, Francesco & Nicolli, Francesco, 2014. "Environmental policies, competition and innovation in renewable energy," Journal of Environmental Economics and Management, Elsevier, vol. 67(3), pages 396-411.
  48. Grazia Cecere & Sascha Rexhäuser & Patrick Schulte, 2019. "From less promising to green? Technological opportunities and their role in (green) ICT innovation," Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 28(1), pages 45-63, January.
  49. repec:spo:wpmain:info:hdl:2441/3vl5fe4i569nbr005tctlc8ll5 is not listed on IDEAS
  50. Robert M. Salomon & J. Myles Shaver, 2005. "Learning by Exporting: New Insights from Examining Firm Innovation," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 14(2), pages 431-460, June.
  51. Yoshitsugu Kitazawa, 2003. "Dynamic Panel Data Model and Moment Generating Function," Discussion Papers 13, Kyushu Sangyo University, Faculty of Economics.
  52. Siebert, Ralph & Graevenitz, Georg von, 2006. "How Licensing Resolves Hold-Up: Evidence from a Dynamic Panel Data Model with Unobserved Heterogeneity," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 105, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  53. Wen Wen & Marco Ceccagnoli & Chris Forman, 2013. "Patent Commons, Thickets, and Open Source Software Entry by Start-Up Firms," NBER Working Papers 19394, National Bureau of Economic Research, Inc.
  54. Wang, Ning & Hagedoorn, John, 2014. "The lag structure of the relationship between patenting and internal R&D revisited," Research Policy, Elsevier, vol. 43(8), pages 1275-1285.
  55. Sébastien Roux & Philippe Zamora, 2011. "Short and Medium-Run Local Effects of Fixed Speed Enforcement Cameras on Accidents : Evidence from the French Case," Working Papers 2011-01, Center for Research in Economics and Statistics.
  56. Christoph Jeßberger, 2011. "Multilateral Environmental Agreements up to 2050: Are They Sustainable Enough?," ifo Working Paper Series 98, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  57. Wen Wen & Marco Ceccagnoli & Chris Forman, 2012. "Patent Pools, Thickets, and Open Source Software Entry by Start-Up Firms," NBER Chapters, in: Standards, Patents and Innovations, National Bureau of Economic Research, Inc.
  58. Ramalho Esmeralda A. & Ramalho Joaquim J.S. & Coelho Luís M.S., 2018. "Exponential Regression of Fractional-Response Fixed-Effects Models with an Application to Firm Capital Structure," Journal of Econometric Methods, De Gruyter, vol. 7(1), pages 1-18, January.
  59. Miao, Qing & Popp, David, 2014. "Necessity as the mother of invention: Innovative responses to natural disasters," Journal of Environmental Economics and Management, Elsevier, vol. 68(2), pages 280-295.
  60. repec:spo:wpecon:info:hdl:2441/75dbbb2hc596np6q8flqf6i79k is not listed on IDEAS
  61. repec:hal:wpspec:info:hdl:2441/75dbbb2hc596np6q8flqf6i79k is not listed on IDEAS
  62. Forgione, Antonio Fabio & Migliardo, Carlo, 2020. "CSR engagement and market structure: Evidence from listed banks," Finance Research Letters, Elsevier, vol. 35(C).
  63. Blazsek, Szabolcs, 2015. "Dynamic conditional score patent count panel data models," UC3M Working papers. Economics we1510, Universidad Carlos III de Madrid. Departamento de Economía.
  64. Frank Windmeijer, 2006. "GMM for panel count data models," CeMMAP working papers CWP21/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  65. Beneito, Pilar & Rochina-Barrachina, María Engracia & Sanchis, Amparo, 2015. "The path of R&D efficiency over time," International Journal of Industrial Organization, Elsevier, vol. 42(C), pages 57-69.
  66. repec:hal:spmain:info:hdl:2441/f6h8764enu2lskk9p4oq2cqb0 is not listed on IDEAS
  67. repec:dau:papers:123456789/6962 is not listed on IDEAS
  68. Francois Cohen & Giulia Valacchi, 2017. "Do firms innovate if they can relocate? Evidence from te steel industry," CIES Research Paper series 55-2017, Centre for International Environmental Studies, The Graduate Institute.
  69. repec:hal:spmain:info:hdl:2441/75dbbb2hc596np6q8flqf6i79k is not listed on IDEAS
  70. Stephanie Glaser & Robert C. Jung & Karsten Schweikert, 2022. "Spatial panel count data: modeling and forecasting of urban crimes," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-29, December.
  71. repec:hal:spmain:info:hdl:2441/2etjsneok98utpcm5s44jn4dlh is not listed on IDEAS
  72. Jürgen Kruse & Heike Wetzel, 2016. "Editor's Choice Energy Prices, Technological Knowledge, and Innovation in Green Energy Technologies: a Dynamic Panel Analysis of European Patent Data," CESifo Economic Studies, CESifo Group, vol. 62(3), pages 397-425.
  73. Myoung-jae Lee & Yasushi Kondo, 2002. "Nonparametric Derivative Estimation for Related-Effect Panel Data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A5-1, International Conferences on Panel Data.
  74. Andrés Romeu, 2004. "ExpEnd: GAUSS code for panel count-data models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(3), pages 429-434.
  75. Stiebale, Joel, 2012. "Cross-Border M&A and Innovative Activity: Firm-Level Evidence," VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 62027, Verein für Socialpolitik / German Economic Association.
  76. Windmeijer, Frank, 2000. "Moment conditions for fixed effects count data models with endogenous regressors," Economics Letters, Elsevier, vol. 68(1), pages 21-24, July.
  77. Davis, James C. & Henderson, J. Vernon, 2008. "The agglomeration of headquarters," Regional Science and Urban Economics, Elsevier, vol. 38(5), pages 445-460, September.
  78. repec:spo:wpmain:info:hdl:2441/f6h8764enu2lskk9p4oq2cqb0 is not listed on IDEAS
  79. Moaniba, Igam M. & Su, Hsin-Ning & Lee, Pei-Chun, 2019. "On the drivers of innovation: Does the co-evolution of technological diversification and international collaboration matter?," Technological Forecasting and Social Change, Elsevier, vol. 148(C).
  80. Blundell, Richard & Griffith, Rachel & Windmeijer, Frank, 2002. "Individual effects and dynamics in count data models," Journal of Econometrics, Elsevier, vol. 108(1), pages 113-131, May.
  81. Peter H. Egger & Christoph Jessberger & Mario Larch, 2013. "Impacts of Trade and the Environment on Clustered Multilateral Environmental Agreements," The World Economy, Wiley Blackwell, vol. 36(3), pages 331-348, March.
  82. Karsten Schweikert & Manuel Huth & Mark Gius, 2021. "Detecting a copycat effect in school shootings using spatio‐temporal panel count models," Contemporary Economic Policy, Western Economic Association International, vol. 39(4), pages 719-736, October.
  83. Chamberlain, Gary, 2022. "Feedback in panel data models," Journal of Econometrics, Elsevier, vol. 226(1), pages 4-20.
  84. Rexhäuser, Sascha & Löschel, Andreas, 2015. "Invention in energy technologies: Comparing energy efficiency and renewable energy inventions at the firm level," Energy Policy, Elsevier, vol. 83(C), pages 206-217.
  85. Rincke, Johannes, 2007. "Policy diffusion in space and time: The case of charter schools in California school districts," Regional Science and Urban Economics, Elsevier, vol. 37(5), pages 526-541, September.
  86. David M. Zimmer, 2022. "Investigating the dynamic interdependency between poverty and marital separation," Review of Economics of the Household, Springer, vol. 20(4), pages 1239-1254, December.
  87. Kruse, Juergen & Wetzel, Heike, 2014. "Energy prices, technological knowledge and green energy innovation: A dynamic panel analysis of patent counts," EWI Working Papers 2014-12, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
  88. Gagliardini, Patrick & Gouriéroux, Christian, 2019. "Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects," Journal of Econometrics, Elsevier, vol. 208(2), pages 613-637.
  89. Wooldridge, Jeffrey M., 1999. "Distribution-free estimation of some nonlinear panel data models," Journal of Econometrics, Elsevier, vol. 90(1), pages 77-97, May.
  90. Andrew A. Toole & Dirk Czarnitzki, 2010. "Commercializing Science: Is There a University "Brain Drain" from Academic Entrepreneurship?," Management Science, INFORMS, vol. 56(9), pages 1599-1614, September.
  91. Gautier Duflos, 2006. "Persistence of innovation, technological change and quality-adjusted patents in the US Pharmaceutical industry," Post-Print halshs-00113499, HAL.
  92. Maria Krambia-Kapardis & Christos S. Savva & Ioanna Stylianou, 2023. "Socio-Economic Factors Affecting ESG Reporting Call for Globally Agreed Standards," Sustainability, MDPI, vol. 15(20), pages 1-35, October.
  93. Haucap, Justus & Rasch, Alexander & Stiebale, Joel, 2019. "How mergers affect innovation: Theory and evidence," International Journal of Industrial Organization, Elsevier, vol. 63(C), pages 283-325.
  94. Almodóvar, Paloma & Nguyen, Quyen T.K. & Verbeke, Alain, 2021. "An integrative approach to international inbound sources of firm-level innovation," Journal of World Business, Elsevier, vol. 56(3).
  95. repec:spo:wpmain:info:hdl:2441/75dbbb2hc596np6q8flqf6i79k is not listed on IDEAS
  96. Francois Cohen & Giulia Valacchi, 2017. "The Heterogeneous Impact of Coal Prices on the Location of Dirty and Clean Steel Plants," CIES Research Paper series 55-2017, Centre for International Environmental Studies, The Graduate Institute.
  97. Morakinyo O Adetutu & Kayode A Odusanya & Eleni Stathopoulou & Thomas G Weyman-Jones, 2023. "Environmental regulation, taxes, and activism," Oxford Economic Papers, Oxford University Press, vol. 75(2), pages 460-489.
  98. Su, Hsin-Ning & Moaniba, Igam M., 2017. "Does innovation respond to climate change? Empirical evidence from patents and greenhouse gas emissions," Technological Forecasting and Social Change, Elsevier, vol. 122(C), pages 49-62.
  99. Nicholas Brown, 2023. "Information Equivalence among Transformations of Semi‐parametric Nonlinear Panel Data Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(6), pages 1341-1361, December.
  100. Nathaniel T Wilcox, 2003. "Heterogeneity and Learning Principles," Levine's Bibliography 666156000000000435, UCLA Department of Economics.
  101. Asad, Sher Afghan, 2020. "Three essays in behavioral economics," ISU General Staff Papers 202001010800009095, Iowa State University, Department of Economics.
  102. Peter Egger & Christoph Jeßberger & Mario Larch, 2011. "Trade and investment liberalization as determinants of multilateral environmental agreement membership," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 18(6), pages 605-633, December.
  103. Gianni Amisano & Maria Letizia Giorgetti, 2013. "Entry Into Pharmaceutical Submarkets: A Bayesian Panel Probit Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(4), pages 667-701, June.
  104. repec:hal:wpspec:info:hdl:2441/2etjsneok98utpcm5s44jn4dlh is not listed on IDEAS
  105. Zimmer, David M., 2021. "The effect of job displacement on mental health, when mental health feeds back to future job displacement," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 360-366.
  106. St'ephane Bonhomme & Kevin Dano & Bryan S. Graham, 2023. "Identification in a Binary Choice Panel Data Model with a Predetermined Covariate," Papers 2301.05733, arXiv.org, revised Jul 2023.
  107. Kuersteiner, Guido M. & Prucha, Ingmar R., 2013. "Limit theory for panel data models with cross sectional dependence and sequential exogeneity," Journal of Econometrics, Elsevier, vol. 174(2), pages 107-126.
  108. Yoshitsugu Kitazawa, 2012. "An improved theoretical ground for the linear feedback model and a new indicator," Discussion Papers 58, Kyushu Sangyo University, Faculty of Economics.
  109. José M. R. Murteira & Mário A. G. Augusto, 2017. "Hurdle models of repayment behaviour in personal loan contracts," Empirical Economics, Springer, vol. 53(2), pages 641-667, September.
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