An integrated panel data approach to modelling economic growth

DOI10.1016/J.JECONOM.2020.09.009OpenAlexW3125442910MaRDI QIDQ2673191FDOQ2673191

Authors: Guohua Feng, Bin Peng, Jiti Gao 

Publication date: 9 June 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.07948

zbMATH Keywords

variable selectioncross-sectional dependenceparameter heterogeneitygrowth regressions

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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• Efficient semiparametric estimation of the Fama-French model and extensions
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• Projected principal component analysis in factor models
• Panel data models with interactive fixed effects
• Shrinkage estimation of the varying coefficient model
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• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Discrete choice with social interactions
• Making a Miracle
• A Contribution to the Empirics of Economic Growth
• Variable selection and functional form uncertainty in cross-country growth regressions
• Specification test for panel data models with interactive fixed effects
• Exact post-selection inference for the generalized Lasso path
• Additive nonparametric models with time variable and both stationary and nonstationary regressors

Cited In (4)

• Growth Empirics: A Panel Data Approach
• A Bayesian panel data framework for examining the economic growth convergence hypothesis: do the G7 countries converge?
• Variable selection in heterogeneous panel data models with cross‐sectional dependence
• Institutions and growth: a GMM/IV panel VAR approach

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