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Nonparametric estimation of dynamic panel models with fixed effects

[PDF] from umich.edu
Y Lee - Ann Arbor, 2008 - papers.ssrn.com
Abstract: This paper considers nonparametric estimation of autoregressive panel models
with fixed effects. A within-group type series estimator is developed and its convergence rate
and the asymptotic normality are derived. It is found that the series estimator is ...
Cited by 13 - Related articles - All 4 versions

Bias correction in dynamic panels under time series misspecification

[PDF] from smu.edu.sg
Y Lee - Ann Arbor, 2005 - papers.ssrn.com
Abstract: This paper considers higher-order autoregressive (AR (p)) panel models with fixed
effects, where the lag order p is unknown and possibly misspecified. A pooled least squares
estimator is considered and its asymptotic biases are studied. Specifically, we first extend ...
Cited by 10 - Related articles - All 2 versions

Modes of foreign market entry by Korean SI firms

[PDF] from kaist.ac.kr
Full text - MIT Libraries
B Kim, H Kim… - Asia Pacific Journal of Marketing and …, 2002 - emeraldinsight.com
Abstract: As an exploratory study, our research aims to investigate what factors would
influence choices of foreign market entry mode by system integration (SI) companies. There
are two distinct points. First, we specifically focus on a service industry, ie, SI (System ...
Cited by 10 - Related articles - BL Direct - All 9 versions

[PDF] The Passage of the Uniform Small Loan Law

[PDF] from queensu.ca
BG Carruthers, TW Guinnane… - 2005 - qed.econ.queensu.ca
Abstract The Uniform Small Loan Law (USLL) allowed specially-licensed lenders to charge
much higher interest rates than those allowed by most state usury laws. In return, the small-
loan brokers had to adhere to strict standards of transparency. The USLL was the Russell ...
Cited by 9 - Related articles - View as HTML - All 7 versions

Global capacity expansion strategies: lessons learned from two Korean carmakers

[PDF] from kaist.ac.kr
Full text - MIT Libraries
B Kim… - Long range planning, 2001 - Elsevier
This research was motivated by an empirical observation that two Korean carmakers,
Daewoo and Hyundai, have pursued very different globalisation strategies despite their
structural similarities. From in-depth case studies and extensive interviews with top ...
Cited by 8 - Related articles - BL Direct - All 9 versions

Bias in dynamic panel models under time series misspecification

[PDF] from umich.edu
Y Lee - Journal of Econometrics, 2012 - Elsevier
Abstract We consider within-group estimation of higher-order autoregressive panel models
with exogenous regressors and fixed effects, where the lag order is possibly misspecified.
Even when disregarding the misspecification bias, the fixed-effect bias formula is quite ...
Cited by 5 - Related articles - Get it from MIT Libraries - All 3 versions

[PDF] Nonparametric Estimation of dynamic panel models

[PDF] from upenn.edu
Y Lee - Yale University, mimeographed, 2005 - economics.sas.upenn.edu
Abstract This paper investigates stationary β-mixing dynamics in nonlinear panel models
and develops nonparametric estimation of dynamic panel models using series
approximations. We extend the standard linear dynamic panel model to a nonparametric ...
Cited by 4 - Related articles - View as HTML - All 7 versions

New nonparametric estimation of the marginal effects in fixed-effects panel models: An application on the environmental Kuznets curve

[PDF] from smu.edu.sg
Y Lee… - 2008 - papers.ssrn.com
Abstract: This paper considers kernel-based nonparametric estimation of panel models
using local linear least squares, when both the fixed individual effects and the time effects
present. The marginal effect is of the main interest. A within-group type nonparametric ...
Cited by 3 - Related articles - All 6 versions

[PDF] Likelihood Based Model Selection in the Presence of Incidental Parameters

[PDF] from virginia.edu
Y Lee - 2009 - virginia.edu
Abstract This paper considers model selection problem in the presence of incidental
parameters. The main interest is in selecting the structure of the model in the common
parameters after concentrating out the incidental parameters. Using KLIC based on the ...
Cited by 2 - Related articles - View as HTML - All 13 versions

[CITATION] Bias correction in dynamic panel models under time series misspecification

Y Lee - 2008 - mimeo
Cited by 2 - Related articles

[PDF] Likelihood Ratio based Joint Test for the Exogeneity and the Relevance of Instrumental Variables

[PDF] from umich.edu
D Kim… - 2009 - www-personal.umich.edu
Abstract This paper develops a joint test for the exogeneity and the relevance of instrumental
variables using an approach similar to Vuongis (1989) model selection test. The test statistic
is derived from the likelihood ratio of two competing models: one with exoge $ nous and ...
Cited by 1 - Related articles - View as HTML - All 13 versions

[CITATION] New Kernel-Based Nonparametric Estimation of the Marginal Effects in Fixed-Effects Panel Models

Y Lee - order (NT), 2008
Cited by 1 - Related articles

Effects of Introducing Five-Day Work Week in Korean Labor Market: A Semiparametric Vector Error Correction Approach

[PDF] from umich.edu
Y Lee - Ann Arbor, 2003 - papers.ssrn.com
Abstract: This paper uses the semiparametric error correction model (Li and Wooldridge,
2002) and investigates the dynamics of wage, employment and labor efficiency after
introducing five-day work week to the Korean labor market. Efficient working hour function ...
Cited by 1 - Related articles - All 3 versions

General approaches to dynamic panel modelling and bias correction

Y Lee - 2006 - gradworks.umi.com
Abstract: Many empirical studies involving dynamic panels employ the first-order linear
dynamics without providing obvious justification for doing so. Hence, these models are most
likely misspecified. This dissertation seeks to tackle this problem by providing more ...
Cited by 2 - Related articles - Cached - All 2 versions

Bringing'Honest Capital'to Poor Borrowers: The Passage of the Uniform Small Loan Law, 1907-1930

[PDF] from yale.edu
B Carruthers, TW Guinnane… - 2009 - papers.ssrn.com
Abstract: The Uniform Small Loan Law (USLL) was the Russell Sage Foundation's primary
device for fighting what it viewed as the scourge of high-rate lending to poor people in the
first half of the twentieth century. The USLL created a new class of lenders who could ...
Cited by 1 - Related articles - All 17 versions

[PDF] Testing for Distributional Treatment Effects: A Set Identification Approach

[PDF] from uwo.ca
SJ Jun, Y Lee… - 2011 - publish.uwo.ca
Abstract We propose new methodology to compare the distribution functions of potential
outcomes without assuming selection–on–observables. The comparison is made in the
sense of stochastic dominance; conditioning on a subset of the support is trivial. We use ...
Cited by 1 - Related articles - View as HTML - Get it from MIT Libraries - All 17 versions

Bringing “Honest Capital” to Poor Borrowers: The Passage of the US Uniform Small Loan Law, 1907–1930

Full text - MIT Libraries
BG Carruthers, TW Guinnane… - Journal of Interdisciplinary History, 2011 - MIT Press
The Uniform Small Loan Law (usll)—the primary tool of the Russell Sage Foundation (rsf)
intended to improve credit conditions for poor people in the United States during first
decades of the twentieth century—created a new class of lenders who could legally make ...
Cited by 2 - Related articles - All 3 versions

[PDF] A Grouped Mixed Proportional Hazard Model with Social Interactions: The Passage of the Motorcycle-Helmet-Use Law

[PDF] from umich.edu
J Lee… - 2011 - www-personal.umich.edu
Abstract We develop a mixed proportional hazard model in discrete time when there is cross-
sectional duration dependence from social interactions. We model the cross-sectional
dependence using the weighted lagged choices of neighbors based on a proper spatial ...
Related articles - View as HTML - Get it from MIT Libraries - All 2 versions

Hahn–Hausman test as a specification test

[PDF] from umich.edu
Y Lee… - Journal of Econometrics, 2011 - Elsevier
This paper develops a modified version of the Sargan [Sargan, JD, 1958. The estimation of
economic relationships using instrumental variables. Econometrica 26 (3), 393–415]
restrictions, and shows that it is numerically equivalent to the test statistic of Hahn and ...
Related articles - Get it from MIT Libraries - All 3 versions

Bringing “Honest Capital” to Poor Borrowers: The Passage of the US Uniform Small Loan Law

Full text - MIT Libraries
BG Carruthers, TW Guinnane… - Journal of Interdisciplinary …, 2012 - rpproxy.iii.com
1907–1930 Policymakers nearly everywhere continue to grapple with an age-old problem—
how to make credit available to poor and working people on terms that do not ruin
borrowers. In the period under study, this question, usually called the “smallloan” problem, ...
All 2 versions

[PDF] Grouped Mixed Proportional Hazard Models with Social Interactions

[PDF] from umich.edu
Y Lee - 2007 - www-personal.umich.edu
Abstract In this paper we develop mixed proportional hazard models in discrete time when
there is cross sectional duration dependence because of the social interactions. To capture
the cross sectional dependence, we use the lagged binary indicators of neighbors, which ...
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[PDF] Supplementary Appendix to\ Bias in Dynamic Panel Models under Time Series Misspecification

[PDF] from umich.edu
Y Lee - www-personal.umich.edu
T; t ($ vec Vi'tL $ U'i't $ d)', σ% $ M"#% as N, T $% jointly. Proof of Lemma B3 We first check
the generalized Lindeberg# Feller condition for joint (ie, double indexed) asymptotic
normality as in Theorem 2 of Phillips and Moon (1999). As discussed in Hahn and ...
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Income Polarization and Crime: A Generalized Index and Evidence from Panel Data

[PDF] from umich.edu
Y Lee… - 2011 - papers.ssrn.com
Abstract: The empirical evidence for a positive relationship between income inequality and
crime is mixed at best. This paper questions the use of standard income inequality measures
(eg, Gini coefficient) in this literature and makes the case that polarization of the income ...
Related articles - All 3 versions

[CITATION] What Aspect of the Income Distribution Matters in the Crime Model: Bipolarization Index and Its Inferences

Y Lee…
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[PDF] Grouped Mixed Proportional Hazard Models with Spatial Dependence

[PDF] from queensu.ca
Y Lee - 2005 - qed.econ.queensu.ca
Abstract In this paper we develop mixed proportional hazard models in discrete time when
there is cross sectional duration dependence. To capture the cross sectional dependence,
we use the lag of binary indicator weighted by the spatial weight matrix. We investigate the ...
Related articles - View as HTML - All 2 versions

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