Ajay Massand

5 Questions 7 Answers 0 Followers

Questions related from Ajay Massand

Is GMM or ARDL better for Panel data?

I have a panel data N = 25, T = 20, some variables are I(0) and some I(1), problem endogeneity, which model fits?

19 January 2016 4,646 20 View

What is the meaning of "Heteroskedasticity-corrected Standard Error"?

I have come across few Research Papers, where authors have mentioned, " We report heteroskedasticity corrected standard error or Standard errors are corrected for heteroskedasticity. I know what...

16 August 2015 2,968 9 View

Is it important to run Stationarity (Unit root) test for Panel data ?

Panel data in nominal form - Unit root test is required?

04 February 2015 6,810 9 View

Is the Claessen et. al. model the best in order to find out the impact of foreign banks on domestic banks?

I have gone through many research papers, I found that Claessen et. al. is followed most of the time. Though Claessen et. al. model was used for cross-national studies, in single country studies...

23 November 2014 3,626 4 View

When applying a panel data model for determining influencing factors, is it important to choose effect as fixed or random?

I have applied random effect model on the panel data to determine influencing factors on foreign bank entry (24 cross nations and 21 years) after testing for Hausman test. I am getting all the...

25 October 2014 3,311 6 View