Record Details

Dynamic Panel Data Model for Investment, Real Value and Capital Stock Data

Pakistan Journal of Statistics and Operation Research

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Field Value
 
Title Dynamic Panel Data Model for Investment, Real Value and Capital Stock Data
 
Creator Pasha, G. R.
Aslam, Muhammad
Abdullah, Muhammad
 
Description Panel data modeling is being used increasingly as a versatile tool to study various economic relationships. In such studies, sometimes, the dependent variable depends not only on the pure exogenous variables, but also on its own lag values. This intervention leads us to use dynamic panel data models. While using least squares dummy variable estimator, we show the attractive performance of such models as compared to that of simple panel data models. The choice of dynamic panel data model brings salient results in terms of lower standard error of regression, improvement in R2 and right specification of the model.
 
Publisher College of Statistical and Actuarial Sciences
 
Date 2007-01-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://www.pjsor.com/index.php/pjsor/article/view/71
10.18187/pjsor.v3i1.71
 
Source Pakistan Journal of Statistics and Operation Research; Vol 3. No. 1, Jan 2007; 13-17
2220-5810
1816-2711
 
Language eng
 
Relation http://www.pjsor.com/index.php/pjsor/article/view/71/49