Search results
- 1.0576216 - NHU-C 2024 CZ eng D - Thesis
Bělín, Matěj
Essays in applied econometrics.
Prague: Charles University, CERGE, 2023. 116 s.
R&D Projects: GA ČR(CZ) GA19-05523S
Institutional support: Cooperatio-COOP
Keywords : econometrics * networks * panel data
Subject RIV: AH - Economics
https://www.cerge-ei.cz/pdf/dissertations/Dissertation_Final_Belin_Matej.pdf
Permanent Link: https://hdl.handle.net/11104/0345800 - 2.0559340 - NHU-C 2023 RIV PL eng J - Journal Article
Mamonov, Mikhail - Parmeter, C. F. - Prokhorov, A.
Dependence modeling in stochastic frontier analysis.
Dependence Modeling. Roč. 10, č. 1 (2022), s. 123-144. ISSN 2300-2298
Institutional support: Cooperatio-COOP
Keywords : efficiency * productivity * panel data
OECD category: Applied Economics, Econometrics
Impact factor: 0.7, year: 2022
Method of publishing: Open access
https://doi.org/10.1515/demo-2022-0107
Permanent Link: https://hdl.handle.net/11104/0332670 - 3.0525509 - NHU-C 2021 CZ eng V - Research Report
Arkhangelsky, D. - Korovkin, Vasily
On policy evaluation with aggregate time-series shocks.
Prague: CERGE-EI, 2020. 54 s. CERGE-EI Working Paper Series, 657. ISSN 1211-3298
Institutional support: Progres-Q24
Keywords : continuous difference in differences * panel data * causal effects
OECD category: Applied Economics, Econometrics
https://www.cerge-ei.cz/pdf/wp/Wp657.pdf
Permanent Link: http://hdl.handle.net/11104/0309624 - 4.0525508 - NHÚ 2021 RIV CZ eng V - Research Report
Arkhangelsky, D. - Korovkin, Vasily
On policy evaluation with aggregate time-series shocks.
Prague: CERGE-EI, 2020. 54 s. CERGE-EI Working Paper Series, 657. ISSN 1211-3298
R&D Projects: GA ČR(CZ) GA19-25383S
Institutional support: RVO:67985998
Keywords : continuous difference in differences * panel data * causal effects
OECD category: Applied Economics, Econometrics
https://www.cerge-ei.cz/pdf/wp/Wp657.pdf
Permanent Link: http://hdl.handle.net/11104/0309623File Download Size Commentary Version Access cerge-ei_Wp657.pdf 1 911.2 KB Publisher’s postprint open-access - 5.0524854 - ÚI 2021 RIV CZ eng J - Journal Article
Pešta, M. - Peštová, Barbora - Maciak, M.
Changepoint Estimation for Dependent and Non-Stationary Panels.
Applications of Mathematics. Roč. 65, č. 3 (2020), s. 299-310. ISSN 0862-7940. E-ISSN 1572-9109
Grant - others:GA ČR(CZ) GJ18-01781Y
Institutional support: RVO:67985807
Keywords : panel data * changepoint * change in means * estimation * dependence * non-stationarity * call options * non-life insurance
OECD category: Statistics and probability
Impact factor: 0.881, year: 2020
Method of publishing: Open access with time embargo
Permanent Link: http://hdl.handle.net/11104/0309102File Download Size Commentary Version Access 0524854-a.pdf 6 178 KB Publisher’s postprint open-access - 6.0524844 - ÚI 2021 RIV US eng J - Journal Article
Maciak, M. - Pešta, M. - Peštová, Barbora
Changepoint in Dependent and Non-Stationary Panels.
Statistical Papers. Roč. 61, č. 4 (2020), s. 1385-1407. ISSN 0932-5026. E-ISSN 1613-9798
Institutional support: RVO:67985807
Keywords : Panel data * Changepoint * Dependence * Non-stationatity * Bootstrap * Call options * Insurance
OECD category: Statistics and probability
Impact factor: 2.234, year: 2020
Method of publishing: Limited access
http://dx.doi.org/10.1007/s00362-020-01180-6
Permanent Link: http://hdl.handle.net/11104/0309101 - 7.0524647 - NHU-C 2021 RIV NL eng J - Journal Article
Bělín, Matěj
Time-invariant regressors under fixed effects: simple identification via a proxy variable.
Economics Letters. Roč. 186, January (2020), č. článku 108799. ISSN 0165-1765. E-ISSN 1873-7374
Institutional support: Progres-Q24
Keywords : omitted variable bias * panel data * random effects
OECD category: Applied Economics, Econometrics
Impact factor: 2.097, year: 2020
Method of publishing: Limited access
https://doi.org/10.1016/j.econlet.2019.108799
Permanent Link: http://hdl.handle.net/11104/0308985 - 8.0494146 - ÚI 2019 RIV CZ eng J - Journal Article
Maciak, M. - Peštová, Barbora - Pešta, M.
Structural breaks in dependent, heteroscedastic, and extremal panel data.
Kybernetika. Roč. 54, č. 6 (2018), s. 1106-1121. ISSN 0023-5954
Grant - others:GA ČR(CZ) GJ18-00522Y; GA ČR(CZ) GJ18-01781Y
Institutional support: RVO:67985807
Keywords : panel data * dependence within panels * dependence between panels * changepoint * short panels * heteroscedasticity * ratio type statistics * consistency
OECD category: Statistics and probability
Impact factor: 0.560, year: 2018
Permanent Link: http://hdl.handle.net/11104/0287404 - 9.0493034 - NHÚ 2019 RIV CZ cze J - Journal Article
Hanousek, Jan - Shamshur, Anastasiya - Trešl, Jiří
Investiční rozhodování firem v korupčním prostředí ve střední a východní Evropě.
[Innovation decisions in uncertain business environments of CEE countries.]
Politická ekonomie. Roč. 66, č. 3 (2018), s. 287-301. ISSN 0032-3233. E-ISSN 0032-3233
R&D Projects: GA ČR(CZ) GA16-20451S
Institutional support: RVO:67985998
Keywords : corruption * firms * panel data
OECD category: Applied Economics, Econometrics
Impact factor: 0.341, year: 2018
Permanent Link: http://hdl.handle.net/11104/0286502 - 10.0492034 - ÚTIA 2019 RIV US eng J - Journal Article
Kočenda, Evžen - Poghosyan, K.
Export sophistication: A dynamic panel data approach.
Emerging Markets Finance and Trade. Roč. 54, č. 12 (2018), s. 2799-2814. ISSN 1540-496X. E-ISSN 1558-0938
R&D Projects: GA ČR GA16-09190S
Institutional support: RVO:67985556
Keywords : export sophistication * emerging and developing economies * dynamic panel data
OECD category: Applied Economics, Econometrics
Impact factor: 0.934, year: 2018
http://library.utia.cas.cz/separaty/2018/E/kocenda-0492034.pdf
Permanent Link: http://hdl.handle.net/11104/0285676