Robust linear static panel data models using<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="mml166" display="inline" overflow="scroll" altimg="si85.gif"><mml:mi>ε</mml:mi></mml:math>-contamination

Baltagi, Badi H.; Bresson, Georges; Chaturvedi, Anoop; Lacroix, Guy

doi:10.1016/j.jeconom.2017.07.002

Cited by 12 publications

(8 citation statements)

References 43 publications

(27 reference statements)

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“…The alternative strategy is to use a random effect to address this shortcoming, where s i is used to account for the random factors. Unfortunately, the approach has the disadvantage [32,[34][35][36] of assuming that:…”

Section: Econometric Modellingmentioning

confidence: 99%

“…Thus, it was imperative to assess our results against other specifications. To validate the results, the Hausman-Taylor statistical procedure for correcting endogeneity, which is widely used in empirical research [36,37,41], was implemented; the results are presented in Table 5. Table 5 reports the transitory and persistent effects of ICT on the environment in Africa using the Hausman-Taylor correction.…”

Section: Addressing Potential Problem Of Endogeneity and Cross-panel Correlationmentioning

confidence: 99%

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Decomposing the Persistent and Transitory Effect of Information and Communication Technology on Environmental Impacts Assessment in Africa: Evidence from Mundlak Specification

Shobande

2021

Sustainability

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This study examines the persistent and transitory effects of information and communication technology (ICT) on the environmental impact assessment in Africa. The applied advanced econometrics is based on both the Mundlak and Hausman–Taylor methodology for correcting endogeneity and the feasible generalized least squares (FGLS) method to identify any potential cross-panel correlation. The empirical evidence suggests that an increase in ICT (Internet penetration) has a positive transitory effect on the environment. On the contrary, an increase in ICT has a negative persistent effect on the environment. This implies that a temporary change in ICT usage increases carbon emissions, whereas ICT use can reduce carbon emissions in the long run. In addition, this study identified mediums through which ICT can affect the environment, such as energy consumption. Therefore, this study recommends continuous investment in ICT infrastructure and education on the importance of practicing environmentally sustainable practices. Similarly, energy conservation is critical because use of the Internet appears to indirectly increase energy usage by increasing the overall productivity of the economy, which may subsequently degrade the environment.

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Section: Econometric Modellingmentioning

confidence: 99%

Section: Addressing Potential Problem Of Endogeneity and Cross-panel Correlationmentioning

confidence: 99%

Decomposing the Persistent and Transitory Effect of Information and Communication Technology on Environmental Impacts Assessment in Africa: Evidence from Mundlak Specification

Shobande

2021

Sustainability

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“…It is worth noting that this study estimates a micro panel, that is, large N (15) and small T (10). Given the nature of the panel, issues surrounding panel unit root tests and panel cointegration do not come into play (Baltagi, Bresson, Chaturvedi, & Lacroix, 2018)therefore, no unit root and cointegration tests were conducted; however, the following diagnostic tests were run.…”

Section: Diagnostic Testsmentioning

confidence: 99%

Institutional Quality and Economic Performance in the Southern African Development Community (SADC) Region: A Dynamic Panel Analysis

Malindini

2021

AJGD

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The quality of institutions has increasingly become a key determinant of economic performance. This confirms a paradigm shift from the conventional macroeconomic determinants to governance as the crucial determining factor of economic performance, particularly in developing countries where economic growth is stagnant or moving at a meagre rate. With the aid of macroeconomic and governance data, this paper reports on an empirical analysis performed to quantify the impact of institutional quality on economic performance in Southern African economies over the period 2009-2019 by employing Generalized Method of Moments (GMM) technique with fixed effects. The empirical results indicate a negative and statistically significant coefficient for the governance index, inflation, and natural resources towards GDP growth. In contrast, trade openness, financial development, and domestic investment have positive and statistically significant coefficients. Based on the composite governance index, these results suggest that a weak institutional environment that aggravates corruption levels causes instability while also stimulating rent-seeking behaviour, which ultimately stifles economic performance in the region. Therefore, to attain inclusive and sustainable economic growth rates, the regional authorities should strengthen the law and enforce the rules.

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“…Chalfin and McCrary (2017) for a recent survey). Many empirical analyses have used panel data either at the state (Cornwell and Trumbull, 1994;Baltagi, 2006;Baltagi et al, 2018) or at the individual level (Bhuller et al, 2019). The vast majority of the published papers focus on the situation in the U.S.…”

Section: An Application To Crime Recidivism In Canadamentioning

confidence: 99%

Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada

2020

Self Cite

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The purpose of the Working Papers is to disseminate the results of research conducted by CIRANO research members in order to solicit exchanges and comments. These reports are written in the style of scientific publications. The ideas and opinions expressed in these documents are solely those of the authors.Les cahiers de la série scientifique visent à rendre accessibles les résultats des recherches effectuées par des chercheurs membres du CIRANO afin de susciter échanges et commentaires. Ces cahiers sont rédigés dans le style des publications scientifiques et n'engagent que leurs auteurs.CIRANO is a private non-profit organization incorporated under the Quebec Companies Act. Its infrastructure and research activities are funded through fees paid by member organizations, an infrastructure grant from the government of Quebec, and grants and research mandates obtained by its research teams. Le CIRANO est un organisme sans but lucratif constitué en vertu de la Loi des compagnies duQuébec. Le financement de son infrastructure et de ses activités de recherche provient des cotisations de ses organisations-membres, d'une subvention d'infrastructure du gouvernement du Québec, de même que des subventions et mandats obtenus par ses équipes de recherche. CIRANO Partners -Les partenaires du CIRANO Corporate Partners -Partenaires corporatifs Autorité des marchés financiers Bank of Canada Bell Canada BMO Financial Group Business Development Bank of Canada Caisse de dépôt et placement du Québec

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Robust linear static panel data models usingε-contamination

Cited by 12 publications

References 43 publications

Decomposing the Persistent and Transitory Effect of Information and Communication Technology on Environmental Impacts Assessment in Africa: Evidence from Mundlak Specification

Decomposing the Persistent and Transitory Effect of Information and Communication Technology on Environmental Impacts Assessment in Africa: Evidence from Mundlak Specification

Institutional Quality and Economic Performance in the Southern African Development Community (SADC) Region: A Dynamic Panel Analysis

Bayesian panel quantile regression for binary outcomes with correlated random effects: an application on crime recidivism in Canada

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