create a website

Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance. (2010). Winker, Peter ; Savin, Ivan.
In: Working Papers.
RePEc:com:wpaper:027.

Full description at Econpapers || Download paper

Cited: 7

Citations received by this document

Cites: 41

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. An Alternative Approach towards the Knowledge Production Function on a Regional Level - Applications for the USA and Russia. (2016). Perret, Jens K.
    In: Schumpeter Discussion Papers.
    RePEc:bwu:schdps:sdp16003.

    Full description at Econpapers || Download paper

  2. Regional knowledge production function analysis. (2015). Horvth, Mrton ; Varga, Attila.
    In: Chapters.
    RePEc:elg:eechap:14395_24.

    Full description at Econpapers || Download paper

  3. Labour Market Performance in OECD Countries: A Comprehensive Empirical Modelling Approach of Institutional Interdependencies. WWWforEurope Working Paper No. 7. (2013). Schleer, Frauke ; Sachs, Andreas.
    In: WIFO Studies.
    RePEc:wfo:wstudy:46851.

    Full description at Econpapers || Download paper

  4. A Comparative Study of the Lasso-type and Heuristic Model Selection Methods. (2013). Savin, Ivan.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:233:y:2014:i:4:p:526-549.

    Full description at Econpapers || Download paper

  5. Heuristic Optimization Methods for Dynamic Panel Data Model Selection: Application on the Russian Innovative Performance. (2012). Winker, Peter ; Savin, Ivan.
    In: Computational Economics.
    RePEc:kap:compec:v:39:y:2012:i:4:p:337-363.

    Full description at Econpapers || Download paper

  6. New Insights Into Optimal Control of Nonlinear Dynamic Econometric Models: Application of a Heuristic Approach. (2012). Savin, Ivan ; Blueschke, Dmitri ; Blueschke-Nikolaeva, V..
    In: Jena Economics Research Papers.
    RePEc:jrp:jrpwrp:2012-008.

    Full description at Econpapers || Download paper

  7. Heuristic Strategies in Finance – An Overview. (2010). Lyra, Marianna.
    In: Working Papers.
    RePEc:com:wpaper:045.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Alonso-Borrego, C. and M. Arellano (1999). Symmetrically normalized instrumental-variable estimation using panel data. Journal of Business and Economic Statistics 17(1), 36-49.

  2. Arellano, M. and S. Bond (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies 58(2), 277-297.

  3. Bacchiocchi, E. and F. Montobbio (2009). Knowledge diffusion from university and public research. a comparison between US, Japan and Europe using patent citations. Journal of Technology Transfer 34(2), 169-181.

  4. Bilbao-Osorio, B. and A. Rodriguez-Pose (2004). From R&D to innovation and economic growth in the EU. Growth and Change 35(4), 434-455.

  5. Blundell, R. and S. Bond (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics 87(1), 115-143.

  6. Blundell, R., R. Griffith and J. Van Reenen (1999). Market share, market value and innovation in a panel of British manufacturing firms. Review of Economic Studies 66, 529-554.

  7. Breiman, L. (2001). Statistical modelling: the two cultures. Statistical Science 16(3), 199-231.
    Paper not yet in RePEc: Add citation now
  8. Bucci, A. and C. P. Parello (2009). Horizontal innovation-based growth and product market competition. Economic Modelling 26(1-2), 2 13-22 1.

  9. Cainelli, G., R. Evangelista and M. Savona (2006). Innovation and economic performance in services: a firm-level analysis. Cambridge Journal of Economics 30(3), 435-458.

  10. Crescenzi, R., A. Rodriguez-Posa and M. Storper (2007). The territorial dynamics of innovation: a Europe-United States comparative analysis. Journal of Economic Geography 7(6), 673-709.

  11. Dueck, D. and T. Scheurer (1990). Threshold accepting: a general purpose algorithm appearing superior to simulated annealing. Journal of Computational Physics 90, 161-175.
    Paper not yet in RePEc: Add citation now
  12. Fernandez, C., E. Ley and M. Steel (2001). Model uncertainty in crosscountry growth regressions. Journal of Applied Econometrics 16, 563576.

  13. Fogel, D. B. (2006). Evolutionary Computation: Toward a New Philosophy of Machine Intelligence. Wiley-IEEE Press. Hoboken, NJ.
    Paper not yet in RePEc: Add citation now
  14. Forrest, J. E. (1991). Models of the process of technological innovation. Technology Analysis ~ Strategic Management 3(4), 439-453.
    Paper not yet in RePEc: Add citation now
  15. Funk, M. (2006). Business cycles and research investment. Applied Economics 38, 1775-1782.

  16. Gatu, C., E. J. Kontoghiorghes, M. Gilli and P. Winker (2008). An efficient branch-and-bound strategy for subset vector autoregressive model selection.

  17. Gilli, M. and P. Winker (2004). Applications of optimization heuristics to estimation and modelling problems. Computational Statistics ~ Data Analysis 47(2), 211-223.

  18. Hausman, J. A. and W. E. Taylor (1981). Panel data and unobservable individual effects. Econometrica 49(6), 1377-1398.

  19. Hendry, D. F. and H. M. Krolzig (2005). The properties of automatic GETS modelling. The Economic Journal 115(502), C32-C61.

  20. Holland, J.H. (1975). Adaptation in Natural and Artificial Systems. University of Michigan Press. Cambridge, MA.
    Paper not yet in RePEc: Add citation now
  21. Hsu, N.-J., H.-L. Hung and Y.-M. Chang (2007). Subset selction for vector autoregressive processes using lasso. Computational Statistics ~ Data Analysis 52(7), 3645-3657.
    Paper not yet in RePEc: Add citation now
  22. Jefferson, G., A. G. Z. Hu, X. Guan and X. Yu (2003). Ownership, performance, and innovation in China's large- and medium-size industrial enterprise sector. China Economic Review 14(1), 89-113.

  23. Kapetanios, G. (2007). Variable selection in regression models using nonstandard optimization of information criteria. Computational Statistics ~ Data Analysis 52(1), 4-15.

  24. Klotz, 5. (1997). Econometric models with spatial autocorrelation -an introductory survey. Jahrb'
    Paper not yet in RePEc: Add citation now
  25. Kozlov, K. and K. Yudaeva (2004). Imitations and innovations in a transition economy. Technical report. BOFIT. www.bof.fi/bofit/seminar/bofcefo5/innovations.pdf.
    Paper not yet in RePEc: Add citation now
  26. MacGarvie, M. (2001). The determinants of international knowledge diffusion as measured by patent citations. Economics Letters 87, 121-126.

  27. Merivate, E. J. and J. C. Pernias (2006). Innovation complementarity and scale of production. Journal of Industrial Economics 54(1), 1-29.

  28. Okui, R. (2009). The optimal choice of moments in dynamic panel data models. Journal of Econometrics 151 (1), 1-16.

  29. Opitz, P. and T. Sauer (1999). Strategic technology alliances: a way to innovative enterprises in Russia?. Post-Communist Economies 11(4), 487501.

  30. Penrose, R. (1956). On best approximate solutions of linear matrix equations. Proceedings of the Cambridge Philosophical Society 52(1), 17-19.
    Paper not yet in RePEc: Add citation now
  31. Perez-Amaral, T., G. M. Gallo and H. White (2003). A flexible tool for model building: The relevant transformation of the inputs network approach (RETINA). Oxford Bulletin of Economics and Statistics 65(1), 821-838.

  32. Porter, M. E. (2003). The economic performance of regions. Regional Studies 37(6-7), 549-578.
    Paper not yet in RePEc: Add citation now
  33. Rosenberg, N. R., R. Landau and D. C. Mowery (1992). Technology and the Wealth of Nations. Stanford University Press. Stanford, CA.
    Paper not yet in RePEc: Add citation now
  34. S
    Paper not yet in RePEc: Add citation now
  35. Savin, I. and P. Winker (2009). Forecasting Russian foreign trade comparative advantages in the context of a potential WTO accession. Central European Journal of Economic Modelling and Econometrics 1(2), 111138.

  36. Schumpeter, J. A. (1943). Capitalism, Socialism and Democracy. Allen Unwin. London.
    Paper not yet in RePEc: Add citation now
  37. Sin, C.-Y. and H. White (1996). Information criteria for selecting possibly misspecified parametric models. Journal of Econometrics 71(1-2), 207225.

  38. Tytell, I. and K. Yudaeva (2006). The role of FDI in Eastern Europe and New Independent States. Technical report. Centro Studi Luca d'Agliano Development Studies Working Paper No. 217. Milan.

  39. Winker, P. (1999). Causes and effects of financing constraints at the firm level: Some microeconometric evidence. Small Business Economics 12, 169-181.

  40. Winker, P. (2001). Optimization Heuristics in Econometrics: Applications of Threshold Accepting. Wiley. Chichester.
    Paper not yet in RePEc: Add citation now
  41. Winker, P. and D. Maringer (2004). Optimal lag structure selection in VAR and VEC models. In: New Directions in Macromodelling (A. Welfe, Ed.). pp. 213-234. Elsevier. Amsterdam.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Financial Inclusion, Human Capital Development and Economic Growth in Africa: An Examination of the Transmission Channel. (2024). Domeher, Daniel ; Poku, Kwasi ; Opoku, Emmanuel.
    In: SAGE Open.
    RePEc:sae:sagope:v:14:y:2024:i:3:p:21582440241271285.

    Full description at Econpapers || Download paper

  2. Banking Competition in Africa: Sub-regional Comparative Studies. (2013). Hall, Stephen.
    In: Discussion Papers in Economics.
    RePEc:lec:leecon:13/12.

    Full description at Econpapers || Download paper

  3. Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance. (2010). Winker, Peter ; Savin, Ivan.
    In: Working Papers.
    RePEc:com:wpaper:027.

    Full description at Econpapers || Download paper

  4. Natural disasters and growth - going beyond the averages. (2009). Rigolini, Iamele ; Olaberria, Eduardo ; Loayza, Norman ; Christiaensen, Luc.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4980.

    Full description at Econpapers || Download paper

  5. Does higher openness cause more real exchange rate volatility ?. (2009). Kubota, Megumi ; Calderon, Cesar.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4896.

    Full description at Econpapers || Download paper

  6. Qualité institutionnelle et performance économique : cas des télécommunications dans les pays en voie de développement. (2009). Recuero Virto, Laura ; GASMI, Farid ; Belaid, Rabah .
    In: MPRA Paper.
    RePEc:pra:mprapa:12889.

    Full description at Econpapers || Download paper

  7. Equity Financing and Innovation: is Europe different from the United States?. (2009). Martinsson, Gustav.
    In: Working Paper Series in Economics and Institutions of Innovation.
    RePEc:hhs:cesisp:0192.

    Full description at Econpapers || Download paper

  8. Underidentification? (Resumen). (2009). Sentana, Enrique ; Hansen, Lars ; Arellano, Manuel.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2009_0905.

    Full description at Econpapers || Download paper

  9. The econometrics of finance and growth. (2008). Beck, Thorsten.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4608.

    Full description at Econpapers || Download paper

  10. International Integration and Regional Development in China. (2008). Gries, Thomas ; Redlin, Margarete.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:rp2008-66.

    Full description at Econpapers || Download paper

  11. Earnings Management and Contest to the Control: An Analysis of European Family Firms. (2008). López-Iturriaga, Félix ; Jara Bertin, Mauricio ; Jara-Bertin, Mauricio ; Lopez-Iturriaga, Felix J..
    In: MPRA Paper.
    RePEc:pra:mprapa:9660.

    Full description at Econpapers || Download paper

  12. The Impact of a Common Currency on East Asian Production Networks and China’s Exports Behavior. (2008). Rahman, Mizanur.
    In: MPRA Paper.
    RePEc:pra:mprapa:13931.

    Full description at Econpapers || Download paper

  13. Labour Market Adjustments to Exchange Rate Fluctuations: Evidence from Canadian Manufacturing Industries. (2007). Leung, Danny ; Yuen, Terence .
    In: Open Economies Review.
    RePEc:kap:openec:v:18:y:2007:i:2:p:177-189.

    Full description at Econpapers || Download paper

  14. Banking sector openness and economic growth. (2006). Wang, Yan ; Bayraktar, Nihal.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4019.

    Full description at Econpapers || Download paper

  15. Model-based Clustering of non-Gaussian Panel Data. (2006). Steel, Mark ; Juárez, Miguel.
    In: MPRA Paper.
    RePEc:pra:mprapa:880.

    Full description at Econpapers || Download paper

  16. Private investment and financial development in a globalized world. (2006). Huang, Yongfu.
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:06/589.

    Full description at Econpapers || Download paper

  17. Openness can be good for growth : the role of policy complementarities. (2005). Loayza, Norman ; Chang, Roberto ; Kaltani, Linda.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:3763.

    Full description at Econpapers || Download paper

  18. Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models. (2005). Kiviet, Jan.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050112.

    Full description at Econpapers || Download paper

  19. Openness Can be Good for Growth: The Role of Policy Complementarities. (2005). Loayza, Norman ; Chang, Roberto ; Kaltani, Linda.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11787.

    Full description at Econpapers || Download paper

  20. Openness can be good for Growth: The Role of Policy Complementarities. (2005). Loayza, Norman ; Chang, Roberto ; Kaltani, Linda.
    In: DEGIT Conference Papers.
    RePEc:deg:conpap:c010_021.

    Full description at Econpapers || Download paper

  21. Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects. (2005). Kuersteiner, Guido ; Hausman, Jerry ; Hahn, Jinyong.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-024.

    Full description at Econpapers || Download paper

  22. The bank lending channel in Chile. (2005). Alfaro, Rodrigo ; Franken, Helmut ; Garcia, Carlos ; Jara, Alejandro.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:22-08.

    Full description at Econpapers || Download paper

  23. Do Exchange Rates Affect the Capital-Labour Ratio? Panel Evidence from Canadian Manufacturing Industries. (2005). Leung, Danny ; Yuen, Terence .
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-12.

    Full description at Econpapers || Download paper

  24. Wealth, financial intermediation and growth. (2004). Ranciere, Romain ; Gaytan, Alejandro .
    In: Economics Working Papers.
    RePEc:upf:upfgen:851.

    Full description at Econpapers || Download paper

  25. Health and Wealth of Elderly Couples: Causality Tests Using Dynamic Panel Data Models. (2004). .
    In: Working Papers.
    RePEc:ran:wpaper:191.

    Full description at Econpapers || Download paper

  26. Health and Wealth of Elderly Couples: Causality Tests Using Dynamic Panel Data Models. (2004). van soest, arthur ; Michaud, Pierre-Carl.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1312.

    Full description at Econpapers || Download paper

  27. A REASSESSMENT OF THE RELATIONSHIP BETWEEN INEQUALITY AND GROWTH: WHAT HUMAN CAPITAL INEQUALITY DATA SAY?. (2004). Castello-Climent, Amparo.
    In: Working Papers. Serie EC.
    RePEc:ivi:wpasec:2004-15.

    Full description at Econpapers || Download paper

  28. Trade Liberalization, Exchange Rate Changes, and Tax Revenue in Sub-Saharan Africa. (2004). Agbeyegbe, Temisan ; Stotsky, Janet G. ; Woldemariam, Asegedech.
    In: Economics Working Paper Archive at Hunter College.
    RePEc:htr:hcecon:403.

    Full description at Econpapers || Download paper

  29. Normalization in econometrics. (2004). Zha, Tao ; Waggoner, Daniel ; Hamilton, James.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2004-13.

    Full description at Econpapers || Download paper

  30. Determinants of Productivity per Employee: an Empirical Estimation Using Panel Data. (2004). Lecat, Rémy ; Belorgey, N. ; Maury, P-M., .
    In: Working papers.
    RePEc:bfr:banfra:110.

    Full description at Econpapers || Download paper

  31. Entrepreneurship and Economic Growth: The Proof Is in the Productivity. (2003). Kao, Chihwa ; Holtz-Eakin, Douglas.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:50.

    Full description at Econpapers || Download paper

  32. Individual heterogeneity and censoring in panel data estimates of tobacco expenditure. (2003). Labeaga, Jose ; Jones, Andrew.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:18:y:2003:i:2:p:157-177.

    Full description at Econpapers || Download paper

  33. Modelling Optimal Instrumental Variables for Dynamic Panel Data Models. (2003). Arellano, Manuel.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2003_0310.

    Full description at Econpapers || Download paper

  34. International Financial Integration and Economic Growth. (2002). Slok, Torsten ; Ricci, Luca ; Levine, Ross ; Edison, Hali.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9164.

    Full description at Econpapers || Download paper

  35. Stock Markets, Banks, and Growth: Panel Evidence. (2002). Levine, Ross ; Beck, Thorsten.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9082.

    Full description at Econpapers || Download paper

  36. La dinámica de los márgenes en España. Una primera aproximación con datos agregados. (2002). Lopez-Salido, David ; Velilla, Pilar.
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:26:y:2002:i:1:p:59-85.

    Full description at Econpapers || Download paper

  37. The Economic Effects of Unions in Latin America: Their Impact on Wages and the Economic Performance of Firms in Uruguay. (2002). Labadie, Gaston ; Cassoni, Adriana ; Gaston J. Labadie Author-X-Name_First: Gaston J. A, ; Gabriela Fachola Author-X-Name_First: Gabriela Aut, ; Adriana Cassoni Author-X-Name_First: Adriana Autho, .
    In: Research Department Publications.
    RePEc:idb:wpaper:3159.

    Full description at Econpapers || Download paper

  38. Financial Development, Financial Fragility, and Growth. (2002). Ranciere, Romain ; Loayza, Norman.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_684.

    Full description at Econpapers || Download paper

  39. Stock markets, banks, and growth : correlation or causality?. (2001). Levine, Ross ; Beck, Thorsten.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2670.

    Full description at Econpapers || Download paper

  40. The impact of unions on the economic performance of firms. (2001). Labadie, Gaston ; Cassoni, Adriana ; Fachola, G..
    In: Documentos de Trabajo (working papers).
    RePEc:ude:wpaper:1501.

    Full description at Econpapers || Download paper

  41. GMM Estimation of Empirical Growth Models. (2001). Temple, Jonathan ; Hoeffler, Anke ; Bond, Stephen.
    In: Economics Papers.
    RePEc:nuf:econwp:0121.

    Full description at Econpapers || Download paper

  42. Volumen y calidad de la infraestructura y la distribución del ingreso: investigación empírica. (2001). Chong, Alberto ; Calderon, Cesar.
    In: Research Department Publications.
    RePEc:idb:wpaper:4264.

    Full description at Econpapers || Download paper

  43. Volume and Quality of Infrastructure and the Distribution of Income: An Empirical Investigation. (2001). Chong, Alberto ; Calderon, Cesar.
    In: Research Department Publications.
    RePEc:idb:wpaper:4263.

    Full description at Econpapers || Download paper

  44. GMM Estimation of Empirical Growth Models. (2001). Temple, Jonathan ; Hoeffler, Anke ; Bond, Stephen R.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3048.

    Full description at Econpapers || Download paper

  45. Determinants of current account deficits in developing countries. (2000). Loayza, Norman ; Chong, Alberto ; Calderon, Cesar.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2398.

    Full description at Econpapers || Download paper

  46. What drives private saving around the world?. (2000). Servén, Luis ; Schmidt-Hebbel, Klaus ; Loayza, Norman.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2309.

    Full description at Econpapers || Download paper

  47. Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey. (2000). Kao, Chihwa ; Baltagi, Badi.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:16.

    Full description at Econpapers || Download paper

  48. Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration. (2000). Pesaran, Mohammad ; Binder, Michael ; Hsaio, C..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0003.

    Full description at Econpapers || Download paper

  49. Financial intermediation and growth : Causality and causes. (1999). Loayza, Norman ; Levine, Ross ; Beck, Thorsten.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2059.

    Full description at Econpapers || Download paper

  50. Finance and the sources of growth. (1999). Loayza, Norman ; Levine, Ross ; Beck, Thorsten.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2057.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2026-06-08 00:27:16 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated May, 3 2024. Contact: Jose Manuel Barrueco.