• Title/Summary/Keyword: Panel Data

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A TEST FOR AUTOCORRELATION IN DYNAMIC PANEL DATA MODELS

  • Jung, Ho-Sung
    • Journal of the Korean Statistical Society
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    • v.34 no.4
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    • pp.367-375
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    • 2005
  • This paper presents an autocorrelation test that is applicable to dynamic panel data models with serially correlated errors. The residual-based GMM t-test is a significance test that is applied after estimating a dynamic model by using the instrumental variable (IV) method and is directly applicable to any other consistently estimated residuals. Monte Carlo simulations show that the t-test has considerably more power than the $m_2$ test or the Sargan test under both forms of serial correlation (i.e., AR(1) and MA(1)).

Development of the Integrated Monitoring System for Panel boards (분전반 통합 감시 시스템 개발)

  • Kim, Il-Kwon;Cho, Hyun-Kyung;Lee, Dong-Zoon
    • Proceedings of the KIEE Conference
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    • 2009.07a
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    • pp.347_348
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    • 2009
  • In this paper, we described the integrated monitoring system for low-voltage panel boards. This system consists of three parts, a panel board controller, an integrated monitoring unit and a remote PC. The panel board controller which was made of CT/PT unit, control unit and power supply is able to transmit variable parameter for monitoring and diagnosis of low voltage branch circuits. Also, the integrated monitoring unit was collected monitoring data from panel boards and displayed on the touch panel.

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A Study on the Patterns of Panel Attrition in the Korea Welfare Panel Study (한국복지패널 마모패턴 특성 및 패널 이탈 모형 추정 연구)

  • Park, Seung-Hwan
    • Asia-Pacific Journal of Business
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    • v.11 no.4
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    • pp.291-301
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    • 2020
  • Purpose - The purpose of this study was to investigate several household characteristics related to panel attrition, examining how they may have conditioned the panel data in the Korea Welfare Panel Study (KOWEPS). Design/methodology/approach - We studied the cause of the differences in household income between the original panel and the new panel in KOWEPS. Findings - To summarize our findings, whereas it is highly likely that a low-income household or a household without health insurance will remain in the panel, it is highly likely that a high-income household or a household of more than three members will be taken off the panel. Research implications or Originality - The proportion of low-income household tends to decrease over the years, which appears to result from an overall increase in household income. Such changes are reflected in the pattern in which older panels have higher estimates of household income than newer panels.

Estimation of Random Coefficient AR(1) Model for Panel Data

  • Son, Young-Sook
    • Journal of the Korean Statistical Society
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    • v.25 no.4
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    • pp.529-544
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    • 1996
  • This paper deals with the problem of estimating the autoregressive random coefficient of a first-order random coefficient autoregressive time series model applied to panel data of time series. The autoregressive random coefficients across individual units are assumed to be a random sample from a truncated normal distribution with the space (-1, 1) for stationarity. The estimates of random coefficients are obtained by an empirical Bayes procedure using the estimates of model parameters. Also, a Monte Carlo study is conducted to support the estimation procedure proposed in this paper. Finally, we apply our results to the economic panel data in Liu and Tiao(1980).

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Test of Homogeneity for Panel Bilinear Time Series Model (패널 중선형 시계열 모형의 동질성 검정)

  • Lee, ShinHyung;Kim, SunWoo;Lee, SungDuck
    • The Korean Journal of Applied Statistics
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    • v.26 no.3
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    • pp.521-529
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    • 2013
  • The acceptance of the test of the homogeneity for panel time series models allows for the pooling of the series to achieve parsimony. In this paper, we introduce a panel bilinear time series model as well as derive the stationary condition and the limiting distribution of the test statistic of the homogeneity test for the model. For the applications study, we use Korea Mumps data from January 2001 to December 2008. Finally, we perform test of homogeneity for the panel data with 8 independent bilinear time series.

The Effects of Operating and Design Conditions on the Performance of Radiant Heating Panel (복사 난방 패널의 공급유량 및 설계변수가 성능에 미치는 영향)

  • Lee, Tae Won;Kim, Ho Young
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.3 no.4
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    • pp.276-285
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    • 1991
  • The transient heat transfer characteristics in the radiant heating panel were predicted by numerical analysis. Thermal behaviors of panel, such as temperature distributions in panel and convective and radiative heat fluxes in panel surface with respect to time were obtained. Heating hours per day, rate of energy supplied and maximum temperature differences at panel surface were also compared for several important parameters. The performance and thermal comfort of heating panel were studied and compared for various operating and design conditions such as pipe pitch, pipe location, pipe diameter and flow rate of hot water for the purpose of producing useful data, which can be used for the test and decision of efficient operating condition of the conventional heating systems or the optimal design of the new panel heating systems.

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An Analysis of Response Pattern and Panel Attrition in KLIPS(Korean Labor and Income Panel Study)

  • Nam, Ki-Seong;Chun, Young-Min
    • The Korean Journal of Applied Statistics
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    • v.25 no.6
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    • pp.933-945
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    • 2012
  • In this paper we used the KLIPS(Korean Labor and Income Panel tudy) data that surveyed from 2006(wave 9) to 2009(wave 12). Other previous studies are concerned with the panel attrition in the early wave, but this study classifies the response pattern and investigates some factors that influence panel attrition when the panel tends to stabilize. It was revealed that panel attrition was influenced by relocation and housing type through the logit model. Besides it was appeared that panel attrition was affected by the monthly living expenses and the overall household income through the decision tree.

A Panel Study on the Effect of Obesity and the Chronic Diseases on the Health Care Expenditures (비만과 만성질환이 의료비에 미치는 효과에 대한 패널분석)

  • Kim, Sang-Hyun;Sakong, Jin
    • Health Policy and Management
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    • v.25 no.3
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    • pp.152-161
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    • 2015
  • We analyze the determinants of obesity and the chronic diseases using the Korea Health Panel data. Also we analyze the effect of obesity and the chronic diseases on the health care expenditures. Through this study, to reduce the health care expenditures, we suggest the policy implication that might curb the obesity and the chronic diseases. We estimate the determinants of obesity, the chronic diseases, and the health care expenditures using 2SLS (two stage least squares) estimation method under the simultaneous equations framework. Result says that obesity and chronic diseases significantly have positive effects on the health care expenditures. Also the determinants of the health care expenditures that have positive effects are age, income and health care utilization variables.

Inclusive Growth Analysis in Central Sulawesi, The Eastern Province of Indonesia 2015-2019

  • PRAKOSO, Andhika Dimas;AGUSTINA, Neli
    • Asian Journal of Business Environment
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    • v.12 no.2
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    • pp.1-12
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    • 2022
  • Purpose: This study aims to analyze the inclusive growth in Central Sulawesi Province, an eastern province of Indonesia, up to the districts/cities level. The inclusive growth is analyzed by using Ramos, Ranieri, and Lammens' index that has three indicators which are employment, poverty, and income inequality. Research design, data, and methodology: This study uses panel data of 13 districts/cities in Central Sulawesi Province from 2015 to 2019. The statistical regression used is the panel regression method to analyze the determinants of inclusive growth there. Results: The study found that the average inclusive growth of districts/cities in Central Sulawesi is increasing from the low-level in 2015 to mid-level in 2019. The panel's data regression using fixed effect model FGLS-SUR found Investment (GFCF), Road Infrastructure, HDI, and Processing Industry have a significant positive effect. Regional minimum wage (RMW) has a significant negative effect. Government Expenditure on Education and Health Function has no significant positive effect on inclusive growth. Conclusions: throughout the study period, gini coefficient and poverty rate is slowly decreasing, while employment to population ratio remains volatile in districts/cities of Central Sulawesi.

The Performance Evaluation of Public Municipal Hospitals: Data Envelopment Analysis and Panel Analysis (지방의료원의 성과분석: Data Envelopment Analysis와 패널분석)

  • Chung, Eun-Young;Seo, Young-Jun;Lee, Hae-Jong
    • Health Policy and Management
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    • v.25 no.4
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    • pp.295-306
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    • 2015
  • This study aims to examine the performance of public municipal hospitals through the analysis of data envelopment analysis, efficiency, profitability, and publicness by using panel data during period from 2006 to 2010. The main findings of the study are as follows. First, as a result of efficiency analysis during the period from 2006 to 2010, it was revealed that the number of staff by each job category, labor cost ratio, the number of operating beds need to be decreased. Second, the performance data represented by the indicators of efficiency, profitability and publicness were complementary and showed a tendency of being increased or decreased in same direction. Third, from the result of panel analysis, the efficiency was mainly influenced by the structural factors, while the profitability was influenced by managerial factors, and the publicness by medical environment. In conclusion, in order to enhance the performance of public municipal hospitals in Korea, it is important to harmonize the effort for efficiency, financial and policy support by central and local government, and the continuous participation of community residents.