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Vienna University of Economics and Business Research Group: Growth and Employment in Europe: Sustainability and Competitiveness
Some Current Issues in the Statistical Analysis of Spillovers
Daniela Gumprecht, Nicole Gumprecht and Werner G. Müller ()
Additional contact information
Daniela Gumprecht: Department of Statistics and Decision Support Systems, University of Vienna
Nicole Gumprecht: Department of Statistics and Decision Support Systems, University of Vienna
Werner G. Müller: Department of Statistics; Vienna University of Economics & B.A.
Abstract: Spillover phenomena are usually statistically estimated on the basis of regional and temporal panel data. In this paper we review and investigate exploratory and confirmatory statistical panel data techniques. We illustrate the methods by calculations in the stetting of the well known Research and Development Spillover study by Coe and Helpman (1995). It will be demonstrated that alternative estimation techniques that are well compatible with the data can lead to opposite conclusions.
Keywords: Panel data; fixed effects; random coefficients; DOLS; R&D spillover
JEL-codes: C33 August 2003
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