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文章基本信息

  • 标题:A time varying coefficient model for panel data: Foreign Direct Investment in European OECD countries
  • 作者:Petr Mariel ; Susan Orbe y Carlos Rodríguez
  • 期刊名称:Biltoki
  • 出版年度:2007
  • 期号:03
  • 出版社:Universidad del País Vasco
  • 摘要:

    The present article reexamines some of the issues regarding the Knowledge-Capital Model that encompasses both horizontal and vertical Foreign Direct Investment described in detail in the literature. The empirical support for this model is however a mixture. This article proposes a new way of estimating coefficients by allowing them to vary over time. The estimation results obtained using data from fourteen European countries for the period from 1982 to 2004 confirm that these coefficients cannot be considered constant over time and that the vertical component of the Knowledge-Capital Model is relevant even in the context of European countries with relatively similar endowments.

  • 关键词:Foreign Direct Investment; Time-varying coefficients
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