Have a personal or library account? Click to login
Some Generalized Estimating Equations Models Based on Causality Tests for Investigation of The Economic Growth of The Country Groups Cover

Some Generalized Estimating Equations Models Based on Causality Tests for Investigation of The Economic Growth of The Country Groups

By: Harun Yonar and  Neslihan İyit  
Open Access
|Sep 2021

References

  1. [1] Acion C. L., Criteria for generalized linear model selection based on Kullback’s symmetric divergence, Ph.D (Doctor of Philosophy) Thesis, University of Iowa, 2011.
  2. [2] Ahmad J., Harnhirun S., Cointegration and causality between exports and economic growth: evidence from the ASEAN countries, The Canadian Journal of Economics/Revue canadienne d’Economique, 29, S413 S416, 1996.10.2307/136078
  3. [3] Alguacil M. T., Cuadros A., Orts V., Foreign direct investment, exports and domestic performance in Mexico: a causality analysis, Economics Letters, 77 (3), 371-376, 2002.10.1016/S0165-1765(02)00150-7
  4. [4] Awokuse T. O., Yang J., The informational role of commodity prices in formulating monetary policy: a reexamination, Economics Letters, 79 (2), 219-224, 2003.10.1016/S0165-1765(02)00331-2
  5. [5] Blough D. K., Madden C. W., Hornbrook M. C., Modeling risk using generalized linear models, Journal of Health Economics, 18 (2), 153-171, 1999.10.1016/S0167-6296(98)00032-0
  6. [6] Chávez J. P., Gürbüz B., Pinto C. M., The effect of aggressive chemotherapy in a model for HIV/AIDS cancer dynamics, Communications in Nonlinear Science and Numerical Simulation, 75, 109-120, 2019.10.1016/j.cnsns.2019.03.021
  7. [7] Diggle P., Liang K., Zeger S., Analysis of Longitudinal Data, Oxford Statistical science Series 13. Clarendon Press, Oxford. 1994.
  8. [8] Dritsaki M., Dritsaki C., Adamopoulos A., A causal relationship between trade, foreign direct investment and economic growth for Greece, American Journal of Applied Sciences, 1 (3), 230-235, 2004.10.3844/ajassp.2004.230.235
  9. [9] Dritsakis N., Stamatiou P., Foreign Direct Investments, Exports, Unemployment and Economic Growth in the New EU Members A Panel Data Approach, Economia Internazionale/International Economics, 70 (4), 443-468, 2017.
  10. [10] Fitzmaurice G. M., Laird N. M., Ware J.H., Applied Longitudinal Analysis, Vol. 998: John Wiley & Sons, 2012.10.1002/9781119513469
  11. [11] Fitzmaurice G., Davidian M., Verbeke G., Molenberghs G., Longitudinal Data Analysis: CRC Press, 2008.10.1201/9781420011579
  12. [12] Fitzmaurice G., Molenberghs G., Advances in longitudinal data analysis: an historical perspective, Longitudinal Data Analysis, 3-30, 2009.10.1201/9781420011579.pt1
  13. [13] Geert M., Geert V., Models for discrete longitudinal data. New York: Springer, 2005.
  14. [14] Gotway C. A., Stroup W. W., A generalized linear model approach to spatial data analysis and prediction. Journal of Agricultural, Biological, and Environmental Statistics, 157-178, 1997.10.2307/1400401
  15. [15] Granger C. W., Investigating causal relations by econometric models and cross spectral methods, Econometrica: Journal of the Econometric Society, 424-438, 1969.10.2307/1912791
  16. [16] Gujarati D. N., Temel Ekonometri (Çev. Ümit Şenesen, Gülay Günlük Şenesen), Birinci Basım, İstanbul: Literatür Yayınları, 1999.
  17. [17] Hardin J. W., Hilbe J. M., Generalized Estimating Equations: Chapman and Hall/CRC, 2002.10.1201/9781420035285
  18. [18] Hedeker D., Gibbons R. D., Longitudinal Data Analysis, Vol. 451: John Wiley & Sons, 2006.
  19. [19] Hin L. Y., Wang Y. G., Working correlation structure identification in generalized estimating equations, Statistics in Medicine, 28 (4), 642-658, 2009.10.1002/sim.3489
  20. [20] Hsiao F. S., Hsiao M. C. W., FDI, exports, and GDP in East and Southeast Asia Panel data versus time series causality analyses, Journal of Asian Economics, 17 (6), 1082-1106, 2006.10.1016/j.asieco.2006.09.011
  21. [21] Hutchings C. B., Knight S., Reading J. C., The use of generalized estimating equations in the analysis of motor vehicle crash data, Accident Analysis & Prevention, 35 (1), 3-8, 2003.10.1016/S0001-4575(01)00081-1
  22. [22] Hyun H. J., Quality of institutions and foreign direct investment in developing countries: Causality tests for cross country panels, Journal of Business Economics and Management, 7 (3), 103-110, 2006.10.3846/16111699.2006.9636130
  23. [23] İyit, N., Yonar, H., and Genç, A., Generalized linear models for European Union countries energy data, Acta Physica Polonica, A, 130, 1, 397-400, 2016.10.12693/APhysPolA.130.397
  24. [24] Kendall M. G., The Advanced Theory of Statistics: Inference and Relationship, Vol. 2: Charles Griffin, 1961.
  25. [25] Kónya L., Exports and growth: Granger causality analysis on OECD countries with a panel data approach, Economic Modelling, 23 (6), 978-992, 2006.10.1016/j.econmod.2006.04.008
  26. [26] L. Stata Corp, Stata Data Analysis and Statistical Software, Special Edition Release, 10, 733, 2007.
  27. [27] Lee C. C., Chang C. P., FDI, financial development, and economic growth: international evidence, Journal of Applied Economics, 12 (2), 249-271, 2009.10.1016/S1514-0326(09)60015-5
  28. [28] Liang K. Y., Zeger S. L., Longitudinal data analysis using generalized linear models, Biometrika, 73 (1), 13-22, 1986.10.1093/biomet/73.1.13
  29. [29] Lipsitz S. R., Fitzmaurice G. M., Orav E. J., Laird N. M., Performance of generalized estimating equations in practical situations, Biometrics, 270-278, 1994.10.2307/2533218
  30. [30] Lord D., Guikema S. D., Geedipally S. R., Application of the Conway–Maxwell– Poisson generalized linear model for analyzing motor vehicle crashes, Accident Analysis & Prevention, 40 (3), 1123-1134, 2008.10.1016/j.aap.2007.12.00318460381
  31. [31] Lord D., Persaud B., Accident prediction models with and without trend: application of the generalized estimating equations procedure, Transportation Research Record: Journal of the Transportation Research Board, (1717), 102-108, 2000.
  32. [32] Narayan P. K., Prasad A., Electricity consumption–real GDP causality nexus: Evidence from a bootstrapped causality test for 30 OECD countries, Energy Policy, 36 (2), 910-918, 2008.10.1016/j.enpol.2007.10.017
  33. [33] Narayan P. K., Smyth R., Electricity consumption, employment and real income in Australia evidence from multivariate Granger causality tests, Energy Policy, 33 (9), 1109-1116, 2005.10.1016/j.enpol.2003.11.010
  34. [34] Nelder J. A., Wedderburn R. W., Generalized linear models, Journal of the Royal Statistical Society: Series A (General), 135 (3), 370-384, 1972.10.2307/2344614
  35. [35] Özaltın Ö., İyit N., Modelling the US diabetes mortality rates via generalized linear model with the Tweedie distribution, International Journal of Science and Research (IJSR), 7(2), 1326-1334, 2018.
  36. [36] Özmen, A., Weber, G. W., Batmaz, İ., Kropat, E., RCMARS: Robustification of CMARS with different scenarios under polyhedral uncertainty set, Communications in Nonlinear Science and Numerical Simulation, 16, 12, 4780-4787, 2011.10.1016/j.cnsns.2011.04.001
  37. [37] Pan W., Akaike’s information criterion in generalized estimating equations, Biometrics, 57 (1), 120-125, 2001.10.1111/j.0006-341X.2001.00120.x11252586
  38. [38] Pan W., Connett J. E., Selecting the working correlation structure in generalized estimating equations with application to the lung health study, Statistica Sinica, 475-490, 2002.
  39. [39] Ryan L., The use of generalized estimating equations for risk assessment in developmental toxicity, Risk Analysis, 12 (3), 439-447, 1992.10.1111/j.1539-6924.1992.tb00696.x1410710
  40. [40] Sarul L. S., Balaban M. E., Premium Pricing and Risk Assessment for Claim Amounts Based On Generalized Linear Models (GLM), Dumlupinar University Journal of Social Science/Dumlupinar Üniversitesi Sosyal Bilimler Dergisi, 2014.
  41. [41] Seidel V., Gürbüz B., Großkreutz C., Vortel M., Borde T., Rancourt R. C., David M., The influence of migration on women’s use of different aspects of maternity care in the German health care system: Secondary analysis of a comparative prospective study with the Migrant Friendly Maternity Care Questionnaire (MFMCQ), Birth, 47(1), 39-48, 2020.10.1111/birt.1247631854011
  42. [42] Shan J., Tian G. G., Causality between exports and economic growth: the empirical evidence from Shanghai, Australian Economic Papers, 7 (2), 195-202, 1998.10.1111/1467-8454.00015
  43. [43] Shen C. W., Chen Y. H., Model selection for generalized estimating equations accommodating dropout missingness, Biometrics, 68 (4), 1046-1054, 2012.10.1111/j.1541-0420.2012.01758.x
  44. [44] Soytas U., Sari R., Energy consumption and GDP: causality relationship in G-7 countries and emerging markets, Energy Economics, 25 (1), 33-37, 2003.10.1016/S0140-9883(02)00009-9
  45. [45] Taylan P., Weber G. W., Beck A., New approaches to regression by generalized additive models and continuous optimization for modern applications in finance, science and technology, Optimization, 56(5-6), 675-698, 2007.10.1080/02331930701618740
  46. [46] Taylan P., Weber G. W., New approaches to regression in financial mathematics by additive models, Вычислительные технологии, 12(2), 2007.
  47. [47] Toda H. Y., Yamamoto T., Statistical inference in vector autoregressions with possibly integrated processes, Journal of Econometrics, 66 (1-2), 225-250, 1995.10.1016/0304-4076(94)01616-8
  48. [48] Twisk J. W., Longitudinal data analysis. A comparison between generalized estimating equations and random coefficient analysis, European Journal of Epidemiology, 19 (8), 769-776, 2004.10.1023/B:EJEP.0000036572.00663.f2
  49. [49] Wang M., Long Q., Modified robust variance estimator for generalized estimating equations with improved small sample performance, Statistics in Medicine, 30 (11), 1278-1291, 2011.10.1002/sim.415021538453
  50. [50] Weber G. W., Batmaz İ., Köksal G., Taylan P., Yerlikaya Özkurt, F., CMARS: a new contribution to nonparametric regression with multivariate adaptive regression splines supported by continuous optimization, Inverse Problems in Science and Engineering, 20 (3), 71-400, 2012.10.1080/17415977.2011.624770
  51. [51] Weber G. W., Çavuşoğlu Z., Özmen A., Predicting default probabilities in emerging markets by new conic generalized partial linear models and their optimization, Optimization, 61 (4), 443-457, 2012.10.1080/02331934.2011.654343
  52. [52] Wedderburn R. W., Quasi-likelihood functions, generalized linear models, and the Gauss Newton method, Biometrika, 61 (3), 439-447, 1974.10.1093/biomet/61.3.439
  53. [53] World_Data_Bank. Income Groups of Countries [online]. 2018 [cited 2018 5 November 2018]; income groups of countries]. Available from: https://datahelpdesk.worldbank.org/knowledgebase/articles/906519-world-bank-country-and-lending-groups.
  54. [54] WorldBank. World Development Indicators [online]. 2018 11/14/2018 [cited 2018 7 August 2018]; Available from: https://www.worldbank.org/.
  55. [55] Yonar H., and İyit N., Modeling the causality relationships between GDP/GNI and electricity consumption according to income levels of countries by Generalized Estimating Equations, Selçuk Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 39, 191-200, 2018.
  56. [56] Zanin L., Marra G., A comparative study of the use of generalized additive models and generalized linear models in tourism research, International Journal of Tourism Research, 14 (5), 451-468, 2012.10.1002/jtr.872
  57. [57] Zeger S. L., Karim M. R., Generalized linear models with random effects; a Gibbs sampling approach, Journal of the American Statistical Association, 86 (413), 79-86, 1991.10.1080/01621459.1991.10475006
  58. [58] Zeger S. L., Liang K. Y., Albert P. S., Models for longitudinal data: a generalized estimating equation approach, Biometrics, 1049-1060, 1988.10.2307/2531734
DOI: https://doi.org/10.2478/fcds-2021-0019 | Journal eISSN: 2300-3405 | Journal ISSN: 0867-6356
Language: English
Page range: 297 - 315
Submitted on: Jun 23, 2020
Accepted on: Aug 30, 2021
Published on: Sep 17, 2021
Published by: Poznan University of Technology
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year

© 2021 Harun Yonar, Neslihan İyit, published by Poznan University of Technology
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.