Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986): Difference between revisions

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English	Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure	scientific article

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scholarly article

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title

Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (English)

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Journal of Econometrics

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publication date

4 February 2021

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full work available at URL

https://www.monash.edu/business/ebs/research/publications/ebs/wp32-2019.pdf

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zbMATH Keywords

method of moments

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dynamic panel data

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cross-sectional dependence

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factor model

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MaRDI profile type

MaRDI publication profile

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cites work

Eigenvalue Ratio Test for the Number of Factors

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Panel data models with multiple time-varying individual effects

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The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators

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Inferential Theory for Factor Models of Large Dimensions

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Panel Data Models With Interactive Fixed Effects

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Theory and methods of panel data models with interactive effects

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INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT

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Principal components estimation and identification of static factors

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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models

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Fixed T dynamic panel data estimators with multifactor errors

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Factor-GMM estimation with large sets of possibly weak instruments

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Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects

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DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS

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Generalized method of moments specification testing

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The optimal choice of moments in dynamic panel data models

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Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure

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IV estimation of panels with factor residuals

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Cross-Sectional Dependence in Panel Data Analysis

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A test of cross section dependence for a linear dynamic panel model with regressors

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Weak convergence and empirical processes. With applications to statistics

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Cross-sectional averages versus principal components

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Q2995585

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Identifiers

zbMATH Open document ID

1464.62518

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Mathematics Subject Classification ID

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10.1016/J.JECONOM.2020.04.008

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Sitelinks

Mathematics(1 entry)

mardi Publication:2224986

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@@ Property / OpenAlex ID: W2790891446 / rank @@
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@@ Property / cites work @@
+Eigenvalue Ratio Test for the Number of Factors
@@ Property / cites work: Eigenvalue Ratio Test for the Number of Factors / rank @@
+Normal rank
@@ Property / cites work @@
+Panel data models with multiple time-varying individual effects
+Normal rank
@@ Property / cites work @@
+The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
+Normal rank
@@ Property / cites work @@
+Inferential Theory for Factor Models of Large Dimensions
+Normal rank
@@ Property / cites work @@
+Panel Data Models With Interactive Fixed Effects
@@ Property / cites work: Panel Data Models With Interactive Fixed Effects / rank @@
+Normal rank
@@ Property / cites work @@
+Theory and methods of panel data models with interactive effects
+Normal rank
@@ Property / cites work @@
+INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
+Normal rank
@@ Property / cites work @@
+Principal components estimation and identification of static factors
+Normal rank
@@ Property / cites work @@
+The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
+Normal rank
@@ Property / cites work @@
+Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
+Normal rank
@@ Property / cites work @@
+Fixed T dynamic panel data estimators with multifactor errors
+Normal rank
@@ Property / cites work @@
+Factor-GMM estimation with large sets of possibly weak instruments
+Normal rank
@@ Property / cites work @@
+Linear Regression for Panel With Unknown Number of Factors as Interactive Fixed Effects
+Normal rank
@@ Property / cites work @@
+DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
+Normal rank
@@ Property / cites work @@
+Generalized method of moments specification testing
+Normal rank
@@ Property / cites work @@
+The optimal choice of moments in dynamic panel data models
+Normal rank
@@ Property / cites work @@
+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
+Normal rank
@@ Property / cites work @@
+IV estimation of panels with factor residuals
@@ Property / cites work: IV estimation of panels with factor residuals / rank @@
+Normal rank
@@ Property / cites work @@
+Cross-Sectional Dependence in Panel Data Analysis
@@ Property / cites work: Cross-Sectional Dependence in Panel Data Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+A test of cross section dependence for a linear dynamic panel model with regressors
+Normal rank
@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
+Normal rank
@@ Property / cites work @@
+Cross-sectional averages versus principal components
+Normal rank
@@ Property / cites work @@
+Q2995585
@@ Property / cites work: Q2995585 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2020.04.008
@@ Property / DOI: 10.1016/J.JECONOM.2020.04.008 / rank @@
+Normal rank