Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856): Difference between revisions

Latest revision as of 13:08, 10 July 2024

scientific article

Language	Label	Description	Also known as
English	Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity	scientific article

Statements

instance of

scholarly article

0 references

title

Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (English)

0 references

0 references

0 references

Journal of Econometrics

0 references

publication date

27 July 2015

0 references

zbMATH Keywords

dynamic panels

0 references

cross-sectional heteroskedasticity

0 references

Monte Carlo simulation

0 references

transformed MLE

0 references

GMM estimation

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.jeconom.2015.03.042

0 references

cites work

Efficient estimation of models for dynamic panel data

0 references

Estimation of Dynamic Models with Error Components

0 references

Formulation and estimation of dynamic models using panel data

0 references

Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations

0 references

Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

0 references

Another look at the instrumental variable estimation of error-components models

0 references

Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods

0 references

ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION

0 references

Initial conditions and moment restrictions in dynamic panel data models

0 references

Q2740899

0 references

RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS

0 references

Maximum likelihood estimation of random effects models

0 references

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

0 references

The weak instrument problem of the system GMM estimator in dynamic panel data models

0 references

A note on transformed likelihood approach in linear dynamic panel models

0 references

Q4840212

0 references

GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY

0 references

First difference maximum likelihood and dynamic panel estimation

0 references

X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION

0 references

Small sample bias properties of the system GMM estimator in dynamic panel data models

0 references

Estimating Vector Autoregressions with Panel Data

0 references

Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

0 references

Information Theoretic Approaches to Inference in Moment Condition Models

0 references

Q3945384

0 references

An Information-Theoretic Alternative to Generalized Method of Moments Estimation

0 references

Testing Parameters in GMM Without Assuming that They Are Identified

0 references

Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model

0 references

Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions

0 references

A Conditional Likelihood Ratio Test for Structural Models

0 references

Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators

0 references

Generalized Method of Moments With Many Weak Moment Conditions

0 references

Consistent Estimates Based on Partially Consistent Observations

0 references

Empirical likelihood and general estimating equations

0 references

GMM with Weak Identification

0 references

Maximum Likelihood Estimation of Misspecified Models

0 references

A finite sample correction for the variance of linear efficient two-step GMM estimators

0 references

Identifiers

zbMATH Open document ID

1337.62265

0 references

DOI

10.1016/j.jeconom.2015.03.042

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2354856

@@ Property / cites work @@
+Efficient estimation of models for dynamic panel data
+Normal rank
@@ Property / cites work @@
+Estimation of Dynamic Models with Error Components
+Normal rank
@@ Property / cites work @@
+Formulation and estimation of dynamic models using panel data
+Normal rank
@@ Property / cites work @@
+Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
+Normal rank
@@ Property / cites work @@
+Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
+Normal rank
@@ Property / cites work @@
+Another look at the instrumental variable estimation of error-components models
+Normal rank
@@ Property / cites work @@
+Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
+Normal rank
@@ Property / cites work @@
+ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
+Normal rank
@@ Property / cites work @@
+Initial conditions and moment restrictions in dynamic panel data models
+Normal rank
@@ Property / cites work @@
+Q2740899
@@ Property / cites work: Q2740899 / rank @@
+Normal rank
@@ Property / cites work @@
+RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of random effects models
+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 @@
+The weak instrument problem of the system GMM estimator in dynamic panel data models
+Normal rank
@@ Property / cites work @@
+A note on transformed likelihood approach in linear dynamic panel models
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY
+Normal rank
@@ Property / cites work @@
+First difference maximum likelihood and dynamic panel estimation
+Normal rank
@@ Property / cites work @@
+X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION
@@ Property / cites work: X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION / rank @@
+Normal rank
@@ Property / cites work @@
+Small sample bias properties of the system GMM estimator in dynamic panel data models
+Normal rank
@@ Property / cites work @@
+Estimating Vector Autoregressions with Panel Data
@@ Property / cites work: Estimating Vector Autoregressions with Panel Data / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
+Normal rank
@@ Property / cites work @@
+Information Theoretic Approaches to Inference in Moment Condition Models
+Normal rank
@@ Property / cites work @@
+Q3945384
@@ Property / cites work: Q3945384 / rank @@
+Normal rank
@@ Property / cites work @@
+An Information-Theoretic Alternative to Generalized Method of Moments Estimation
+Normal rank
@@ Property / cites work @@
+Testing Parameters in GMM Without Assuming that They Are Identified
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
+Normal rank
@@ Property / cites work @@
+Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
+Normal rank
@@ Property / cites work @@
+A Conditional Likelihood Ratio Test for Structural Models
+Normal rank
@@ Property / cites work @@
+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
+Normal rank
@@ Property / cites work @@
+Generalized Method of Moments With Many Weak Moment Conditions
+Normal rank
@@ Property / cites work @@
+Consistent Estimates Based on Partially Consistent Observations
+Normal rank
@@ Property / cites work @@
+Empirical likelihood and general estimating equations
+Normal rank
@@ Property / cites work @@
+GMM with Weak Identification
@@ Property / cites work: GMM with Weak Identification / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation of Misspecified Models
+Normal rank
@@ Property / cites work @@
+A finite sample correction for the variance of linear efficient two-step GMM estimators
+Normal rank