Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation (Q5861015): Difference between revisions

Latest revision as of 04:48, 28 July 2024

scientific article; zbMATH DE number 7484539

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English	Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation	scientific article; zbMATH DE number 7484539

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scholarly article

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title

Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation (English)

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4 March 2022

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zbMATH Keywords

conditional mean approach

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fixed effects dynamic panel models

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incidental parameter

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initial value distribution

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linear difference approach

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/07474938.2020.1772571

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cites work

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

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Estimation of Dynamic Models with Error Components

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Formulation and estimation of dynamic models using panel data

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

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

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Fixed-Effects Dynamic Panel Models, a Factor Analytical Method

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

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Analysis of Covariance with Qualitative Data

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A note on transformed likelihood approach in linear dynamic panel models

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Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large

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Analysis of Panel Data

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

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IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large

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Statistical inference for panel dynamic simultaneous equations models

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Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models

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On the Pooling of Time Series and Cross Section Data

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Identifiers

zbMATH Open document ID

1490.62449

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DOI

10.1080/07474938.2020.1772571

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:5861015

@@ Property / cites work @@
+The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
+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 @@
+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 @@
+Fixed-Effects Dynamic Panel Models, a Factor Analytical Method
+Normal rank
@@ Property / cites work @@
+Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
+Normal rank
@@ Property / cites work @@
+Analysis of Covariance with Qualitative Data
@@ Property / cites work: Analysis of Covariance with Qualitative Data / rank @@
+Normal rank
@@ Property / cites work @@
+A note on transformed likelihood approach in linear dynamic panel models
+Normal rank
@@ Property / cites work @@
+Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
+Normal rank
@@ Property / cites work @@
+Analysis of Panel Data
@@ Property / cites work: Analysis of 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 @@
+IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large
+Normal rank
@@ Property / cites work @@
+Statistical inference for panel dynamic simultaneous equations models
+Normal rank
@@ Property / cites work @@
+Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
+Normal rank
@@ Property / cites work @@
+On the Pooling of Time Series and Cross Section Data
+Normal rank