Panel data analysis -- advantages and challenges (with comments and rejoinder)
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Publication:2384656
DOI10.1007/s11749-007-0046-xzbMath1121.62110OpenAlexW2155046404MaRDI QIDQ2384656
Publication date: 10 October 2007
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-007-0046-x
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
Related Items (14)
A robust test for serial correlation in panel data models ⋮ Nonparametric testing for smooth structural changes in panel data models ⋮ Challenges for Panel Financial Analysis ⋮ Cross-Sectional Dependence in Panel Data Analysis ⋮ Data driven robust estimation methods for fixed effects panel data models ⋮ Unnamed Item ⋮ Modeling panels of extremes ⋮ The impact of the real interest rate, the exchange rate and political stability on foreign direct investment inflows: a comparative analysis of G7 and GCC countries ⋮ Robust density power divergence estimates for panel data models ⋮ ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS ⋮ Estimation of dynamic panel data models with both individual and time-specific effects ⋮ Remedying the Neyman–Scott phenomenon in model discrimination ⋮ Extensions of some classical methods in change point analysis ⋮ Structural breaks in panel data: Large number of panels and short length time series
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