Another look at the instrumental variable estimation of error-components models
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Cites work
- Asymptotic efficiency in estimation with conditional moment restrictions
- Efficiency Bounds for Semiparametric Regression
- Efficient Estimation Using Panel Data
- Efficient estimation of models for dynamic panel data
- Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
- Estimating Vector Autoregressions with Panel Data
- Formulation and estimation of dynamic models using panel data
- Instrumental Variables Regression with Independent Observations
- Instrumental-Variable Estimation of an Error-Components Model
- Large Sample Properties of Generalized Method of Moments Estimators
- Multivariate regression models for panel data
- Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments
- Panel Data and Unobservable Individual Effects
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
Cited in
(only showing first 100 items - show all)- Changes in relative wages in the 1980s: Returns to observed and unobserved skills and black-white wage differentials
- Oracle GMM estimation for misspecified models via thresholding
- Efficient estimation of panel data models with sequential moment restrictions
- Penalized quantile regression for dynamic panel data
- Estimation of nonlinear dynamic panel data models with individual effects
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
- Environmental regulations, enterprise productivity, and green technological progress: large-scale data analysis in China
- Many IVs estimation of dynamic panel regression models with measurement error
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions
- Residual-based IV estimation of dynamic panel data models with fixed effects
- On the impact of error cross-sectional dependence in short dynamic panel estimation
- Probabilistic measures of efficiency and the influence of contextual variables in nonparametric production models: an application to agricultural research in Brazil
- On the testing of correlated effects with panel data
- Estimation of dynamic panel data models with a lot of heterogeneity
- GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model
- Level-based estimation of dynamic panel models
- Indirect inference for dynamic panel models
- Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model.
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
- Asymmetric peer effects in capital structure dynamics
- Bias-corrected estimation in dynamic panel data models with heteroscedasticity
- Consistency of the instrumental weighted variables
- Binary choice panel data models with predetermined variables
- A two-stage estimation for panel data models with grouped fixed effects
- The role of foreign direct investment and labor productivity in explaining Croatian regional export dynamics
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS
- Case deletion diagnostics for GMM estimation
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- Bootstrapping the Hausman test in panel data models
- Threshold effects of human capital: schooling and economic growth
- Efficiency Measure from Dynamic Stochastic Production Frontier: Application to Tunisian Textile, Clothing, and Leather Industries
- An incentive-compatible solution for trade credit term incorporating default risk
- Indirect inference estimation of dynamic panel data models
- Efficient estimation of multi-level models with strictly exogenous explanatory variables
- Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
- Remittances and financial development: substitutes or complements in economic growth?
- Loyalty of rural microfinance borrowers: International evidence
- Semiparametric efficient estimation of dynamic panel data models
- Jive for panel dynamic simultaneous equations models
- Testing serial correlation in semiparametric panel data models
- The impact of regulation on risk and return
- Double filter instrumental variable estimation of panel data models with weakly exogenous variables
- Bayesian model averaging for dynamic panels with an application to a trade gravity model
- Sequential and efficient GMM estimation of dynamic short panel data models
- FDI inflows, economic growth, and governance quality trilogy in developing countries: A panel VAR analysis
- Financial globalization and the increase in the size of government: are they related?
- Globalisation, welfare models and social expenditure in OECD countries
- Green supply chain management, environmental degradation, and energy: evidence from Asian countries
- Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs
- Market power and income disparities: how can firms influence the gap between capital and labor earnings
- THE UNEQUALIZING EFFECTS OF ICT ON ECONOMIC GROWTH
- Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences
- A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors
- Differential tariffs and income inequality in the United States: some evidence from the States
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model
- Estimation of time-varying coefficient dynamic panel data models
- An augmented Anderson–Hsiao estimator for dynamic short-T panels†
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
- Estimating dynamic models from time series of independent cross-sections
- The optimal choice of moments in dynamic panel data models
- The weak instrument problem of the system GMM estimator in dynamic panel data models
- Estimation of dynamic panel data models with both individual and time-specific effects
- Stochastic panel frontiers: A semiparametric approach
- Projection estimators for autoregressive panel data models
- Multistep forecast selection for panel data
- Fixed effects instrumental variables estimation in correlated random coefficient panel data models
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
- RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES
- Bayesian estimation and model comparison for linear dynamic panel models with missing values
- Panel AR(1) estimators under misspecification
- Small sample bias properties of the system GMM estimator in dynamic panel data models
- Reprint of: Initial conditions and moment restrictions in dynamic panel data models
- Semiparametric-efficient estimation of AR(1) panel data models.
- Management of agricultural research centers in Brazil: a DEA application using a dynamic GMM approach
- An econometric approach to the estimation of multi-level models
- A test of cross section dependence for a linear dynamic panel model with regressors
- Semiparametric estimation of partially varying-coefficient dynamic panel data models
- Inflation and demography through time
- Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
- Linear fixed-effects estimation with nonrepeated outcomes
- Detection of structural breaks in linear dynamic panel data models
- Civil liberties and terrorism in Middle East, North Africa, Afghanistan, and Pakistan
- Inequality and growth: the neglected time dimension
- Tariff reduction and income inequality: some empirical evidence
- Instrumental-Variable Estimation of an Error-Components Model
- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
- A study on the persistence of Farrell's efficiency measure under a dynamic framework
- Revisiting the link between financial development and industrialization: evidence from low and middle income countries
- First difference or forward demeaning: Implications for the method of moments estimators
- GMM estimation and inference in dynamic panel data models with persistent data
- Nonparametric identification of discrete choice models with lagged dependent variables
- Local power of fixed-\(T\) panel unit root tests with serially correlated errors and incidental trends
- First difference transformation in panel VAR models: robustness, estimation, and inference
- Estimating multi-way error components models with unbalanced data structures.
- The effect of farm genetics expenses on dynamic productivity growth
- Provincial Conditional Income Convergence in China, 1953–1997: A Panel Data Approach
- Income and democracy: a semiparametric approach
- Lessons from a decade of IPS and LLC
- Divergences in the determinants of investments in renewable energy sources: hydroelectric vs. other renewable sources
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