Biases in Dynamic Models with Fixed Effects
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(only showing first 100 items - show all)- Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects
- Dynamic spatial panel data models with common shocks
- Distinguishing Homophily from Peer Influence Through Network Representation Learning
- Believe it or not: experimental evidence on sunspot equilibria with social networks
- Structural Breaks in Grouped Heterogeneity
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
- Testing AR(1) against MA(1) disturbances in an error component model
- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large
- Backward mean transformation in unit root panel data models
- Dynamic spatial panel data models with interactive fixed effects: M-estimation and inference under fixed or relatively small T
- Dynamic panels with threshold effect and endogeneity
- Asymptotically efficient model selection for panel data forecasting
- Job destruction and the impact of imports on wages in U.S. manufacturing
- Fixed-effects dynamic spatial panel data models and impulse response analysis
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
- Dynamic panel data quantile regression with network-linked fixed effects
- Five lessons for applied researchers from twenty years of common correlated effects estimation
- Retail Agglomeration and Competition Externalities: Evidence from Openings and Closings of Multiline Department Stores in the U.S.
- Biases in dynamic models with fixed effects
- On stablecoin price processes and arbitrage
- The factor analytical approach in near unit root interactive effects panels
- Causal models for longitudinal and panel data: a survey
- Globalization and the ladder of development: pushed to the top or held at the bottom?
- On the diminishing returns of higher-order terms in asymptotic expansions of bias
- Moderating noise-driven macroeconomic fluctuations under dispersed information
- Quantiles via moments
- Estimating dynamic panel data models: A guide for macroeconomists
- Estimation of spatial autoregressive panel data models with fixed effects
- How important is health inequality for lifetime earnings inequality?
- Conditional convergence and the dynamics of the capital-output ratio
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
- Maximum likelihood estimation of dynamic panel threshold models
- Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- Quantifying the macroeconomic impact of credit expansions
- Initial conditions and moment restrictions in dynamic panel data models
- Inference with difference-in-differences revisited
- Half-panel jackknife estimation for dynamic panel models
- Asymptotic properties of a robust variance matrix estimator for panel data when T is large
- A two-stage least squares estimator for grouped multilayer network autoregression with fixed effects
- Alternative general method of moments estimators in dynamic panel data models
- State-dependent local projections– the dynamic effects of regime transitions
- Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
- A comparative analysis of different IV and GMM estimators of dynamic panel data models
- Robust likelihood estimation of dynamic panel data models
- Bias in dynamic panel models under time series misspecification
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
- A bias-corrected fixed effects estimator for the dynamic panel data model with exogenous variables
- Panel data analysis with heterogeneous dynamics
- Introduction to the special issue: Models of linked employer-employee data: twenty years after ``high wage workers and high wage firms
- Estimation of spillover effects with matched data or longitudinal network data
- Bootstrap-based bias correction for dynamic panels
- Does Jeffrey's prior alleviate the incidental parameter problem?
- Fiscal episodes and market power
- How do emerging markets respond to macroeconomic shocks? -- Dynamic panel evidence on the effects of disasters
- The non-monetary side of the global disinflation
- To whom does outward FDI give jobs?
- Linear regression with weak exogeneity
- Initial conditions and Blundell-Bond estimators
- Bootstrap inference for linear dynamic panel data models with individual fixed effects
- GMM estimation for dynamic panels with fixed effects and strong instruments at unity
- Female labor force participation and economic growth: accounting for the gender bonus
- A Lagrange multiplier test for cross-sectional dependence in a fixed effects panel data model
- Quantile regression for dynamic panel data with fixed effects
- Averaged Prediction Models (APM): identifying causal effects in controlled pre-post settings with application to gun policy
- The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large
- The estimation of multidimensional fixed effects panel data models
- Unit root tests for panel data with AR(1) errors and small T
- On the testing of heterogeneity effects in dynamic unbalanced panel data models
- Bias in local projections
- Likelihood approach to dynamic panel models with interactive effects
- What drives price differentials of consumables in Europe? Size? Affluence? Or both?
- Peter C. B. Phillips's contributions to panel data methods
- Penalized quantile regression for dynamic panel data
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
- Growth, distance to frontier and composition of human capital
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
- The `time-release', crime-reducing effects of education spending
- Econometric aspects of convergence: a survey
- Foreign direct investment in R\&D and exchange rate uncertainty
- Many IVs estimation of dynamic panel regression models with measurement error
- 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
- Likelihood inference in an autoregression with fixed effects
- Dynamic linear panel regression models with interactive fixed effects
- Estimating dynamic models from repeated cross-sections
- PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
- The endogeneity of exchange rate pass-through: some European evidence
- Testing for Unit Roots in Dynamic Panels in the Presence of a Deterministic Trend: Re-examining the Unit Root Hypothesis for Real Stock Prices and Dividends
- Inflation anchoring and growth: the role of credit constraints
- Level-based estimation of dynamic panel models
- Indirect inference for dynamic panel models
- Panel data models with two threshold variables
- Consumer panic in the COVID-19 pandemic
- A James-Stein-type adjustment to bias correction in fixed effects panel models
- Is there a permanent component in US real GDP
- Individual effects and dynamics in count data models.
- Nonparametric estimation of dynamic panel models with fixed effects
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