ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS
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Cites work
- Adaptive maximum likelihood estimators of a location parameter
- Analysis of panel data
- Asymptotic normal tests for integration in panels with cross-dependent units
- Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Consistent Estimates Based on Partially Consistent Observations
- Efficient inference on fractionally integrated panel data models with fixed effects
- Estimation of Dynamic Models with Error Components
- First difference maximum likelihood and dynamic panel estimation
- Gaussian pseudo-maximum likelihood estimation of fractional time series models
- How informative is the initial condition in the dynamic panel model with fixed effects?
- Identifying Distributional Characteristics in Random Coefficients Panel Data Models
- Incidental trends and the power of panel unit root tests
- Inference on trending panel data
- Likelihood inference for a nonstationary fractional autoregressive model
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- On large-sample estimation for the mean of a stationary random sequence
- The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
- The persistent-transitory representation for earnings processes
- The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models
Cited in
(11)- Convergence of the static estimation toward the long run effects of dynamic panel data models
- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
- Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
- Likelihood inference and the role of initial conditions for the dynamic panel data model
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
- Panel experiments and dynamic causal effects: A finite population perspective
- Estimating dynamic panel data. A practical approach to perform long panels
- Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence
- Indirect inference estimation of dynamic panel data models
- Parametric estimation of long memory in factor models
- The modified conditional sum-of-squares estimator for fractionally integrated models
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