Efficient estimation and inference in linear pseudo-panel data models

DOI10.1016/J.JECONOM.2007.08.003MaRDI QIDQ290972zbMATH OpenOpenAlexFDO

Authors Atsushi Inoue

Publication date 3 June 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2007.08.003

zbMATH Keywords

fixed effectsinstrumental variablestime series of cross sections

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cites work

• A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections
• Asymptotic theory for heterogeneous dynamic pseudo-panels
• Biases in Dynamic Models with Fixed Effects
• Efficient estimation of panel data models with strictly exogenous explanatory variables
• Errors in Variables
• Estimating dynamic models from repeated cross-sections
• Estimating dynamic models from time series of independent cross-sections
• Estimation of Dynamic Models with Error Components
• GMM estimation of linear panel data models with time-varying individual effects
• Grouped-data estimation and testing in simple labor-supply models
• How Much Should We Trust Differences-In-Differences Estimates?
• Identification and estimation of dynamic models with a time series of repeated cross-sections
• Instrumental Variables Regression with Weak Instruments
• Large Sample Properties of Generalized Method of Moments Estimators
• Panel Data and Unobservable Individual Effects
• Panel data from time series of cross-sections
• Random group effects and the precision of regression estimates
• Robust inferences from random clustered samples: an application using data from the panel study of income dynamics.
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Useful matrix transformations for panel data analysis: a survey

Cited in

(6)

• Estimating dynamic models from repeated cross-sections
• Time-specific average estimation of dynamic panel regressions
• Efficient Estimation Using Panel Data
• Pseudo Panel Data Models With Cohort Interactive Effects
• Exploiting information from singletons in panel data analysis: a GMM approach
• Efficiency of repeated-cross-section estimators in fixed-effects models

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