Efficient estimation of models for dynamic panel data
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Cites work
- scientific article; zbMATH DE number 3938400 (Why is no real title available?)
- scientific article; zbMATH DE number 3984433 (Why is no real title available?)
- Analysis of Covariance with Qualitative Data
- Another look at the instrumental variable estimation of error-components models
- Efficient Estimation Using Panel Data
- Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
- Estimating Vector Autoregressions with Panel Data
- Estimation of Dynamic Models with Error Components
- Generalized method of moments specification testing
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- Multivariate regression models for panel data
- On the Pooling of Time Series and Cross Section Data
- Panel Data and Unobservable Individual Effects
- Semiparametric efficiency bounds
- 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)- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
- Dynamic panel data methods and practice
- Consistent estimation of linear panel data models with measurement error
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions
- Statistical inference in dynamic panel data models
- On the impact of error cross-sectional dependence in short dynamic panel estimation
- Likelihood inference in an autoregression with fixed effects
- Estimation of dynamic panel data models with a lot of heterogeneity
- Empirical likelihood block bootstrapping
- 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
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
- Individual effects and dynamics in count data models.
- Inferences in stochastic volatility models: a new simpler way
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS
- GMM versus GQL inferences for panel count data
- Case deletion diagnostics for GMM estimation
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- A Computationally Practical Simulation Estimator for Panel Data
- Moment Estimation With Attrition
- Efficiency Measure from Dynamic Stochastic Production Frontier: Application to Tunisian Textile, Clothing, and Leather Industries
- Indirect inference estimation of dynamic panel data models
- Likelihood inference and the role of initial conditions for the dynamic panel data model
- On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root
- Efficient estimation of multi-level models with strictly exogenous explanatory variables
- Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
- Semiparametric efficient estimation of dynamic panel data models
- Testing serial correlation in semiparametric panel data models
- 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
- GMM estimation of linear panel data models with time-varying individual effects
- Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance
- Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences
- Inference for unit roots in dynamic panels where the time dimension is fixed
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model
- 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
- The optimal choice of moments in dynamic panel data models
- Estimation of dynamic panel data models with both individual and time-specific effects
- Projection estimators for autoregressive panel data models
- Estimation of partially specified spatial panel data models with random-effects
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
- Structure identification in panel data analysis
- Robust estimation of dynamic fixed-effects panel data models
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
- Reprint of: Initial conditions and moment restrictions in dynamic panel data models
- Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
- Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
- GMM versus GQL inferences in semiparametric linear dynamic mixed models
- 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
- Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models
- 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
- Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators
- Wavelet instruments for efficiency gains in generalized method of moment models
- GMM estimation and inference in dynamic panel data models with persistent data
- Median-based estimation of dynamic panel models with fixed effects
- scientific article; zbMATH DE number 6515399 (Why is no real title available?)
- Estimating systems of equations with different instruments for different equations
- Robust estimation of moments in dynamic panel models with potential intercorrelation
- First difference transformation in panel VAR models: robustness, estimation, and inference
- Moment conditions for fixed effects count data models with endogenous regressors.
- Alternative GMM estimators for first-order autoregressive panel model: an improving efficiency approach
- Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models
- Asymptotic distributions of impulse response functions in short panel vector autoregressions
- Panel data unit roots tests: the role of serial correlation and the time dimension
- Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
- Nonstationary panel data analysis: an overview of some recent developments
- Efficient Estimation Using Panel Data
- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
- The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
- X-differencing and dynamic panel model estimation
- An alternative identification of nonlinear dynamic panel data models with unobserved covariates
- Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter
- Inferring technological parameters from incomplete panel data
- Variable selection in panel models with breaks
- A portmanteau test for correlation in short panels
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- Statistical inference for panel dynamic simultaneous equations models
- Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components
- Cross-Sectional Dependence in Panel Data Analysis
- Transformations and moment conditions for dynamic fixed effects logit models
- Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
- Dynamic panels with threshold effect and endogeneity
- Testing for unit roots in panel data using a GMM approach
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit
- Finite underidentification
- Convenient estimators for the panel probit model
- Efficient minimum distance estimator for quantile regression fixed effects panel data
- GMM Estimation with persistent panel data: an application to production functions
- Efficient estimation of panel data models with strictly exogenous explanatory variables
- Criterion-based inference for GMM in autoregressive panel data models.
- Iterated feasible generalized least-squares estimation of augmented dynamic panel data models
- Multilevel and nonlinear panel data models
- Forecasting With Dynamic Panel Data Models
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