Efficient estimation of models for dynamic panel data
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Cites work
- Analysis of Covariance with Qualitative Data
- Another look at the instrumental variable estimation of error-components models
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Cited in
(only showing first 100 items - show all)- Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models
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- Testing serial correlation in semiparametric panel data models
- Inferring technological parameters from incomplete panel data
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- Efficient estimation of panel data models with sequential moment restrictions
- Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
- Testing for unit roots in panel data using a GMM approach
- The incidental parameter problem since 1948
- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
- Median-based estimation of dynamic panel models with fixed effects
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- Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects
- Case deletion diagnostics for GMM estimation
- Estimation of nonlinear dynamic panel data models with individual effects
- How informative is the initial condition in the dynamic panel model with fixed effects?
- Efficient estimation of panel data models with strictly exogenous explanatory variables
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- An econometric approach to the estimation of multi-level models
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit
- 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
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- Dynamic panels with threshold effect and endogeneity
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- Efficient Estimation Using Panel Data
- On the impact of error cross-sectional dependence in short dynamic panel estimation
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- Efficient minimum distance estimator for quantile regression fixed effects panel data
- Efficiency Measure from Dynamic Stochastic Production Frontier: Application to Tunisian Textile, Clothing, and Leather Industries
- Neglected dynamics in panel data models; consequences and detection in finite samples*
- X-differencing and dynamic panel model estimation
- Forecasting With Dynamic Panel Data Models
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