Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
From MaRDI portal
Cited in
(37)- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
- Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
- A Monte Carlo comparison of GMM and QMLE estimators for short dynamic panel data models with spatial errors
- A two-stage estimation for panel data models with grouped fixed effects
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- QML estimation of dynamic panel data models with spatial errors
- Econometric modelling of carbon dioxide emissions and concentrations, ambient temperatures and ocean deoxygenation
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
- Reprint of: Initial conditions and moment restrictions in dynamic panel data models
- On the efficient estimation of simultaneous equations with covariance restrictions
- A transformation that will circumvent the problem of autocorrelation in an error-component model
- Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels
- Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models
- Nonstationary panel data analysis: an overview of some recent developments
- Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- Statistical inference for panel dynamic simultaneous equations models
- Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation
- Steele's response to Haynes and Brown
- Regularization in dynamic random‐intercepts models for analysis of longitudinal data
- Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
- Panel models with interactive effects
- Firms' fundamentals, macroeconomic variables and quarterly stock prices in the US
- IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large
- Family planning, gender differences and infant mortality: evidence from Uttar Pradesh, India
- Another look at the instrumental variable estimation of error-components models
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
- Initial conditions and moment restrictions in dynamic panel data models
- Efficient estimation of models for dynamic panel data
- Feedback in panel data models
- Assessing the productive benefits of nutrition and health: An integrated human capital approach
- Health and wages: Evidence on men and women in urban Brazil
- Nutritional status and the allocation of time in Rwandese households
- The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large
- Likelihood approach to dynamic panel models with interactive effects
This page was built for publication: Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3673915)
