Estimating Vector Autoregressions with Panel Data
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Cited in
(only showing first 100 items - show all)- Testing initial conditions in dynamic panel data models
- A method of moments approach to asymptotically unbiased synthetic controls
- Finance, inequality and the poor
- A new semiparametric spatial model for panel time series
- Initial conditions and Blundell-Bond estimators
- SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS
- The asymptotic properties of the system GMM estimator in dynamic panel data models when both \(N\) and \(T\) are large
- Panel data models with multiple time-varying individual effects
- Neglected dynamics in panel data models; consequences and detection in finite samples*
- Improving Sales Forecasting Accuracy: A Tensor Factorization Approach with Demand Awareness
- Likelihood approach to dynamic panel models with interactive effects
- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
- Changes in relative wages in the 1980s: Returns to observed and unobserved skills and black-white wage differentials
- Volatility modeling and prediction: the role of price impact
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
- Forecasting and turning point predictions in a Bayesian panel VAR model
- Commodity prices, inflationary pressures, and monetary policy: evidence from BRICS economies
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions
- On the impact of error cross-sectional dependence in short dynamic panel estimation
- Dynamic linear panel regression models with interactive fixed effects
- Estimation of a panel data model with parametric temporal variation in individual effects
- GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model
- Reopening the convergence debate: A new look at cross-country growth empirics.
- 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
- Bayesian inference for merged panel autoregressive model
- Individual effects and dynamics in count data models.
- Editorial: Celebrating 40 years of panel data analysis: past, present and future
- On the robustness of the pooled CCE estimator
- On modeling panels of time series
- Binary choice panel data models with predetermined variables
- A two-stage estimation for panel data models with grouped fixed effects
- Unit root tests in panel data: asymptotic and finite-sample properties
- Online Debiasing for Adaptively Collected High-Dimensional Data With Applications to Time Series Analysis
- Estimation of random coefficients logit demand models with interactive fixed effects
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
- Indirect inference estimation of dynamic panel data models
- A note on parameter estimation of panel vector autoregressive models with intercorrelation
- Cook's distance in linear longitudinal models
- Double filter instrumental variable estimation of panel data models with weakly exogenous variables
- GMM estimation of linear panel data models with time-varying individual effects
- Measurement errors in dynamic models
- Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences
- A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors
- Estimation of time-varying coefficient dynamic panel data models
- An augmented Anderson–Hsiao estimator for dynamic short-T panels†
- Identification of the linear factor model
- 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
- Projection estimators for autoregressive panel data models
- Panel AR(1) estimators under misspecification
- Reprint of: Initial conditions and moment restrictions in dynamic panel data models
- A joint serial correlation test for linear panel data 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
- Data-driven support for policy and decision-making in university research management: a case study from Germany
- PVAR model with collapsed instruments in the real exchange rates misalignment's analysis
- Theory and methods of panel data models with interactive effects
- Semiparametric estimation of partially varying-coefficient dynamic panel data models
- Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
- Convergence empirics across economies with (some) capital mobility.
- Orthogonality conditions for Tobit models with fixed effects and lagged dependent variables
- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
- CUE with many weak instruments and nearly singular design
- Median-based estimation of dynamic panel models with fixed effects
- A correlated random coefficient panel model with time-varying endogeneity
- Estimating systems of equations with different instruments for different equations
- Nonparametric identification of discrete choice models with lagged dependent variables
- First difference transformation in panel VAR models: robustness, estimation, and inference
- A Weak law of large numbers for a class of nonstationary but stabiuzing vector arma processes with one unit root
- Exploiting cross-section variation for unit root inference in dynamic data
- Asymptotic distributions of impulse response functions in short panel vector autoregressions
- Bias-corrected estimation of panel vector autoregressions
- Fixed T dynamic panel data estimators with multifactor errors
- Improved GMM estimation of panel VAR models
- Cross-Sectional Dependence in Panel Data Analysis
- Has Korean growth become greener? Spatial econometric evidence for energy use and renewable energy
- Transformations and moment conditions for dynamic fixed effects logit models
- panelvar
- Prior selection for panel vector autoregressions
- The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
- Real interest rate and economic growth: a statistical exploration for transitory economies
- Dynamic panels with threshold effect and endogeneity
- Corrected standard errors for optimal minimum distance estimator
- Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
- Institutions and growth: a GMM/IV panel VAR approach
- Identification problem of GMM estimators for short panel data models with interactive fixed effects
- Set identification of panel data models with interactive effects via quantile restrictions
- G-7 INFLATION FORECASTS: RANDOM WALK, PHILLIPS CURVE OR WHAT ELSE?
- Editorial: Whitney Newey's contributions to econometrics
- Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data
- scientific article; zbMATH DE number 7376773 (Why is no real title available?)
- Granger causality and structural causality in cross-section and panel data
- Another look at the instrumental variable estimation of error-components models
- An incidental parameters free inference approach for panels with common shocks
- How informative is the initial condition in the dynamic panel model with fixed effects?
- IV estimation of panels with factor residuals
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
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