Estimating dynamic panel data. A practical approach to perform long panels

DOI10.15446/RCE.V41N1.61885MaRDI QIDQ5114113zbMATH OpenOpenAlexFDO

Authors Romilio Labra, Celia Torrecillas

Publication date 21 June 2020

Published in Revista Colombiana de Estadística (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.15446/rce.v41n1.61885

zbMATH Keywords

dynamic panelsendogenous modelsoveridentificationpanel data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cited in

(5)

• Long difference instrumental variables estimation for dynamic panel models with fixed effects
• Do the most frequently used dynamic panel data estimators have the best performance in a small sample? A Monte Carlo comparison
• Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators
• A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service
• Dynamic panel data methods and practice

Describes a project that uses

Uses Software

• Stata
• xtabond2

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