Estimating dynamic panel data models: A guide for macroeconomists
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Cites work
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- Biases in Dynamic Models with Fixed Effects
- Efficient estimation of models for dynamic panel data
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- Initial conditions and moment restrictions in dynamic panel data models
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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- On the diminishing returns of higher-order terms in asymptotic expansions of bias
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- Natural disasters and economic growth: a quantile on quantile approach
- Structural tax reforms and public spending efficiency
- Level-based estimation of dynamic panel models
- Dynamic time series smoothing for symbolic interval data applied to neuroscience
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
- Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix
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- Random autoregressive models: a structured overview
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- Behavioural antecedents of Bitcoin trading volume
- Population interference in panel experiments
- Microeconometrics using Stata. Volume I. Cross-sectional and panel regression models
- Impact of technological interdependencies on employment by BCFE method: evidence from GVC participation of developing countries
- Current account imbalances, real exchange rates, and nominal exchange rate variability
- From policy space to fiscal structure: exploring the spatial dynamics and regional pathways of sustainable human development in India
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