Estimation of dynamic panel data models with both individual and time-specific effects
From MaRDI portal
Recommendations
- Panel data models with multiple time-varying individual effects
- Fixed-effects dynamic panel models, a factor analytical method
- A spatial dynamic panel data model with both time and individual fixed effects
- Statistical inference for panel dynamic simultaneous equations models
- GMM estimation of linear panel data models with time-varying individual effects
Cites work
- scientific article; zbMATH DE number 5071101 (Why is no real title available?)
- A Comparative Study of Alternative Estimators in a Distributed Lag Model
- Another look at the instrumental variable estimation of error-components models
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Consistent Estimates Based on Partially Consistent Observations
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
- Efficient estimation of models for dynamic panel data
- Estimation of Dynamic Models with Error Components
- Formulation and estimation of dynamic models using panel data
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
Cited in
(21)- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
- IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large
- Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects
- Estimation of time-varying coefficient dynamic panel data models
- A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris
- Fixed-effects dynamic panel models, a factor analytical method
- Testing for individual and time effects in panel data models with interactive effects
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- Moment-based tests for individual and time effects in panel data models
- Maximum likelihood estimation of dynamic panel threshold models
- Efficiency of repeated-cross-section estimators in fixed-effects models
- On the asymptotic optimality of the LIML estimator with possibly many instruments
- Panel data models with multiple time-varying individual effects
- Iterated feasible generalized least-squares estimation of augmented dynamic panel data models
- Challenges for panel financial analysis
- Estimation of time-varying average treatment effects using panel data when unobserved fixed effects affect potential outcomes differently
- Panel data models with cross-sectional dependence: a selective review
- ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS
- The asymptotic properties of the system GMM estimator in dynamic panel data models when both \(N\) and \(T\) are large
- Efficient estimation of a partially linear panel data model with cross-sectional dependence
- Study of the heterogeneity of the time-fixed effects and the application of an improved model
This page was built for publication: Estimation of dynamic panel data models with both individual and time-specific effects
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q928906)
