GMM estimation of linear panel data models with time-varying individual effects
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Cites work
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- Efficiency Bounds for Semiparametric Regression
- Efficient estimation of models for dynamic panel data
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- Individual Income, Incomplete Information, and Aggregate Consumption
- On the Pooling of Time Series and Cross Section Data
- Redundancy of moment conditions
Cited in
(73)- Group-specific stochastic production frontier models with parametric specifications
- Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models
- A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections
- Set identification of panel data models with interactive effects via quantile restrictions
- Identification problem of GMM estimators for short panel data models with interactive fixed effects
- On CCE estimation of factor-augmented models when regressors are not linear in the factors
- Moment redundancy test with application to efficiency-improving copulas
- Estimation of random coefficients logit demand models with interactive fixed effects
- Panel models with interactive effects
- Estimation of panel data models with binary indicators when treatment effects are not constant over time
- A wavelet method for panel models with jump discontinuities in the parameters
- Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects
- Non-asymptotic properties of spectral decomposition of large Gram-type matrices and applications
- Efficient estimation of heterogeneous coefficients in panel data models with common shocks
- Estimation for varying coefficient panel data model with cross-sectional dependence
- Omitted variables in multilevel models
- Exploiting information from singletons in panel data analysis: a GMM approach
- Nonparametric identification of discrete choice models with lagged dependent variables
- IV estimation of panels with factor residuals
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- Inferences in panel data with interactive effects using large covariance matrices
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity
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- Efficient estimation and inference in linear pseudo-panel data models
- Fixed effects instrumental variables estimation in correlated random coefficient panel data models
- The common and specific components of dynamic volatility
- A joint serial correlation test for linear panel data models
- GMM of coefficient with time and cross-sectional effect
- Dynamic linear panel regression models with interactive fixed effects
- A test of cross section dependence for a linear dynamic panel model with regressors
- On the impact of error cross-sectional dependence in short dynamic panel estimation
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- Asymptotics for panel models with common shocks
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- Linear panel regressions with two-way unobserved heterogeneity
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- Likelihood approach to dynamic panel models with interactive effects
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