Panel Data Econometrics
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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(only showing first 100 items - show all)- Peak-end rule versus average utility: How utility aggregation affects evaluations of experiences
- scientific article; zbMATH DE number 1735137 (Why is no real title available?)
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions
- Panel design effects on response rates and response quality
- Likelihood inference in an autoregression with fixed effects
- Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation
- Panel unit root tests under cross‐sectional dependence
- Nonparametric dynamic panel data models: kernel estimation and specification testing
- Non-parametric regression with a latent time series
- Specification of variance matrices for panel data models
- A Monte Carlo comparison of GMM and QMLE estimators for short dynamic panel data models with spatial errors
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
- A James-Stein-type adjustment to bias correction in fixed effects panel models
- Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
- Case deletion diagnostics for GMM estimation
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
- Statistical inference for single-index panel data models
- Technical change, sectoral dislocation and barriers to labor mobility: factors behind the Great Recession
- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
- Double filter instrumental variable estimation of panel data models with weakly exogenous variables
- Minimum distance approach to inference with many instruments
- Estimating long memory in panel random-coefficient AR(1) data
- Estimation of time-varying coefficient dynamic panel data models
- Identification of panel data models with endogenous censoring
- The optimal choice of moments in dynamic panel data models
- scientific article; zbMATH DE number 7370530 (Why is no real title available?)
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
- Panel Stochastic Frontier Model With Endogenous Inputs and Correlated Random Components
- Structure identification in panel data analysis
- Testing a linear dynamic panel data model against nonlinear alternatives
- NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
- Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
- Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
- A joint serial correlation test for linear panel data models
- A test of cross section dependence for a linear dynamic panel model with regressors
- Theory and methods of panel data models with interactive effects
- Semiparametric estimation of partially varying-coefficient dynamic panel data models
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects
- Detection of structural breaks in linear dynamic panel data models
- Testing for unit roots in short panels allowing for a structural break
- GMM in linear regression for longitudinal data with multiple covariates measured with error
- A study on the persistence of Farrell's efficiency measure under a dynamic framework
- Semi-parametric inference for semi-varying coefficient panel data model with individual effects
- Estimation in single-index panel data models with heterogeneous link functions
- A correlated random coefficient panel model with time-varying endogeneity
- First difference transformation in panel VAR models: robustness, estimation, and inference
- Daily soil temperature modeling using `panel-data' concept
- Unit root inference in panel data models where the time-series dimension is fixed: a comparison of different tests
- Asymptotics for nonparametric and semiparametric fixed effects panel models
- Asymptotic distributions of impulse response functions in short panel vector autoregressions
- Some properties of the LIML estimator in a dynamic panel structural equation
- Panel data unit roots tests: the role of serial correlation and the time dimension
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
- Simultaneous confidence band for nonparametric fixed effects panel data models
- The Oxford handbook of panel data
- Testing for heteroskedasticity in two-way fixed effects panel data models
- Statistical inference for panel dynamic simultaneous equations models
- Model averaging based on leave-subject-out cross-validation
- Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
- Cross-Sectional Dependence in Panel Data Analysis
- Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective
- Goodwill can hurt: a theoretical and experimental investigation of return policies in auctions
- Multilevel modeling with correlated effects
- Neighbourhood GMM estimation of dynamic panel data models
- Asymptotics and bootstrap for random-effects panel data transformation models
- Model-free classification of panel data via the \(\epsilon\)-complexity theory
- Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective
- Semiparametric Spatial Autoregressive Panel Data Model with Fixed Effects and Time-Varying Coefficients
- Time series and panel data econometrics
- Nonparametric testing for smooth structural changes in panel data models
- Local power of panel unit root tests allowing for structural breaks
- A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence
- Machine learning panel data regressions with heavy-tailed dependent data: theory and application
- A survey of preference estimation with unobserved choice set heterogeneity
- Estimation for dynamic and static panel probit models with large individual effects
- Finite underidentification
- Standard errors for panel data models with unknown clusters
- Minimum distance estimation of the errors-in-variables model using linear cumulant equations
- Estimation in partially linear time-varying coefficients panel data models with fixed effects
- Heterogeneity in dynamic discrete choice models
- Multilevel and nonlinear panel data models
- scientific article; zbMATH DE number 7376773 (Why is no real title available?)
- Estimating cointegrating relations from a cross section
- Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series
- Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects
- Profile quasi-maximum likelihood estimation for semiparametric varying-coefficient spatial autoregressive panel models with fixed effects
- An incidental parameters free inference approach for panels with common shocks
- Selection correction in panel data models: An application to the estimation of females' wage equations
- Design-robust two-way-fixed-effects regression for panel data
- Econometric analysis of panel data
- scientific article; zbMATH DE number 3938400 (Why is no real title available?)
- Common breaks in means and variances for panel data
- Estimating dynamic panel data. A practical approach to perform long panels
- Model detection and estimation for varying coefficient panel data models with fixed effects
- Binary response correlated random coefficient panel data models
- The econometrics of panel data. Fundamental and recent developments in theory and practice.
- Oracle efficient variable selection in random and fixed effects panel data models
- Specification tests in mixed effects models
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