Panel Data Econometrics
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Research exposition (monographs, survey articles) pertaining to statistics (62-02) 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)
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(only showing first 100 items - show all)- Bootstrap-based bias correction for dynamic panels
- Panel data analysis with heterogeneous dynamics
- Testing for unit roots in short panels allowing for a structural break
- Nonparametric testing for smooth structural changes in panel data models
- Technical change, sectoral dislocation and barriers to labor mobility: factors behind the Great Recession
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions
- Neighbourhood GMM estimation of dynamic panel data models
- Case deletion diagnostics for GMM estimation
- Minimum distance approach to inference with many instruments
- Detection of structural breaks in linear dynamic panel data models
- Integrated likelihood based inference for nonlinear panel data models with unobserved effects
- Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects
- Optimal data collection design in machine learning: the case of the fixed effects generalized least squares panel data model
- Robust likelihood estimation of dynamic panel data models
- Design-based analysis in difference-in-differences settings with staggered adoption
- Does domestic demand matter for firms' exports?
- Local influence analysis for GMM estimation
- Optimal trade-off between sample size, precision of supervision, and selection probabilities for the unbalanced fixed effects panel data model
- Econometric analysis of panel data
- The limited information maximum likelihood approach to dynamic panel structural equation models
- A Monte Carlo study of growth regressions
- Determining individual or time effects in panel data models
- Estimating restricted common structural changes for panel data
- Asymptotics for nonparametric and semiparametric fixed effects panel models
- Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- A numerical equivalence result for generalized method of moments
- Panel data unit roots tests: the role of serial correlation and the time dimension
- Simultaneous confidence band for nonparametric fixed effects panel data models
- Nonparametric dynamic panel data models: kernel estimation and specification testing
- Theory and methods of panel data models with interactive effects
- The econometrics of panel data. Fundamental and recent developments in theory and practice.
- Testing a linear dynamic panel data model against nonlinear alternatives
- A consistent nonparametric test of parametric regression functional form in fixed effects panel data models
- Improving the performance of random coefficients demand models: the role of optimal instruments
- Binary response correlated random coefficient panel data models
- Multilevel modeling with correlated effects
- The optimal choice of moments in dynamic panel data models
- Identification of panel data models with endogenous censoring
- A survey of preference estimation with unobserved choice set heterogeneity
- An incidental parameters free inference approach for panels with common shocks
- On the use of the Helmert transformation, and its applications in panel data econometrics
- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
- The Oxford handbook of panel data
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
- Statistical inference for single-index panel data models
- Structure identification in panel data analysis
- Time series and panel data econometrics
- 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
- Estimation for dynamic and static panel probit models with large individual effects
- Likelihood inference in an autoregression with fixed effects
- Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
- A test of cross section dependence for a linear dynamic panel model with regressors
- Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models
- Non-parametric regression with a latent time series
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
- Goodwill can hurt: a theoretical and experimental investigation of return policies in auctions
- Estimating cointegrating relations from a cross section
- Heterogeneity in dynamic discrete choice models
- Unit root inference in panel data models where the time-series dimension is fixed: a comparison of different tests
- NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
- NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
- scientific article; zbMATH DE number 3938400 (Why is no real title available?)
- Semiparametric estimation of fixed effects panel data single-index model
- scientific article; zbMATH DE number 1735137 (Why is no real title available?)
- Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series
- Benefits and limitations of panel data
- Minimum distance estimation of the errors-in-variables model using linear cumulant equations
- Almost Consistent Estimation of Panel Probit Models with “Small” Fixed Effects
- scientific article; zbMATH DE number 805005 (Why is no real title available?)
- Non-parametric time-varying coefficient panel data models with fixed effects
- Oracle efficient variable selection in random and fixed effects panel data models
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
- A Monte Carlo comparison of GMM and QMLE estimators for short dynamic panel data models with spatial errors
- scientific article; zbMATH DE number 7370530 (Why is no real title available?)
- scientific article; zbMATH DE number 7376773 (Why is no real title available?)
- Efficient nonparametric three-stage estimation of fixed effects varying coefficient panel data models
- Testing for heteroskedasticity in two-way fixed effects panel data models
- A robust test for serial correlation in panel data models
- Cross-Sectional Dependence in Panel Data Analysis
- Estimation in single-index panel data models with heterogeneous link functions
- A James-Stein-type adjustment to bias correction in fixed effects panel models
- Estimating dynamic panel data. A practical approach to perform long panels
- Estimating long memory in panel random-coefficient AR(1) data
- GMM in linear regression for longitudinal data with multiple covariates measured with error
- Daily soil temperature modeling using `panel-data' concept
- Specification of variance matrices for panel data models
- The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large
- Estimation in partially linear time-varying coefficients panel data models with fixed effects
- Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels
- Underidentification?
- Nonparametric identification of dynamic models with unobserved state variables
- Common breaks in means and variances for panel data
- Uniform inference in high-dimensional dynamic panel data models with approximately sparse fixed effects
- Specification tests in mixed effects models
- Developing econometrics.
- Selection correction in panel data models: An application to the estimation of females' wage equations
- Panel unit root tests under cross‐sectional dependence
- High-dimensional econometrics and identification
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