Convergence of the static estimation toward the long run effects of dynamic panel data models

DOI10.1016/S0165-1765(99)00023-3zbMATH Open0924.90042WikidataQ127293139 ScholiaQ127293139MaRDI QIDQ1292445FDOQ1292445

Authors: Alain Pirotte 

Publication date: 21 June 1999

Published in: Economics Letters (Search for Journal in Brave)

Recommendations

• Estimating Long and Short Run Effects in Static Panel Models
• Asymptotic consequences of neglected dynamics in individual effects models*
• Estimating long-run relationships from dynamic heterogeneous panels
• ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS
• Estimation of dynamic panel data models with both individual and time-specific effects

zbMATH Keywords

convergencelong rundynamic modelstatic modelindividual effectbetweenprobability limitshort runWithin

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Estimating long-run relationships from dynamic heterogeneous panels
• The Validity of Cross-Sectionally Estimated Behavior Equations in Time Series Applications

Cited In (2)

• Estimating convergence for Asian economies using dynamic random variable models
• Estimating Long and Short Run Effects in Static Panel Models

This page was built for publication: Convergence of the static estimation toward the long run effects of dynamic panel data models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1292445)