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

DOI10.1016/S0165-1765(99)00023-3MaRDI QIDQ1292445zbMATH OpenWikidataFDO

Authors Alain Pirotte

Publication date 21 June 1999

Published in Economics Letters (Search for Journal in Brave)

zbMATH Keywords

convergencelong rundynamic modelstatic modelindividual effectbetweenprobability limitshort runWithin

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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

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