Estimation of and testing for random effects in dynamic panel data models

DOI10.1007/s11749-011-0259-xzbMath1259.62049MaRDI QIDQ1936531

Jian-hong Wu, Li Xing Zhu

Publication date: 5 February 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0259-x

zbMATH Keywords

estimation of moments

Mathematics Subject Classification ID

62H15: Hypothesis testing in multivariate analysis

65C05: Monte Carlo methods

62F05: Asymptotic properties of parametric tests

Related Items

Level-based estimation of dynamic panel models, Determining individual or time effects in panel data models, Moment-based tests for individual and time effects in panel data models, Robust Estimation of Moments in Dynamic Panel Models with Potential Intercorrelation

Uses Software

• Stata
• xtabond2

Cites Work

• Unnamed Item
• A joint serial correlation test for linear panel data models
• Nonparametric estimation of mean-squared prediction error in nested-error regression models
• An Orthogonality-Based Estimation of Moments for Linear Mixed Models
• On Variance Components in Semiparametric Mixed Models for Longitudinal Data
• Non-Parametric Small Area Estimation Using Penalized Spline Regression
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
• GMM Estimation with persistent panel data: an application to production functions
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations