Half-panel jackknife estimation for dynamic panel models

DOI10.1016/J.ECONLET.2020.109082MaRDI QIDQ2180747zbMATH OpenOpenAlexFDO

Authors Adrian Mehic

Publication date 14 May 2020

Published in Economics Letters (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.econlet.2020.109082

zbMATH Keywords

dynamic panel datageneralized method of moments (GMM)jackknife

Mathematics Subject Classification ID

Causal inference from observational studies (62D20) Bootstrap, jackknife and other resampling methods (62F40)

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Cites work

• A finite sample correction for the variance of linear efficient two-step GMM estimators
• Another look at the instrumental variable estimation of error-components models
• Biases in Dynamic Models with Fixed Effects
• Econometric Estimators and the Edgeworth Approximation
• First difference maximum likelihood and dynamic panel estimation
• Individual and time effects in nonlinear panel models with large \(N\), \(T\)
• Initial conditions and moment restrictions in dynamic panel data models
• Jackknife and analytical bias reduction for nonlinear panel models.
• Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Split-panel jackknife estimation of fixed-effect models
• The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large
• The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators

Cited in

(1)

• Small sample bias properties of the system GMM estimator in dynamic panel data models

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