Comment on `IV estimation of panels with factor residuals' by D. Robertson and V. Sarafidis

DOI10.1016/j.jeconom.2014.12.002zbMath1331.62450OpenAlexW2027570597MaRDI QIDQ2343826

Yanyan Li

Publication date: 6 May 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.12.002

zbMATH Keywords

panel datafactor modelstime-varying individual effects

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Related Items

Panel models with interactive effects, Fixed T dynamic panel data estimators with multifactor errors

Cites Work

• Efficient estimation of models for dynamic panel data
• Another look at the instrumental variable estimation of error-components models
• Panel data models with multiple time-varying individual effects
• IV estimation of panels with factor residuals
• Consistent Estimates Based on Partially Consistent Observations