Panel data analysis -- advantages and challenges (with comments and rejoinder)
From MaRDI portal
Publication:2384656
DOI10.1007/s11749-007-0046-xzbMath1121.62110OpenAlexW2155046404MaRDI QIDQ2384656
Publication date: 10 October 2007
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-007-0046-x
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
Related Items
A robust test for serial correlation in panel data models, Nonparametric testing for smooth structural changes in panel data models, Challenges for Panel Financial Analysis, Cross-Sectional Dependence in Panel Data Analysis, Data driven robust estimation methods for fixed effects panel data models, Unnamed Item, Modeling panels of extremes, The impact of the real interest rate, the exchange rate and political stability on foreign direct investment inflows: a comparative analysis of G7 and GCC countries, Robust density power divergence estimates for panel data models, ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS, Estimation of dynamic panel data models with both individual and time-specific effects, Remedying the Neyman–Scott phenomenon in model discrimination, Extensions of some classical methods in change point analysis, Structural breaks in panel data: Large number of panels and short length time series
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Efficient estimation of models for dynamic panel data
- Another look at the instrumental variable estimation of error-components models
- GMM estimation with cross sectional dependence
- Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients
- Estimating dynamic panel data discrete choice models with fixed effects
- A general framework for panel data models with an application to Canadian customer-dialed long distance telephone service
- The econometrics of panel data. Handbook of theory and applications.
- Estimation of dynamic panel data models with both individual and time-specific effects
- Formulation and estimation of dynamic models using panel data
- Spurious regression and residual-based tests for cointegration in panel data
- Testing for unit roots in heterogeneous panels.
- Estimating multi-way error components models with unbalanced data structures.
- Nonlinear IV unit root tests in panels with cross-sectional dependency.
- Unit root tests in panel data: asymptotic and finite-sample properties
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- Testing for a unit root in panels with dynamic factors
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
- Estimating Distributed Lags in Short Panels with an Application to the Specification of Depreciation Patterns and Capital Stock Constructs
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
- Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
- Multiple Time Series Regression with Integrated Processes
- Semiparametric Analysis of Random Effects Linear Models from Binary Panel Data
- Analysis of Covariance with Qualitative Data
- Biases in Dynamic Models with Fixed Effects
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- A Computationally Efficient Quadrature Procedure for the One-Factor Multinomial Probit Model
- Estimation of Dynamic Models with Error Components
- A Smoothed Maximum Score Estimator for the Binary Response Model
- Trimmed Lad and Least Squares Estimation of Truncated and Censored Regression Models with Fixed Effects
- Specification Tests in Econometrics
- Estimation of a Panel Data Sample Selection Model
- Characterizing Selection Bias Using Experimental Data
- A Root- N Consistent Semiparametric Estimator for Related-effect Binary Response Panel Data
- Linear Regression Limit Theory for Nonstationary Panel Data
- Panel Data Discrete Choice Models with Lagged Dependent Variables
- Panel Data Econometrics
- Determining the Number of Factors in Approximate Factor Models
- Linear Statistical Inference and its Applications
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Consistent Estimates Based on Partially Consistent Observations
- Nested random effects estimation in unbalanced panel data
- The econometrics of panel data. Handbook of theory and applications.