Efficient estimation and inference in linear pseudo-panel data models
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Publication:290972
DOI10.1016/J.JECONOM.2007.08.003zbMATH Open1418.62477OpenAlexW2084051787MaRDI QIDQ290972FDOQ290972
Publication date: 3 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.08.003
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Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Biases in Dynamic Models with Fixed Effects
- Estimation of Dynamic Models with Error Components
- Instrumental Variables Regression with Weak Instruments
- Panel Data and Unobservable Individual Effects
- How Much Should We Trust Differences-In-Differences Estimates?
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Errors in Variables
- Panel data from time series of cross-sections
- Random group effects and the precision of regression estimates
- Estimating dynamic models from time series of independent cross-sections
- A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections
- Asymptotic theory for heterogeneous dynamic pseudo-panels
- Estimating dynamic models from repeated cross-sections
- Useful matrix transformations for panel data analysis: a survey
- GMM estimation of linear panel data models with time-varying individual effects
- Identification and estimation of dynamic models with a time series of repeated cross-sections
- Grouped-data estimation and testing in simple labor-supply models
- Robust inferences from random clustered samples: an application using data from the panel study of income dynamics.
- Efficient estimation of panel data models with strictly exogenous explanatory variables
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