Estimating Panel Models With Internal and External Habit Formation
From MaRDI portal
Publication:3160938
DOI10.1198/jbes.2009.08041zbMath1198.62169MaRDI QIDQ3160938
Publication date: 11 October 2010
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jbes.2009.08041
asset pricing; instrumental variables; bias correction; spatial and dynamic effects; U.S. State consumption
62P20: Applications of statistics to economics
91B82: Statistical methods; economic indices and measures
Related Items
Score-Driven Modeling of Spatio-Temporal Data, Graphical Assistant Grouped Network Autoregression Model: A Bayesian Nonparametric Recourse, Can consumption habit spillovers be a source of equilibrium indeterminacy?, A nonlinear panel data model of cross-sectional dependence, Estimation of fixed effects panel regression models with separable and nonseparable space-time filters, QML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices, Public spending in a model of endogenous growth with habit formation, Equilibrium variance risk premium in a cost-free production economy, Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels, First difference estimation of spatial dynamic panel data models with fixed effects, Efficient GMM estimation of spatial dynamic panel data models with fixed effects, Estimation of dynamic panel spatial vector autoregression: stability and spatial multivariate cointegration, Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components, The Hausman test in a Cliff and Ord panel model
