INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA

DOI10.1017/S0266466605050437MaRDI QIDQ3377456zbMATH OpenFDO

Authors Jeffrey M. Wooldridge

Publication date 22 March 2006

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0266466605050437

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cites work

• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

Cited in

(45)

• Unobservable individual effects in unbalanced panel data
• Simultaneous equations and panel data
• On IV, GMM and ML in a dynamic panel data model
• The marginal cost-effectiveness of medical technology: A panel instrumental-variables approach
• On instrumental variable estimation of semiparametric dynamic panel data models.
• Improved GMM estimation of panel VAR models
• A note on the Anderson-Hsiao estimator for panel data
• Efficient estimation of panel data models with strictly exogenous explanatory variables
• Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model.
• Specification testing in panel data with instrumental variables
• Semiparametric estimation of partially linear panel data models
• Estimation of panel data models with binary indicators when treatment effects are not constant over time
• Instrumental variables estimation in large heterogeneous panels with multifactor structure
• Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
• An econometric approach to the estimation of multi-level models
• IV estimation of panels with factor residuals
• Comment on `IV estimation of panels with factor residuals' by D. Robertson and V. Sarafidis
• Instrumental variables: an econometrician's perspective
• Estimating systems of equations with different instruments for different equations
• Estimation of a panel data model with parametric temporal variation in individual effects
• Estimation of models with grouped and ungrouped data by means of ``2SLS
• Panel structural modeling with weak instrumentation and covariance restrictions
• Efficient estimation and inference in linear pseudo-panel data models
• Fixed effects instrumental variables estimation in correlated random coefficient panel data models
• Optimality of two-stage estimator in panel models under mean squared error criterion
• INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
• A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
• Consistent Estimation of Site Index Curves Fitted to Temporary Plot Data
• scientific article; zbMATH DE number 7234413 (Why is no real title available?)
• scientific article; zbMATH DE number 4203525 (Why is no real title available?)
• scientific article; zbMATH DE number 3980333 (Why is no real title available?)
• Instrumental variables regressions involving seasonal data
• Instrumental Variables Regression with Weak Instruments
• Long difference instrumental variables estimation for dynamic panel models with fixed effects
• scientific article; zbMATH DE number 762924 (Why is no real title available?)
• The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
• Weak instrumental variables models for longitudinal data
• New estimators of AR(2) panel data model
• Instrumental variable estimation based on grouped data
• Exclusion restrictions in instrumental variables equations
• Double filter instrumental variable estimation of panel data models with weakly exogenous variables
• ML and GMM with concentrated instruments in the static panel data model
• A note on the application of EC2SLS and EC3SLS estimators in panel data models
• Estimating Vector Autoregressions with Panel Data
• Another look at the instrumental variable estimation of error-components models

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