scientific article; zbMATH DE number 5071101

zbMATH Open1125.62128MaRDI QIDQ3409064FDOQ3409064

Authors: Jinyong Hahn, Hyungsik Roger Moon 

Publication date: 7 November 2006

Title of this publication is not available (Why is that?)

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Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Cited In (27)

• Bias reduction for dynamic nonlinear panel models with fixed effects
• Dynamic linear panel regression models with interactive fixed effects
• Indirect inference for dynamic panel models
• Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
• Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
• Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
• Jive for panel dynamic simultaneous equations models
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
• An augmented Anderson–Hsiao estimator for dynamic short-T panels^†
• Estimation of dynamic panel data models with both individual and time-specific effects
• Asymptotic inference for \(\mathrm{AR}(1)\) panel data
• First difference transformation in panel VAR models: robustness, estimation, and inference
• Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
• Time-specific average estimation of dynamic panel regressions
• Bias-corrected estimation of panel vector autoregressions
• The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation
• Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large
• Biases in dynamic models with fixed effects
• On the diminishing returns of higher-order terms in asymptotic expansions of bias
• Estimation bias and bias correction in reduced rank autoregressions
• Estimation of spatial autoregressive panel data models with fixed effects
• Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
• Bias in dynamic panel models under time series misspecification
• Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
• Individual and time effects in nonlinear panel models with large \(N\), \(T\)
• Jackknife estimation of stationary autoregressive models
• Jackknife and analytical bias reduction for nonlinear panel models.

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