Panel data models with multiple time-varying individual effects
From MaRDI portal
Publication:386936
DOI10.1016/J.JECONOM.2012.12.002zbMATH Open1277.62202OpenAlexW1969950994MaRDI QIDQ386936FDOQ386936
Authors: Seung C. Ahn, Young H. Lee, Peter Schmidt 
Publication date: 11 December 2013
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2012.12.002
Recommendations
- GMM estimation of linear panel data models with time-varying individual effects
- Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects
- Theory and methods of panel data models with interactive effects
- scientific article; zbMATH DE number 7376773
- Estimation of dynamic panel data models with both individual and time-specific effects
Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Economic time series analysis (91B84)
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Inferential Theory for Factor Models of Large Dimensions
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Determining the Number of Factors in Approximate Factor Models
- GMM estimation with cross sectional dependence
- Estimation of Dynamic Models with Error Components
- Title not available (Why is that?)
- The Use of Error Components Models in Combining Cross Section with Time Series Data
- The Estimation of the Variances in a Variance-Components Model
- Instrumental-Variable Estimation of an Error-Components Model
- Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments
- Efficient Estimation Using Panel Data
- Generalized Method of Moments With Many Weak Moment Conditions
- Panel Data and Unobservable Individual Effects
- Efficiency Bounds for Semiparametric Regression
- Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test
- Panel data models with interactive fixed effects
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Estimating Vector Autoregressions with Panel Data
- Initial conditions and moment restrictions in dynamic panel data models
- Efficient estimation of models for dynamic panel data
- Origins of the limited information maximum likelihood and two-stage least squares estimators
- A new panel data treatment for heterogeneity in time trends
- Title not available (Why is that?)
- Estimating long-run relationships from dynamic heterogeneous panels
- Estimating systems of equations with different instruments for different equations
- GMM estimation of linear panel data models with time-varying individual effects
- Inferring the rank of a matrix
- Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
- Individual Income, Incomplete Information, and Aggregate Consumption
- Growth Empirics: A Panel Data Approach
- Cross-Section Regression with Common Shocks
- A Contribution to the Empirics of Economic Growth
- Estimation of linear models with crossed-error structure
- GMM with more moment conditions than observations
- Model selection by multiple test procedures
- Title not available (Why is that?)
- Reopening the convergence debate: A new look at cross-country growth empirics.
Cited In (65)
- PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
- Estimation of a panel data model with parametric temporal variation in individual effects
- Efficient estimation of heterogeneous coefficients in panel data models with common shocks
- On modeling panels of time series
- On the robustness of the pooled CCE estimator
- On CCE estimation of factor-augmented models when regressors are not linear in the factors
- Estimation of random coefficients logit demand models with interactive fixed effects
- A joint test for serial correlation and heteroscedasticity in fixed-\(T\) panel regression models with interactive effects
- GMM estimation of linear panel data models with time-varying individual effects
- Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle
- Moment-based tests for individual and time effects in panel data models
- Testing for individual and time effects in panel data models with interactive effects
- Identification of the linear factor model
- Estimation of dynamic panel data models with both individual and time-specific effects
- Theory and methods of panel data models with interactive effects
- Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects
- Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks
- Principal-component-based generalized-least-squares approach for panel data
- A feasible Spline-kernel estimate for short cross-sectional dependence panel data models
- Nonparametric identification of discrete choice models with lagged dependent variables
- Subspace clustering for panel data with interactive effects
- A new panel data treatment for heterogeneity in time trends
- Fixed T dynamic panel data estimators with multifactor errors
- Improved GMM estimation of panel VAR models
- Cross-Sectional Dependence in Panel Data Analysis
- l1common trend filtering: an extension
- Dynamic spatial panel data models with common shocks
- Corrected standard errors for optimal minimum distance estimator
- Panel models with interactive effects
- Identification problem of GMM estimators for short panel data models with interactive fixed effects
- Set identification of panel data models with interactive effects via quantile restrictions
- Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data
- Estimation of moments for linear panel data models with potential existence of time effects
- An incidental parameters free inference approach for panels with common shocks
- Linear panel regressions with two-way unobserved heterogeneity
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity
- IV estimation of panels with factor residuals
- Estimation procedure for a multiple time series model
- Comment on `IV estimation of panels with factor residuals' by D. Robertson and V. Sarafidis
- Assessing the causal effect of binary interventions from observational panel data with few treated units
- Specification test for panel data models with interactive fixed effects
- Estimation of dynamic mixed double factors model in high-dimensional panel data
- Treatment effects in interactive fixed effects models with a small number of time periods
- Computational algorithm for estimation of panel data models with two fixed effects
- Determining individual or time effects in panel data models
- A wavelet method for panel models with jump discontinuities in the parameters
- Asymptotic distribution of factor augmented estimators for panel regression
- Testing additive versus interactive effects in fixed-\(T\) panels
- Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
- Profile GMM estimation of panel data models with interactive fixed effects
- Estimation of panel data models with binary indicators when treatment effects are not constant over time
- Spatial dynamic panel data models with interactive fixed effects
- Likelihood approach to dynamic panel models with interactive effects
- Study of the heterogeneity of the time-fixed effects and the application of an improved model
- Simultaneous Spatial Panel Data Models with Common Shocks
- A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors
- Estimation of Panel Data Models with Random Interactive Effects and Multiple Structural Breaks when T is Fixed
- The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation
- Synthetic Control Estimation Beyond Comparative Case Studies: Does the Minimum Wage Reduce Employment?
- The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic
- Transformed Estimation for Panel Interactive Effects Models
- Pseudo Panel Data Models With Cohort Interactive Effects
- Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels
- Moment-based estimation of linear panel data models with factor-augmented errors
- GMM estimation for high-dimensional panel data models
This page was built for publication: Panel data models with multiple time-varying individual effects
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q386936)
