Unequal spacing in dynamic panel data: identification and estimation

DOI10.1016/j.jeconom.2016.10.002zbMath1403.62170OpenAlexW2186120102MaRDI QIDQ503572

Yi Xin, Yuya Sasaki

Publication date: 13 January 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.10.002

zbMATH Keywords

dynamic panel dataearnings dynamicsunequal spacing

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (5)

Level-based estimation of dynamic panel models ⋮ Indirect inference approach to estimating dynamic panel data models with irregular spacing ⋮ Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit ⋮ Missing dependent variables in fixed-effects models ⋮ Estimating dynamic binary choice models using irregularly spaced panel data

Cites Work

• Initial conditions and moment restrictions in dynamic panel data models
• Another look at the instrumental variable estimation of error-components models
• Generalized reduced rank tests using the singular value decomposition
• A central limit theorem for endogenous locations and complex spatial interactions
• Inference in panel data models under attrition caused by unobservables
• Long difference instrumental variables estimation for dynamic panel models with fixed effects
• On instrumental variable estimation of semiparametric dynamic panel data models.
• How informative is the initial condition in the dynamic panel model with fixed effects?
• Robust estimation of dynamic fixed-effects panel data models
• Estimation of AR(1) models with unequally spaced pseudo‐panels
• NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS
• Estimation of Dynamic Models with Error Components
• UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
• Testing Parameters in GMM Without Assuming that They Are Identified
• Semiparametric Bayesian Inference in Autoregressive Panel Data Models
• Estimation of a Censored Dynamic Panel Data Model
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

This page was built for publication: Unequal spacing in dynamic panel data: identification and estimation