Unequal spacing in dynamic panel data: identification and estimation
From MaRDI portal
Publication:503572
DOI10.1016/j.jeconom.2016.10.002zbMath1403.62170OpenAlexW2186120102MaRDI QIDQ503572
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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
Related Items
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
