Unequal spacing in dynamic panel data: identification and estimation
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Publication:503572
DOI10.1016/J.JECONOM.2016.10.002zbMATH Open1403.62170OpenAlexW2186120102MaRDI QIDQ503572FDOQ503572
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
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
Cites Work
- Estimation of Dynamic Models with Error Components
- Another look at the instrumental variable estimation of error-components models
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Initial conditions and moment restrictions in dynamic panel data models
- Robust estimation of dynamic fixed-effects panel data models
- Generalized reduced rank tests using the singular value decomposition
- Inference in panel data models under attrition caused by unobservables
- A central limit theorem for endogenous locations and complex spatial interactions
- 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
- On instrumental variable estimation of semiparametric dynamic panel data models.
- UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
- How informative is the initial condition in the dynamic panel model with fixed effects?
- Estimation of \(\text{AR}(1)\) models with unequally spaced pseudo-panels
- NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS
Cited In (7)
- Level-based estimation of dynamic panel models
- UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
- Estimation of \(\text{AR}(1)\) models with unequally spaced pseudo-panels
- Missing dependent variables in fixed-effects models
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit
- Estimating dynamic binary choice models using irregularly spaced panel data
- Indirect inference approach to estimating dynamic panel data models with irregular spacing
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