Unequal spacing in dynamic panel data: identification and estimation

DOI10.1016/J.JECONOM.2016.10.002MaRDI QIDQ503572zbMATH OpenOpenAlexFDO

Authors Yuya Sasaki, Yi Xin

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)

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Cites work

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

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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