On estimation of two-dimensional dynamic panel model with confounders

DOI10.1080/03610918.2019.1655576MaRDI QIDQ5082832zbMATH OpenOpenAlexWikidataFDO

Authors Yujing du, Hon Keung Tony Ng, Jun Wang, Wei Gao

Publication date 21 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2019.1655576

zbMATH Keywords

maximum likelihood estimationpanel dataconfounderstwo-dimension dynamic models

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• Estimation for dynamic and static panel probit models with large individual effects
• Estimation of Dynamic Models with Error Components
• Formulation and estimation of dynamic models using panel data
• IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large
• Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
• Modified profile likelihood for fixed-effects panel data models
• Topics on dynamic panel data models with random effects using semi-parametric Bayesian approach

Cited in

(1)

• Reliability of a two‐dimensional demand‐based networked system with multistate components

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