On estimation of two-dimensional dynamic panel model with confounders

DOI10.1080/03610918.2019.1655576OpenAlexW2972714635WikidataQ127279040 ScholiaQ127279040MaRDI QIDQ5082832FDOQ5082832

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

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zbMATH Keywords

maximum likelihood estimationpanel dataconfounderstwo-dimension dynamic models

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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