ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS
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Publication:5221308
DOI10.1017/S0266466619000069zbMATH Open1435.62088OpenAlexW2924619123MaRDI QIDQ5221308FDOQ5221308
Authors: Carlos I. Hoyos Velasco, Peter M. Robinson 
Publication date: 25 March 2020
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466619000069
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Cites Work
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Cited In (9)
- Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
- Indirect inference estimation of dynamic panel data models
- Likelihood inference and the role of initial conditions for the dynamic panel data model
- Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence
- Panel experiments and dynamic causal effects: A finite population perspective
- Parametric estimation of long memory in factor models
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
- Estimating dynamic panel data. A practical approach to perform long panels
- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
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