The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
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Cited in
(only showing first 100 items - show all)- Fixed effects estimation of structural parameters and marginal effects in panel probit models
- Bootstrap-based bias correction for dynamic panels
- A maximum likelihood method for the incidental parameter problem
- A note on autoregressive error components models
- Improved GMM estimation of panel VAR models
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions
- Bias-corrected estimation of panel vector autoregressions
- Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
- Inference on trending panel data
- Panel models with interactive effects
- Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
- Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large
- Panel AR(1) estimators under misspecification
- Dynamic spatial panel data models with common shocks
- Impact of regulatory trade barriers and controls of the movement of capital and people on international trade of selected central, eastern and southeastern European economies
- Robust likelihood estimation of dynamic panel data models
- On the semi-varying coefficient dynamic panel data model with autocorrelated errors
- Half-panel jackknife estimation for dynamic panel models
- On the unbiased asymptotic normality of quantile regression with fixed effects
- Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
- On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root
- The limited information maximum likelihood approach to dynamic panel structural equation models
- Fixed-effects dynamic spatial panel data models and impulse response analysis
- Higher order mean squared error of generalized method of moments estimators for nonlinear models
- Variable selection in panel models with breaks
- Many IVs estimation of dynamic panel regression models with measurement error
- Asymptotic theory for heterogeneous dynamic pseudo-panels
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- Testing a linear dynamic panel data model against nonlinear alternatives
- The optimal choice of moments in dynamic panel data models
- On the effect of mean-nonstationarity in dynamic panel data models
- Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks
- The factor analytical approach in near unit root interactive effects panels
- An incidental parameters free inference approach for panels with common shocks
- On the use of the Helmert transformation, and its applications in panel data econometrics
- Methods for strengthening a weak instrument in the case of a persistent treatment
- Asymptotic properties of a robust variance matrix estimator for panel data when T is large
- Testing slope homogeneity in large panels
- Efficient estimation and inference in linear pseudo-panel data models
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
- Nonparametric estimation of dynamic panel models with fixed effects
- Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
- Likelihood inference in an autoregression with fixed effects
- The moving blocks bootstrap for panel linear regression models with individual fixed effects
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
- Dynamic panels with threshold effect and endogeneity
- Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals
- The weak instrument problem of the system GMM estimator in dynamic panel data models
- Bootstrap procedures in a spatial-temporal model
- Nonstationary panel data analysis: an overview of some recent developments
- Estimating dynamic panel data discrete choice models with fixed effects
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
- Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
- Jive for panel dynamic simultaneous equations models
- Challenges for panel financial analysis
- Alternative asymptotics and the partially linear model with many regressors
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
- Bootstrap inference for linear dynamic panel data models with individual fixed effects
- IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large
- Asymptotically efficient model selection for panel data forecasting
- X-differencing and dynamic panel model estimation
- The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
- Nonlinear panel data models with distribution-free correlated random effects
- Estimation of dynamic panel data models with a lot of heterogeneity
- A James-Stein-type adjustment to bias correction in fixed effects panel models
- Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both \(N\) and \(T\) are large
- Export and total factor productivity of EU new member states
- GMM estimation for dynamic panels with fixed effects and strong instruments at unity
- Persistence heterogeneity testing in panels with interactive fixed effects
- Econometrics in Theory and Practice
- The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large
- Bias in dynamic panel models under time series misspecification
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
- Indirect inference for dynamic panel models
- Mean group tests for stationarity in heterogeneous panels
- Estimation and model selection in general spatial dynamic panel data models
- Double filter instrumental variable estimation of panel data models with weakly exogenous variables
- ML and GMM with concentrated instruments in the static panel data model
- Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation
- First difference transformation in panel VAR models: robustness, estimation, and inference
- Fixed T dynamic panel data estimators with multifactor errors
- Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
- Sequential and efficient GMM estimation of dynamic short panel data models
- LIML in the static linear panel data model
- First difference or forward demeaning: Implications for the method of moments estimators
- An equality test across nonparametric regressions
- Individual and time effects in nonlinear panel models with large \(N\), \(T\)
- Time-specific average estimation of dynamic panel regressions
- Machine learning panel data regressions with heavy-tailed dependent data: theory and application
- Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators
- Indirect inference estimation of dynamic panel data models
- SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES
- Likelihood approach to dynamic panel models with interactive effects
- Testing for Trend Specifications in Panel Data Models
- Inference on a distribution from noisy draws
- Regularized estimation of dynamic panel models
- Residual-based IV estimation of dynamic panel data models with fixed effects
- Unobserved Heterogeneity in Income Dynamics: An Empirical Bayes Perspective
- Transformed Estimation for Panel Interactive Effects Models
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