Time-specific average estimation of dynamic panel regressions
From MaRDI portal
Publication:6039103
DOI10.1515/snde-2019-0084OpenAlexW3184332670MaRDI QIDQ6039103
Publication date: 3 May 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9578315
fixed effectspseudo-panel datafirst difference least squares (FDLS)panel autoregressiontime-specific average (TSA)
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A simple test for nonstationarity in mixed panels: a further investigation
- Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
- Efficient estimation and inference in linear pseudo-panel data models
- Bootstrap inference for linear dynamic panel data models with individual fixed effects
- Formulation and estimation of dynamic models using panel data
- Bias-corrected estimation of panel vector autoregressions
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- On the estimation and inference in factor-augmented panel regressions with correlated loadings
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
- Modified profile likelihoods in models with stratum nuisance parameters
- LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS
- DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
- BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- On the impact of error cross-sectional dependence in short dynamic panel estimation
- Biases in Dynamic Models with Fixed Effects
- Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
- Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
- Split-panel Jackknife Estimation of Fixed-effect Models
- X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION
- GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY
- Panel Data Models With Interactive Fixed Effects
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Consistent Estimates Based on Partially Consistent Observations
- Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence
- Reopening the convergence debate: A new look at cross-country growth empirics.