Estimating Vector Autoregressions with Panel Data
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- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
- Changes in relative wages in the 1980s: Returns to observed and unobserved skills and black-white wage differentials
- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
- Median-based estimation of dynamic panel models with fixed effects
- Prior selection for panel vector autoregressions
- Improved GMM estimation of panel VAR models
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions
- Set identification of panel data models with interactive effects via quantile restrictions
- Institutions and growth: a GMM/IV panel VAR approach
- Identification problem of GMM estimators for short panel data models with interactive fixed effects
- Bias-corrected estimation of panel vector autoregressions
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
- Corrected standard errors for optimal minimum distance estimator
- Estimation of random coefficients logit demand models with interactive fixed effects
- Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
- How informative is the initial condition in the dynamic panel model with fixed effects?
- Binary choice panel data models with predetermined variables
- Unit root tests in panel data: asymptotic and finite-sample properties
- Individual effects and dynamics in count data models.
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
- Panel AR(1) estimators under misspecification
- Feedback in panel data models
- Robust likelihood estimation of dynamic panel data models
- Has Korean growth become greener? Spatial econometric evidence for energy use and renewable energy
- Transformations and moment conditions for dynamic fixed effects logit models
- Real interest rate and economic growth: a statistical exploration for transitory economies
- Level-based estimation of dynamic panel models
- Editorial: Celebrating 40 years of panel data analysis: past, present and future
- On the robustness of the pooled CCE estimator
- An econometric approach to the estimation of multi-level models
- The limited information maximum likelihood approach to dynamic panel structural equation models
- Nonparametric identification of discrete choice models with lagged dependent variables
- IV estimation of panels with factor residuals
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
- Tests of additional conditional moment restrictions
- Commodity prices, inflationary pressures, and monetary policy: evidence from BRICS economies
- Forecasting and turning point predictions in a Bayesian panel VAR model
- Theory and methods of panel data models with interactive effects
- Estimating systems of equations with different instruments for different equations
- Estimation of a panel data model with parametric temporal variation in individual effects
- The optimal choice of moments in dynamic panel data models
- Finance, inequality and the poor
- An incidental parameters free inference approach for panels with common shocks
- Treatment effects in interactive fixed effects models with a small number of time periods
- Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship
- Reprint of: Initial conditions and moment restrictions in dynamic panel data models
- Initial conditions and Blundell-Bond estimators
- GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model
- A joint serial correlation test for linear panel data models
- Dynamic linear panel regression models with interactive fixed effects
- Granger causality and structural causality in cross-section and panel data
- A test of cross section dependence for a linear dynamic panel model with regressors
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
- G-7 INFLATION FORECASTS: RANDOM WALK, PHILLIPS CURVE OR WHAT ELSE?
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
- Dynamic panels with threshold effect and endogeneity
- On modeling panels of time series
- On the impact of error cross-sectional dependence in short dynamic panel estimation
- SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS
- Panel data models with multiple time-varying individual effects
- Cook's distance in linear longitudinal models
- Projection estimators for autoregressive panel data models
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
- Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences
- Gender differences and dynamics in competition: the role of luck
- PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS
- Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data
- Neglected dynamics in panel data models; consequences and detection in finite samples*
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
- Measurement errors in dynamic models
- scientific article; zbMATH DE number 7376773 (Why is no real title available?)
- Cross-Sectional Dependence in Panel Data Analysis
- A two-stage estimation for panel data models with grouped fixed effects
- Improving Sales Forecasting Accuracy: A Tensor Factorization Approach with Demand Awareness
- Bayesian inference for merged panel autoregressive model
- Volatility modeling and prediction: the role of price impact
- The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large
- CUE with many weak instruments and nearly singular design
- Indirect inference for dynamic panel models
- A Weak law of large numbers for a class of nonstationary but stabiuzing vector arma processes with one unit root
- Double filter instrumental variable estimation of panel data models with weakly exogenous variables
- Identification of the linear factor model
- Testing initial conditions in dynamic panel data models
- First difference transformation in panel VAR models: robustness, estimation, and inference
- Fixed T dynamic panel data estimators with multifactor errors
- Semiparametric estimation of partially varying-coefficient dynamic panel data models
- An augmented Anderson–Hsiao estimator for dynamic short-T panels†
- Estimation of time-varying coefficient dynamic panel data models
- PVAR model with collapsed instruments in the real exchange rates misalignment's analysis
- Reopening the convergence debate: A new look at cross-country growth empirics.
- Convergence empirics across economies with (some) capital mobility.
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
- GMM estimation of linear panel data models with time-varying individual effects
- Exponential regression of dynamic panel data models.
- A new semiparametric spatial model for panel time series
- Linear panel regressions with two-way unobserved heterogeneity
- Indirect inference estimation of dynamic panel data models
- Likelihood approach to dynamic panel models with interactive effects
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