Statistical inference for panel dynamic simultaneous equations models
From MaRDI portal
Publication:888331
DOI10.1016/J.JECONOM.2015.03.031zbMATH Open1337.62371OpenAlexW2044296627MaRDI QIDQ888331FDOQ888331
Authors: Cheng Hsiao, Qiankun Zhou 
Publication date: 30 October 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.03.031
Recommendations
- Statistical inference in dynamic panel data models
- Statistical inference for the panel data model with errors-in-variables
- Indirect inference estimation of dynamic panel data models
- Statistical inference for single-index panel data models
- scientific article; zbMATH DE number 4096656
- Indirect inference for dynamic panel models
- Statistical inference in a random coefficient panel model
- Inferences for a semiparametric model with panel data
- Efficient estimation of models for dynamic panel data
instrumental variablemaximum likelihoodgeneralized method of momentsmulti-dimensional asymptoticspanel dynamic simultaneous equations
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)
Cites Work
- Title not available (Why is that?)
- Estimation of Dynamic Models with Error Components
- 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
- Title not available (Why is that?)
- Another look at the instrumental variable estimation of error-components models
- Formulation and estimation of dynamic models using panel data
- Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- Panel Data Econometrics
- A Random-Effects Model for Multiple Characteristics With Possibly Missing Data
- The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- Title not available (Why is that?)
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
- IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large
- A note on transformed likelihood approach in linear dynamic panel models
- ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors
- Some properties of the LIML estimator in a dynamic panel structural equation
- Error Components and Seemingly Unrelated Regressions
- The limited information maximum likelihood approach to dynamic panel structural equation models
Cited In (25)
- Statistical inference in dynamic panel data models
- PANEL DATA MODELS WITH FINITE NUMBER OF MULTIPLE EQUILIBRIA
- Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
- A Computationally Practical Simulation Estimator for Panel Data
- Indirect inference estimation of dynamic panel data models
- Jive for panel dynamic simultaneous equations models
- The econometrics of multi-dimensional panels. Theory and applications
- Challenges for panel financial analysis
- A Note on Dynamic Modelling from Short and Heterogeneous Pseudo Panels
- Title not available (Why is that?)
- Estimation of dynamic panel data models with both individual and time-specific effects
- First difference or forward demeaning: Implications for the method of moments estimators
- First difference transformation in panel VAR models: robustness, estimation, and inference
- Frontiers in time series and financial econometrics: an overview
- Some properties of the LIML estimator in a dynamic panel structural equation
- Parametric Inference and Dynamic State Recovery From Option Panels
- SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS
- Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation
- Panel experiments and dynamic causal effects: A finite population perspective
- Panel models with interactive effects
- An incidental parameters free inference approach for panels with common shocks
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- The limited information maximum likelihood approach to dynamic panel structural equation models
- Indirect inference approach to estimating dynamic panel data models with irregular spacing
- Panel structural modeling with weak instrumentation and covariance restrictions
This page was built for publication: Statistical inference for panel dynamic simultaneous equations models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q888331)
