Estimation of dynamic panel data models with both individual and time-specific effects
DOI10.1016/J.JSPI.2008.03.009zbMATH Open1141.62094OpenAlexW2079773817MaRDI QIDQ928906FDOQ928906
Authors: Cheng Hsiao, A. Kamil Tahmiscioglu 
Publication date: 11 June 2008
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2008.03.009
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Cites Work
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- Consistent Estimates Based on Partially Consistent Observations
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- Formulation and estimation of dynamic models using panel data
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Efficient estimation of models for dynamic panel data
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- A Comparative Study of Alternative Estimators in a Distributed Lag Model
Cited In (17)
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- A functional connectivity approach for modeling cross-sectional dependence with an application to the estimation of hedonic housing prices in Paris
- Moment-based tests for individual and time effects in panel data models
- Estimation of time-varying coefficient dynamic panel data models
- Testing for individual and time effects in panel data models with interactive effects
- Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects
- THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH N AND T ARE LARGE
- Estimation of time-varying average treatment effects using panel data when unobserved fixed effects affect potential outcomes differently
- Iterated feasible generalized least-squares estimation of augmented dynamic panel data models
- Panel data models with cross-sectional dependence: a selective review
- IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large
- Maximum likelihood estimation of dynamic panel threshold models
- Challenges for Panel Financial Analysis
- ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS
- Efficient estimation of a partially linear panel data model with cross-sectional dependence
- On the asymptotic optimality of the LIML estimator with possibly many instruments
- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
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