Efficient estimation of models for dynamic panel data
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Publication:98307
DOI10.1016/0304-4076(94)01641-CzbMATH Open0831.62094OpenAlexW2043217593MaRDI QIDQ98307FDOQ98307
Authors: Seung C. Ahn, Peter Schmidt, Yanyan Li 
Publication date: July 1995
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(94)01641-c
Recommendations
fixed effectsdynamic model for panel dataexogenous regressorsmoment conditionsnonlinear generalized method of momentsrandom effects
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)
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Cited In (only showing first 100 items - show all)
- On the impact of error cross-sectional dependence in short dynamic panel estimation
- Estimation of dynamic panel data models with a lot of heterogeneity
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions
- Likelihood inference in an autoregression with fixed effects
- Empirical likelihood block bootstrapping
- GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model
- Indirect inference for dynamic panel models
- Individual effects and dynamics in count data models.
- A Computationally Practical Simulation Estimator for Panel Data
- Moment Estimation With Attrition
- GMM versus GQL inferences for panel count data
- Indirect inference estimation of dynamic panel data models
- Likelihood inference and the role of initial conditions for the dynamic panel data model
- GMM estimation of linear panel data models with time-varying individual effects
- Semiparametric efficient estimation of dynamic panel data models
- Testing serial correlation in semiparametric panel data models
- Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance
- Inference for unit roots in dynamic panels where the time dimension is fixed
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model
- The optimal choice of moments in dynamic panel data models
- Estimation of dynamic panel data models with both individual and time-specific effects
- Reprint of: Initial conditions and moment restrictions in dynamic panel data models
- Robust estimation of dynamic fixed-effects panel data models
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
- Structure identification in panel data analysis
- Semiparametric estimation of partially varying-coefficient dynamic panel data models
- GMM versus GQL inferences in semiparametric linear dynamic mixed models
- Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
- A test of cross section dependence for a linear dynamic panel model with regressors
- Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators
- Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models
- GMM estimation and inference in dynamic panel data models with persistent data
- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
- Estimating systems of equations with different instruments for different equations
- Parameters of interest, nuisance parameters and orthogonality conditions. An application to autoregressive error component models
- Nonstationary panel data analysis: an overview of some recent developments
- Efficient Estimation Using Panel Data
- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
- The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
- Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
- An alternative identification of nonlinear dynamic panel data models with unobserved covariates
- Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter
- Variable selection in panel models with breaks
- Cross-Sectional Dependence in Panel Data Analysis
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components
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- Dynamic panels with threshold effect and endogeneity
- GMM Estimation with persistent panel data: an application to production functions
- Convenient estimators for the panel probit model
- Efficient minimum distance estimator for quantile regression fixed effects panel data
- Efficient estimation of panel data models with strictly exogenous explanatory variables
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- Multilevel and nonlinear panel data models
- Estimating dynamic panel data models: A guide for macroeconomists
- Estimation of partially specified spatial panel data models with fixed-effects
- Another look at the instrumental variable estimation of error-components models
- Efficient estimation of general dynamic models with a continuum of moment conditions
- How informative is the initial condition in the dynamic panel model with fixed effects?
- Initial conditions and moment restrictions in dynamic panel data models
- The weighted method of moments approach for moment condition models
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
- Testing initial conditions in dynamic panel data models
- GMM estimation for dynamic panels with fixed effects and strong instruments at unity
- Indirect inference approach to estimating dynamic panel data models with irregular spacing
- The asymptotic properties of the system GMM estimator in dynamic panel data models when both \(N\) and \(T\) are large
- Quantile regression for dynamic panel data with fixed effects
- Estimation of long-run inefficiency levels: a dynamic frontier approach
- Bayesian analysis of quantile regression for censored dynamic panel data
- Efficiency of repeated-cross-section estimators in fixed-effects models
- Panel data models with multiple time-varying individual effects
- The incidental parameter problem since 1948
- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
- Efficient estimation of panel data models with sequential moment restrictions
- Penalized quantile regression for dynamic panel data
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
- Dynamic panel data methods and practice
- Consistent estimation of linear panel data models with measurement error
- Statistical inference in dynamic panel data models
- Level-based estimation of dynamic panel models
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
- Inferences in stochastic volatility models: a new simpler way
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- Case deletion diagnostics for GMM estimation
- On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root
- Efficient estimation of multi-level models with strictly exogenous explanatory variables
- Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
- Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
- Estimation of partially specified spatial panel data models with random-effects
- Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
- An econometric approach to the estimation of multi-level models
- A study on the persistence of Farrell's efficiency measure under a dynamic framework
- Robust estimation of moments in dynamic panel models with potential intercorrelation
- Median-based estimation of dynamic panel models with fixed effects
- Moment conditions for fixed effects count data models with endogenous regressors.
- Panel data unit roots tests: the role of serial correlation and the time dimension
- X-differencing and dynamic panel model estimation
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