Efficient estimation of models for dynamic panel data
From MaRDI portal
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)
Cites Work
- Multivariate regression models for panel data
- Title not available (Why is that?)
- Estimation of Dynamic Models with Error Components
- Another look at the instrumental variable estimation of error-components models
- Generalized method of moments specification testing
- Instrumental-Variable Estimation of an Error-Components Model
- Efficient Estimation Using Panel Data
- Semiparametric efficiency bounds
- Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
- Title not available (Why is that?)
- Analysis of Covariance with Qualitative Data
- Panel Data and Unobservable Individual Effects
- On the Pooling of Time Series and Cross Section Data
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Estimating Vector Autoregressions with Panel Data
Cited In (only showing first 100 items - show all)
- 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
- Indirect inference estimation of dynamic panel data models
- 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
- Asymptotic distributions of impulse response functions in short panel vector autoregressions
- Inferring technological parameters from incomplete panel data
- Statistical inference for panel dynamic simultaneous equations models
- Transformations and moment conditions for dynamic fixed effects logit models
- Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit
- Testing for unit roots in panel data using a GMM approach
- Iterated feasible generalized least-squares estimation of augmented dynamic panel data models
- Forecasting With Dynamic Panel Data Models
- Improving the efficiency of GMM estimators for dynamic panel models
- Exponential class of dynamic binary choice panel data models with fixed effects
- Estimation of and testing for random effects in dynamic panel data models
- IV estimation of panels with factor residuals
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
- Comment on `IV estimation of panels with factor residuals' by D. Robertson and V. Sarafidis
- Feedback in panel data models
- On IV, GMM and ML in a dynamic panel data model
- Robust likelihood estimation of dynamic panel data models
- ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS
- On the unbiased asymptotic normality of quantile regression with fixed effects
- Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
- Title not available (Why is that?)
- Local influence analysis for GMM estimation
- Neglected dynamics in panel data models; consequences and detection in finite samples*
- EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS
- Innovation and employment: Evidence from Italian microdata
- Estimation of nonlinear dynamic panel data models with individual effects
- 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
- 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
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
- 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
This page was built for publication: Efficient estimation of models for dynamic panel data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q98307)
