Efficient estimation of models for dynamic panel data
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Cites work
- scientific article; zbMATH DE number 3938400 (Why is no real title available?)
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- Analysis of Covariance with Qualitative Data
- Another look at the instrumental variable estimation of error-components models
- Efficient Estimation Using Panel Data
- Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
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Cited in
(only showing first 100 items - show all)- Robust estimation of moments in dynamic panel models with potential intercorrelation
- Median-based estimation of dynamic panel models with fixed effects
- Level-based estimation of dynamic panel models
- Panel data unit roots tests: the role of serial correlation and the time dimension
- Statistical inference in dynamic panel data models
- Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
- Statistical inference for panel dynamic simultaneous equations models
- Forecasting With Dynamic Panel Data Models
- Estimation of and testing for random effects in dynamic panel data models
- Dynamic panel data methods and practice
- X-differencing and dynamic panel model estimation
- Comment on `IV estimation of panels with factor residuals' by D. Robertson and V. Sarafidis
- Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects
- 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
- Case deletion diagnostics for GMM estimation
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- Inferring technological parameters from incomplete panel data
- Asymptotic distributions of impulse response functions in short panel vector autoregressions
- Feedback in panel data models
- Transformations and moment conditions for dynamic fixed effects logit models
- Innovation and employment: Evidence from Italian microdata
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term
- Moment conditions for fixed effects count data models with endogenous regressors.
- A study on the persistence of Farrell's efficiency measure under a dynamic framework
- An econometric approach to the estimation of multi-level models
- Estimation of nonlinear dynamic panel data models with individual effects
- Robust likelihood estimation of dynamic panel data models
- Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
- Local influence analysis for GMM estimation
- Improving the efficiency of GMM estimators for dynamic panel models
- On the unbiased asymptotic normality of quantile regression with fixed effects
- Inferences in stochastic volatility models: a new simpler way
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit
- Consistent estimation of linear panel data models with measurement error
- IV estimation of panels with factor residuals
- On IV, GMM and ML in a dynamic panel data model
- Exponential class of dynamic binary choice panel data models with fixed effects
- Iterated feasible generalized least-squares estimation of augmented dynamic panel data models
- Estimation of partially specified spatial panel data models with random-effects
- Testing for unit roots in panel data using a GMM approach
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
- Exploiting information from singletons in panel data analysis: a GMM approach
- Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences
- scientific article; zbMATH DE number 4096656 (Why is no real title available?)
- Neglected dynamics in panel data models; consequences and detection in finite samples*
- ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS
- Alternative GMM estimators for first-order autoregressive panel model: an improving efficiency approach
- Random autoregressive models: a structured overview
- Moment-based estimation of linear panel data models with factor-augmented errors
- A comparative analysis of different IV and GMM estimators of dynamic panel data models
- Projection estimators for autoregressive panel data models
- Efficiency in large dynamic panel models with common factors
- Exponential regression of dynamic panel data models.
- Wavelet instruments for efficiency gains in generalized method of moment models
- Efficiency Measure from Dynamic Stochastic Production Frontier: Application to Tunisian Textile, Clothing, and Leather Industries
- An augmented Anderson–Hsiao estimator for dynamic short-T panels†
- Criterion-based inference for GMM in autoregressive panel data models.
- First difference transformation in panel VAR models: robustness, estimation, and inference
- Double filter instrumental variable estimation of panel data models with weakly exogenous variables
- Bayesian model averaging for dynamic panels with an application to a trade gravity model
- Sequential and efficient GMM estimation of dynamic short panel data models
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS
- Finite underidentification
- An efficient linear GMM estimator for the covariance stationary AR(1)/unit root model for panel data
- Initial conditions and Blundell-Bond estimators
- scientific article; zbMATH DE number 6515399 (Why is no real title available?)
- A portmanteau test for correlation in short panels
- Peter C. B. Phillips's contributions to panel data methods
- An incidental parameters free inference approach for panels with common shocks
- Estimation of spillover effects with matched data or longitudinal network data
- A test of cross section dependence for a linear dynamic panel model with regressors
- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
- Reprint of: Initial conditions and moment restrictions in dynamic panel data models
- Robust estimation of dynamic fixed-effects panel data models
- Estimating systems of equations with different instruments for different equations
- Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter
- Another look at the instrumental variable estimation of error-components models
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
- Likelihood inference in an autoregression with fixed effects
- GMM estimation and inference in dynamic panel data models with persistent data
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
- A Computationally Practical Simulation Estimator for Panel Data
- Structure identification in panel data analysis
- Efficient Estimation Using Panel Data
- Semiparametric efficient estimation of dynamic panel data models
- Efficient estimation of panel data models with sequential moment restrictions
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model
- Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance
- Efficient estimation of panel data models with strictly exogenous explanatory variables
- GMM Estimation with persistent panel data: an application to production functions
- Variable selection in panel models with breaks
- Penalized quantile regression for dynamic panel data
- RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS
- Semiparametric estimation of partially varying-coefficient dynamic panel data models
- Likelihood inference and the role of initial conditions for the dynamic panel data model
- Estimating dynamic panel data models: A guide for macroeconomists
- Testing serial correlation in semiparametric panel data models
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