Time-specific average estimation of dynamic panel regressions

DOI10.1515/SNDE-2019-0084MaRDI QIDQ6039103zbMATH OpenOpenAlexFDO

Authors Ba Chu

Publication date 3 May 2023

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9578315

zbMATH Keywords

fixed effectspseudo-panel datafirst difference least squares (FDLS)panel autoregressiontime-specific average (TSA)

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

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Cited in

(1)

• Estimation of time-varying average treatment effects using panel data when unobserved fixed effects affect potential outcomes differently

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