Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models
Year of publication: |
2015
|
---|---|
Authors: | Cizek, Pavel ; Aquaro, M. |
Institutions: | Tilburg University, Center for Economic Research |
Subject: | dynamic panel data | fixed effects | generalized method of moments | influence function | pairwise differences | robust estimation |
-
Robust estimation and moment selection in dynamic fixed-effects panel data models
Čížek, Pavel, (2015)
-
Kripfganz, Sebastian, (2014)
-
Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
Kruiniger, Hugo, (2013)
- More ...
-
One-Step Robust Estimation of Fixed-Effects Panel Data Models
Cizek, Pavel, (2010)
-
One-step robust estimation of fixed-effects panel data models
Aquaro, M., (2010)
-
Robust Estimation of Dimension Reduction Space
Cizek, Pavel, (2005)
- More ...