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  • Search: subject:"Lagged Dependent Variable"
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Year of publication
Subject
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lagged dependent variable 6 coefficient heterogeneity 5 common correlated effects 5 cross sectional dependence 5 estimation and inference 5 unobserved common factors 5 large panels 4 Estimation 3 Correlation 2 Estimation theory 2 Korrelation 2 Lagged Dependent Variable 2 Panel 2 Panel study 2 Schätztheorie 2 Schätzung 2 AR(1) process 1 Binary Choice 1 Binomial Response 1 Child health 1 Dynamics 1 Endogeneity 1 First-difference 1 Fixed Effects 1 Happiness 1 Indonesia 1 Instrumental Variable 1 Lagged dependent variable 1 Large panels 1 Latent Variable 1 Panel Data 1 Predetermined Regressors 1 Sample Selection 1 Semiparametric 1 Treatment 1 adult height 1 binary choice 1 bracketing property 1 fixed effects 1 fixed effects estimator 1
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Online availability
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Free 10
Type of publication
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Book / Working Paper 10
Type of publication (narrower categories)
All
Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
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Undetermined 6 English 4
Author
All
Chudik, Alexander 5 Pesaran, M. Hashem 4 Lewbel, Arthur 2 Honore, Bo E. 1 Mani, Subha 1 Pesaran, Hashem 1 Piper, Alan 1 Quintana-Domeque, Climent 1 de Oliveira, Victor Hugo 1
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Institution
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Department of Economics, Boston College 2 Becker Friedman Institute for Research in Economics, University of Chicago 1 CESifo 1 Economics Department, Fordham University 1 Faculty of Economics, University of Cambridge 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Boston College Working Papers in Economics 2 CESifo Working Paper 1 CESifo Working Paper Series 1 CESifo working papers 1 Cambridge Working Papers in Economics 1 Cambridge working papers in economics 1 Fordham Economics Discussion Paper Series 1 MPRA Paper 1 Working Papers / Becker Friedman Institute for Research in Economics, University of Chicago 1
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Source
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RePEc 7 ECONIS (ZBW) 2 EconStor 1
Showing 1 - 10 of 10
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Early-Life Environment and Adult Stature in Brazil during the Period 1950 to 1980
de Oliveira, Victor Hugo; Quintana-Domeque, Climent - Becker Friedman Institute for Research in Economics, … - 2014
We study the relationship between environmental conditions at birth and adult stature using cohort-state level data in Brazil. We find that GDP per capita in the year of birth, not infant mortality rate, is a robust correlate of population stature in Brazil during the period 1950-1980. Our...
Persistent link: https://www.econbiz.de/10010828421
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Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors
Chudik, Alexander; Pesaran, M. Hashem - 2013
models with lagged dependent variable and/or weakly exogenous regressors. We show that the CCE mean group estimator continues …
Persistent link: https://www.econbiz.de/10010312860
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A Note on Modelling Dynamics in Happiness Estimations
Piper, Alan - Volkswirtschaftliche Fakultät, … - 2013
modelling dynamics two ways the note discusses are via a lagged dependent variable, and via an AR(1) process. The usefulness and …
Persistent link: https://www.econbiz.de/10011112322
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Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors
Chudik, Alexander; Pesaran, M. Hashem - CESifo - 2013
models with lagged dependent variable and/or weakly ex-ogenous regressors. We show that the CCE mean group estimator …
Persistent link: https://www.econbiz.de/10010877901
Saved in:
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Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors
Pesaran, Hashem; Chudik, Alexander - Faculty of Economics, University of Cambridge - 2013
models with lagged dependent variable and/or weakly exogenous regressors. We show that the CCE mean group estimator continues …
Persistent link: https://www.econbiz.de/10010700217
Saved in:
Cover Image
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Chudik, Alexander; Pesaran, M. Hashem - 2013
models with lagged dependent variable and/or weakly exogenous regressors. We show that the CCE mean group estimator continues …
Persistent link: https://www.econbiz.de/10009743851
Saved in:
Cover Image
Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
Pesaran, M. Hashem; Chudik, Alexander - 2013
Persistent link: https://www.econbiz.de/10009754530
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Is there Complete, Partial, or No Recovery from Childhood Malnutrition? Empirical Evidence from Indonesia
Mani, Subha - Economics Department, Fordham University - 2008
consistent coefficient estimate on the lagged dependent variable. While the OLS coefficient estimate on the one-period lagged …
Persistent link: https://www.econbiz.de/10005627231
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Simple Endogenous Binary Choice and Selection Panel Model Estimators
Lewbel, Arthur - Department of Economics, Boston College - 2005
This paper provides numerically trivial estimators for short panels of either binary choices or of linear models that suffer from confounded, nonignorable sample selection. The estimators allow for fixed effects, endogenous regressors, lagged dependent variables, and heterokedastic errors with...
Persistent link: https://www.econbiz.de/10005053267
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Semiparametric Binary Choice Panel Data Models without Strictly Exogeneous Regressors
Lewbel, Arthur; Honore, Bo E. - Department of Economics, Boston College - 1998
Previous estimators of binary choice panel data models with fixed effects require strong parametric error asumptions, strictly exogeneous regressors, or both. This is because nonlinearity of the model precludes the use of the "moment conditions on differences" based estimators that are generally...
Persistent link: https://www.econbiz.de/10005074111
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