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Two-way fixed effects versus panel factor-augmented estimators : asymptotic comparison among pretesting procedures

Han, Minyu; Kwak, Jihun; Sul, Donggyu - In: Econometric reviews 41 (2022) 3, pp. 291-320

Empirical researchers may wonder whether or not a two-way fixed effects estimator (with individual and period fixed effects) is sufficiently sophisticated to isolate the influence of common shocks on the estimation of slope coefficients. If it is not, practitioners need to run the so-called...

Persistent link: https://www.econbiz.de/10013364881

Peter Schmidt : econometrician and consummate professional

Maasoumi, Esfandiar; Sickles, Robin C. - In: Econometric reviews 36 (2017) 1/3, pp. 1-5

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Estimation of partially specified spatial panel data models with fixed-effects

Ai, Chunrong; Zhang, Yuanqing - In: Econometric reviews 36 (2017) 1/3, pp. 6-22

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Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Econometric reviews 36 (2017) 1/3, pp. 85-102

Persistent link: https://www.econbiz.de/10011794682

The smooth colonel and the reverend find common ground

Kiefer, Nicholas M.; Racine, Jeffrey - In: Econometric reviews 36 (2017) 1/3, pp. 241-256

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LIML in the static linear panel data model

Wansbeek, Tom; Prak, Dennis - In: Econometric reviews 36 (2017) 1/3, pp. 385-395

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Asymptotic power of the sphericity test under weak and strong factors in a fixed effects panel data model

Baltagi, Badi H.; Kao, Chihwa; Wang, Fa - In: Econometric reviews 36 (2017) 6/9, pp. 853-882

Persistent link: https://www.econbiz.de/10011795516

Exponential class of dynamic binary choice panel data models with fixed effects

Sadoon, Majid M. al-; Li, Tong; Pesaran, M. Hashem - In: Econometric reviews 36 (2017) 6/9, pp. 898-927

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The estimation of multidimensional fixed effects panel data models

Balazsi, Laszlo; Mátyás, László; Wansbeek, Tom - In: Econometric reviews 37 (2018) 1/5, pp. 212-227

Persistent link: https://www.econbiz.de/10012038570

Maximum simulated likelihood estimation of the panel sample selection model

Lai, Hung-Pin; Tsay, Wen-jen - In: Econometric reviews 37 (2018) 6/10, pp. 744-759

Persistent link: https://www.econbiz.de/10012040407