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Fixed effects estimation of the population-averaged slopes in a panel data random coefficient model
Wooldridge, Jeffrey M. - In: Econometric theory 19 (2003) 2, pp. 411-412
Persistent link: https://www.econbiz.de/10001745834
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Estimation of unit root spatial dynamic panel data models
Yu, Jihai; Lee, Lung-fei - In: Econometric theory 26 (2010) 5, pp. 1332-1362
Persistent link: https://www.econbiz.de/10008662668
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X-differencing and dynamic panel model estimation
Han, Chirok; Phillips, Peter C. B.; Sul, Donggyu - In: Econometric theory 30 (2014) 1, pp. 201-251
Persistent link: https://www.econbiz.de/10010399780
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Dynamic panel Anderson-Hsiao estimation with roots near unity
Phillips, Peter C. B. - In: Econometric theory 34 (2018) 2, pp. 253-276
Persistent link: https://www.econbiz.de/10011950953
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Estimation for dynamic panel data with individual effects
Robinson, Peter M.; Velasco, Carlos - In: Econometric theory 36 (2020) 2, pp. 185-222
Persistent link: https://www.econbiz.de/10012193732
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Regularized estimation of dynamic panel models
Carrasco, Marine; Nayihouba, Ada - In: Econometric theory 40 (2024) 2, pp. 360-418
Persistent link: https://www.econbiz.de/10014485253
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Simultaneous equations with incomplete panels
Baltagi, Badi H.; Chang, Young-jae - In: Econometric theory 16 (2000) 2, pp. 269-279
Persistent link: https://www.econbiz.de/10001483374
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Time-invariant regressor in nonlinear panel model with fixed effects
Hahn, Jinyong; Meinecke, Juergen - In: Econometric theory 21 (2005) 2, pp. 455-469
Persistent link: https://www.econbiz.de/10002740779
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Second-order bias reduction for nonlinear panel data models with fixed effects based on expected quantities
Schumann, Martin - In: Econometric theory 39 (2023) 4, pp. 693-736
Persistent link: https://www.econbiz.de/10014342248
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Specification of variance matrices for panel data models
Magnus, Jan R.; Muris, Chris - In: Econometric theory 26 (2010) 1, pp. 301-310
Persistent link: https://www.econbiz.de/10003968583