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GMM estimation of linear panel data models with time-varying individual effects

Ahn, Seung Chan; Hoon Lee, Young; Schmidt, Peter - In: Journal of Econometrics 101 (2001) 2, pp. 219-255

Persistent link: https://www.econbiz.de/10005192809

Efficient estimation of models for dynamic panel data

Ahn, Seung C.; Schmidt, Peter - In: Journal of Econometrics 68 (1995) 1, pp. 5-27

Persistent link: https://www.econbiz.de/10005122725

A reformulation of the Hausman test for regression models with pooled cross-section-time-series data

Ahn, Seung C.; Low, Stuart - In: Journal of Econometrics 71 (1996) 1-2, pp. 309-319

Persistent link: https://www.econbiz.de/10005122793

Efficient estimation of panel data models with strictly exogenous explanatory variables

So Im, Kyung; Ahn, Seung C.; Schmidt, Peter; … - In: Journal of Econometrics 93 (1999) 1, pp. 177-201

Persistent link: https://www.econbiz.de/10005228848

Panel data models with multiple time-varying individual effects

Ahn, Seung C.; Lee, Young H.; Schmidt, Peter - In: Journal of Econometrics 174 (2013) 1, pp. 1-14

This paper considers a panel data model with time-varying individual effects. The data are assumed to contain a large number of cross-sectional units repeatedly observed over a fixed number of time periods. The model has a feature of the fixed-effects model in that the effects are assumed to be...

Persistent link: https://www.econbiz.de/10010662497

Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation

Ahn, Seung C.; Schmidt, Peter - In: Journal of Econometrics 76 (1997) 1-2, pp. 309-321

Persistent link: https://www.econbiz.de/10005115507