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Identification without assuming mean stationarity : quasi-maximum likelihood estimation of dynamic panel models with endogenous regressors
Kruiniger, Hugo - In: The econometrics journal 24 (2021) 3, pp. 417-441
Persistent link: https://www.econbiz.de/10012620713
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Large deviations of generalized method of moments and empirical likelihood estimators
Otsu, Taisuke - In: The econometrics journal 14 (2011) 2, pp. 321-329
Persistent link: https://www.econbiz.de/10009382621
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Maximization by parts in extremum estimation
Fan, Yanqin; Pastorello, Sergio; Renault, Eric - In: The econometrics journal 18 (2015) 2, pp. 147-171
Persistent link: https://www.econbiz.de/10011378476
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Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei; Yu, Jihai - In: The econometrics journal 23 (2020) 1, pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
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Orthogonal to backward mean transformation for dynamic panel data models
Everaert, Gerdie - In: The econometrics journal 16 (2013) 2, pp. 179-221
Persistent link: https://www.econbiz.de/10009783337
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Instrumental variable estimation of a spatial dynamic panel model with endogenous spatial weights when T is small
Qu, Xi; Wang, Xiaoliang; Lee, Lung-fei - In: The econometrics journal 19 (2016) 3, pp. 261-290
Persistent link: https://www.econbiz.de/10011712274
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The weak instrument problem of the system GMM estimator in dynamic panel data models
Bun, Maurice J. G.; Windmeijer, Frank - In: The econometrics journal 13 (2010) 1, pp. 95-126
Persistent link: https://www.econbiz.de/10003975654
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Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods
Hu, Yingyao; Shiu, Ji-Liang - In: The econometrics journal 21 (2018) 1, pp. 55-85
Persistent link: https://www.econbiz.de/10012166595
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A new structural break test for panels with common factors
Zhu, Huanjun; Sarafidis, Vasilis; Silvapulle, Mervyn J. - In: The econometrics journal 23 (2020) 1, pp. 137-155
Persistent link: https://www.econbiz.de/10012167253
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The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
Greene, William - In: The econometrics journal 7 (2004) 1, pp. 98-119
Persistent link: https://www.econbiz.de/10002121971