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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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Two-stage instrumental variable estimation of linear panel data models with interactive effects
Cui, Guowei; Norkutė, Milda; Sarafidis, Vasilis; … - In: The econometrics journal 25 (2022) 2, pp. 340-361
Persistent link: https://www.econbiz.de/10013253838
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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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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 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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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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Point-optimal panel unit root tests with serially correlated errors
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. - In: The econometrics journal 17 (2014) 3, pp. 338-372
Persistent link: https://www.econbiz.de/10010498715
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A simple estimator for quantile panel data models using smoothed quantile regressions
Chen, Liang; Huo, Yulong - In: The econometrics journal 24 (2021) 2, pp. 247-263
Persistent link: https://www.econbiz.de/10012594992
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Efficient GMM with nearly-weak instruments
Antoine, Bertille; Renault, Eric - In: The econometrics journal 12 (2009), pp. 135-171
Persistent link: https://www.econbiz.de/10003876453
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IV estimation of spatial dynamic panels with interactive effects : large sample theory and an application on bank attitude towards risk
Cui, Guowei; Sarafidis, Vasilis; Yamagata, Takashi - In: The econometrics journal 26 (2023) 2, pp. 124-146
Persistent link: https://www.econbiz.de/10014319278