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The Robustness of Estimators for Dynamic Panel Data Models to Misspecification
Matyas, Laszlo; Harris, Mark N.; Pataki, Attila - 2001
". However, if these are not valid, misspecified model result. This paper considers consistent estimation of the dynamic panel …
Persistent link: https://www.econbiz.de/10014139689
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The Robustness of Estimators for Dynamic Panel Data Models to Misspecification
Harris, Mark N. - 2010
linear panel data model, which often forms the basis of testable economic hypotheses. The estimators of such a model are …
Persistent link: https://www.econbiz.de/10013150356
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Testing for stationarity in heterogeneous panel data in the case of model misspecification
Rao, Yao; Hadri, Kaddour; Bu, Ruijun - In: Bulletin of economic research 62 (2010) 3, pp. 209-225
Persistent link: https://www.econbiz.de/10003993597
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Large panels and high-dimensional vector autoregressive models
Callot, Laurent - 2012
Persistent link: https://www.econbiz.de/10010204938
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Specification tests and tests for overidentifying restrictions in panel data models with selection
Semykina, Anastasia - In: Economics letters 115 (2012) 1, pp. 53-55
Persistent link: https://www.econbiz.de/10009615335
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Essays in honor of Jerry Hausman
Baltagi, Badi H. (ed.); Hill, Rufus Carter (ed.);  … - 2012
Persistent link: https://www.econbiz.de/10009706538
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Selecting the correct number of factors in approximate factor models : the large panel case with group bridge estimators
Caner, Mehmet; Han, Xu - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 3, pp. 359-374
Persistent link: https://www.econbiz.de/10010488511
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Specification tests for time-varying coefficient panel models
Atak, Alev; Zhang, Yonghui; Zhou, Qiankun - 2019
Persistent link: https://www.econbiz.de/10011968819
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Minimizing sensitivity to model misspecification
Bonhomme, Stéphane; Weidner, Martin - 2018
be partially or irregularly identified. To illustrate our approach we study panel data models where the distribution of …
Persistent link: https://www.econbiz.de/10011912653
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The interplay between the Bayesian and frequentist approaches : a general nesting spatial panel data model
Ramírez Hassan, Andrés - In: Spatial economic analysis : the journal of the Regional … 12 (2017) 1, pp. 92-112
Persistent link: https://www.econbiz.de/10011669075