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The incidental parameters problem in testing for remaining cross-section correlation

Juodis, Artūras; Reese, Simon - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1191-1203

Persistent link: https://www.econbiz.de/10013539484

Identification and (Fast) Estimation of Large Nonlinear Panel Models with Two-Way Fixed Effects

Mugnier, Martin; Wang, Ao - 2022

We study a nonlinear two-way fixed effects panel model that allows for unobserved individual heterogeneity in slopes …-Seidel estimation procedure that overcomes the practical challenge of dimensionality in the number of fixed effects when the dataset is …

Persistent link: https://www.econbiz.de/10014078902

A Monte Carlo study of the BE estimator for growth regressions

Ditzen, Jan; Gundlach, Erich - In: Empirical economics : a journal of the Institute for … 51 (2016) 1, pp. 31-55

Persistent link: https://www.econbiz.de/10011515468

Dynamic firm performance and estimator choice : a comparison of dynamic panel data estimators

Cave, Joshua; Chaudhuri, Kausik; Kumbhakar, Subal - In: European journal of operational research : EJOR 307 (2023) 1, pp. 447-467

Persistent link: https://www.econbiz.de/10014293030

Cross-sectional methods and applications

Drukker, David M. (contributor) - 2011 - 1. ed.

Persistent link: https://www.econbiz.de/10009685555

Missing-data methods: cross-sectional methods and applications

Drukker, David M. (ed.) - 2011 - 1. ed.

in semiparametric and nonparametric estimation of panel data models with incomplete information: A selected review … the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in … Empirical Finance; Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas; Consistent Estimation and …

Persistent link: https://www.econbiz.de/10012683116

A RMT-based LM test for error cross-sectional independence in large heterogeneous panel data models

Bailey, Natalia; Jiang, Dandan; Yao, Jianfeng - In: Econometric reviews 41 (2022) 5, pp. 564-582

Persistent link: https://www.econbiz.de/10013364894

Missing-data methods: cross-sectional methods and applications

Drukker, David M. (ed.) - 2011 - 1. ed.

the field, covering topics such as: Missing-Data Imputation in Nonstationary Panel Data Models; Markov Switching Models in … Empirical Finance; Bayesian Analysis of Multivariate Sample Selection Models Using Gaussian Copulas; Consistent Estimation and …

Persistent link: https://www.econbiz.de/10012049854

Better risk and performance estimates with factor-model Monte Carlo

Jiang, Yindeng; Martin, Doug - In: Journal of risk 17 (2014/2015) 5, pp. 29-67

Persistent link: https://www.econbiz.de/10011438893

Estimation of profit functions when profit is not maximum

Kumbhakar, Subal - In: American journal of agricultural economics 83 (2001) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10001633185