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Chapter 62 A Practitioner's Approach to Estimating Intertemporal Relationships Using Longitudinal Data: Lessons from Applications in Wage Dynamics

MaCurdy, Thomas - In: Handbook of econometrics : volume 6A, (pp. 4057-4167). 2007

This chapter presents a unified set of estimation methods for fitting a rich array of models describing dynamic relationships within a longitudinal data setting. The discussion surveys approaches for characterizing the micro dynamics of continuous dependent variables both over time and across...

Persistent link: https://www.econbiz.de/10014024953

The time series and cross-section asymptotics of dynamic panel data estimators

Alvarez, Javier; Arellano, Manuel - 1998

Persistent link: https://www.econbiz.de/10001361941

The time series and cross section asymptotics of dynamic panel data estimators

Alvarez, Javier; Arellano, Manuel - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 4, pp. 1121-1159

Persistent link: https://www.econbiz.de/10001792653

Optimal inference in dynamic models with conditional moment restrictions

Christensen, Bent Jesper (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003774664

Using samples of unequal length in generalized method of moments estimation

Lynch, Anthony W.; Wachter, Jessica - 2008

Persistent link: https://www.econbiz.de/10003770562

Econometric essays on generalized empirical likelihood, long-memory time series, and volatility

Guggenberger, Patrik - 2003

Persistent link: https://www.econbiz.de/10003628322

Enhanced routines for instrumental variables/GMM estimation and testing

Baum, Christopher F. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003535653

Consistent OLS estimation of AR(1) dynamic panel data models with short time series

Hayakawa, Kazuhiko - In: Applied economics letters 14 (2007) 13/15, pp. 1141-1145

Persistent link: https://www.econbiz.de/10003606924

Estimating and forecasting with a dynamic spatial panel data model

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - In: Oxford bulletin of economics and statistics 76 (2014) 1, pp. 112-138

Persistent link: https://www.econbiz.de/10010439610

Testing a class of semi- or nonparametric conditional moment restriction models using series methods

Sørensen, Jesper Riis-Vestergaard - In: Econometric theory 40 (2024) 4, pp. 827-858

Persistent link: https://www.econbiz.de/10015154306

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