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Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

Hsiao, Cheng; Pesaran, M. Hashem; Tahmiscouglu, A. Kamil - In: Journal of econometrics 109 (2002) 1, pp. 107-150

Persistent link: https://www.econbiz.de/10001663894

Semiparametric profile likelihood estimation of varying coefficientt models with nonstationary regressors

Li, Kunpeng; Li, Degui; Liang, Zhongwen; Hsiao, Cheng - 2013

Persistent link: https://www.econbiz.de/10009701599

Evaluating the effectiveness of Washington state repeated job search services on the employment rate of prime-age female welfare recipients

Hsiao, Cheng; Shen, Yan; Wang, Boqing; Weeks, Gregory - In: Journal of econometrics 145 (2008) 1/2, pp. 98-108

Persistent link: https://www.econbiz.de/10003776061

IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large

Hsiao, Cheng; Zhang, Junwei - In: Journal of econometrics 187 (2015) 1, pp. 312-322

Persistent link: https://www.econbiz.de/10011499447

Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models

Hsiao, Cheng; Zhou, Qiankun - 2017 - This version August 27, 2017

Persistent link: https://www.econbiz.de/10011788727

IV, GMM or Likelihood Approach to Estimate Dynamic Panel Models When Either N or T or Both Are Large

Hsiao, Cheng - 2015

We examine the asymptotic properties of IV, GMM or MLE to estimate dynamic panel data models when either N or T or both are large. We show that the Anderson and Hsiao (1981, 1982) simple instrumental variable estimator (IV) or maximizing the likelihood function with initial value distribution...

Persistent link: https://www.econbiz.de/10013028926

Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models

Hsiao, Cheng; Zhou, Qiankun - In: Journal of econometrics 207 (2018) 1, pp. 114-128

Persistent link: https://www.econbiz.de/10012116128

Maximum likelihood estimation of dynamic panel data models with interactive effects : quasi-differencing over time or across ndividuals?

Hsiao, Cheng; Zhou, Qiankun - In: Essays in honor of Joon Y. Park : econometric …, (pp. 353-384). 2023

Persistent link: https://www.econbiz.de/10014315463