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A joint serial correlation test for linear panel data models

Yamagata, Takashi - In: Journal of econometrics 146 (2008) 1, pp. 135-145

Persistent link: https://www.econbiz.de/10003778232

Testing for structural instability in moment restriction models : an info-metric approach

Hall, Alastair R.; Li, Yuyi; Orme, Chris D. - 2012

Persistent link: https://www.econbiz.de/10009490092

Testing for structural instability in moment restriction models : an info-metric approach

Hall, Alastair R.; Li, Yuyi; Orme, Chris D.; Sinko, Arthur - 2013

Persistent link: https://www.econbiz.de/10010239104

Testing for structural instability in moment restriction models : an info-metric approach

Hall, Alastair R.; Li, Yuyi; Orme, Chris D.; Sinko, Arthur - In: Econometric reviews 34 (2015) 1/5, pp. 286-327

Persistent link: https://www.econbiz.de/10011373282

Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence

Sarafidis, Vasilis; Yamagata, Takashi - Volkswirtschaftliche Fakultät, … - 2010

This paper develops an instrumental variable (IV) estimator for consistent estimation of dynamic panel data models with error cross-sectional dependence when both N and T, the cross-section and time series dimensions respectively, are large. Our approach asymptotically projects out the common...

Persistent link: https://www.econbiz.de/10008645114

A test of cross section dependence for a linear dynamic panel model with regressors

Sarafidis, Vasilis; Yamagata, Takashi; Robertson, Donald - In: Journal of econometrics 148 (2009) 2, pp. 149-161

Persistent link: https://www.econbiz.de/10003833753

Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structur e

Norkuté, Milda; Sarafidis, Vasilis; Yamagata, Takashi - 2018

This paper develops an instrumental variable (IV) estimator for consistent estimation of dynamic panel data models with a multifactor error structure when both N and T, the cross-sectional and time series dimensions respectively, are large. Our approach projects out the common factors from...

Persistent link: https://www.econbiz.de/10011804740

Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure

Norkutė, Milda; Sarafidis, Vasilis; Yamagata, Takashi; … - In: Journal of econometrics 220 (2021) 2, pp. 416-446

Persistent link: https://www.econbiz.de/10012618523

Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure

Norkute, Milda; Sarafidis, Vasilis; Yamagata, Takashi; … - 2019

Persistent link: https://www.econbiz.de/10012606743