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Dynamic panel data models

Hsiao, Cheng - In: Handbook of empirical economics and finance, (pp. 373-396). 2011

Persistent link: https://www.econbiz.de/10009130115

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

Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models

Wang, Liqun; Hsiao, Cheng - In: Journal of econometrics 165 (2011) 1, pp. 30-44

Persistent link: https://www.econbiz.de/10009374502

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

Statistical inference for panel dynamic simultaneous equations models

Hsiao, Cheng; Zhou, Qiankun - In: Journal of econometrics 189 (2015) 2, pp. 383-396

Persistent link: https://www.econbiz.de/10011504565

JIVE for panel dynamic simultaneous equations models

Hsiao, Cheng; Zhou, Qiankun - 2017

Persistent link: https://www.econbiz.de/10011788725

First difference or forward demeaning : implications for the method of moments estimators

Hsiao, Cheng; Zhou, Qiankun - In: Econometric reviews 36 (2017) 6/9, pp. 883-897

Persistent link: https://www.econbiz.de/10011795525

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