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Panel data econometrics : methods-of-moments and limited dependent variables

Lee, Myoung-jae - 2002

Persistent link: https://www.econbiz.de/10001669629

On the Estimation of Panel Regression Models with Fixed Effects

Kruiniger, Hugo - 2002

This paper considers estimation of panel data models with fixed effects. First, we will show that a consistent … "unrestricted fixed effects" estimator does not exist for autoregressive panel data models with initial conditions. We will derive … widely used GMM estimators for the conditional AR(1) panel model are inconsistent under trending fixed effects sequences …

Persistent link: https://www.econbiz.de/10014120610

Semiparametric estimation of partially varying-coefficient dynamic panel data models

Cai, Zongwu; Chen, Linna; Fang, Ying - In: Econometric reviews 34 (2015) 6/10, pp. 695-719

Persistent link: https://www.econbiz.de/10011483372

Estimation and inference in functional-coefficient spatial autoregressive panel data models with fixed effects

Sun, Yiguo; Malikov, Emir - In: Journal of econometrics 203 (2018) 2, pp. 359-378

Persistent link: https://www.econbiz.de/10011974689

Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects

Su, Liangjun; Zhang, Yonghui - In: Essays in honor of Aman Ullah, (pp. 137-204). 2016

In this paper, we study a partially linear dynamic panel data model with fixed effects, where either exogenous or …

Persistent link: https://www.econbiz.de/10015365810

Estimation of a censored regression panel data model using conditional moment restrictions efficiently

Charlier, Erwin; Melenberg, Bertrand; Soest, Arthur van - In: Journal of econometrics 95 (2000) 1, pp. 25-56

Persistent link: https://www.econbiz.de/10001432515

Local GMM estimation of semiparametric panel data with smooth coefficient models

Tran, Kien C.; Tsionas, Efthymios G. - In: Econometric reviews 29 (2010) 1, pp. 39-61

Persistent link: https://www.econbiz.de/10003943402

Nonparametric estimation of varying coefficient dynamic panel data models

Cai, Zongwu; Li, Qi - In: Econometric theory 24 (2008) 5, pp. 1321-1342

Persistent link: https://www.econbiz.de/10003748775

A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence

Kelejian, Harry H.; Piras, Gianfranco - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1581-1605

Persistent link: https://www.econbiz.de/10011661869

Does foreign direct investment affect growth in MENA countries? : a semi-parametric fixed-effects approach

Ben Jelili, Riadh - In: Middle East development journal : a publication of the … 12 (2020) 1, pp. 57-72

Persistent link: https://www.econbiz.de/10012256107