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Individual and time effects in nonlinear panel models with large N, T

Fernández-Val, Iván; Weidner, Martin - 2013

Fixed effects estimators of nonlinear panel data models can be severely biased because of the well-known incidental … expansions to M-estimators with concave objective functions in parameters for panel models with additive individual and time …

Persistent link: https://www.econbiz.de/10010209259

Individual and time effects in nonlinear panel models with large N, T

Fernández-Val, Iván; Weidner, Martin - 2014

Fixed effects estimators of nonlinear panel data models can be severely biased because of the well-known incidental … expansions to conditional maximum likelihood estimators with concave objective functions in parameters for panel models with …

Persistent link: https://www.econbiz.de/10010382120

Individual and time effects in nonlinear panel models with large N, T

Fernández-Val, Iván; Weidner, Martin - 2015

Fixed effects estimators of nonlinear panel data models can be severely biased because of the incidental parameter … expansions to conditional maximum likelihood estimators with concave objective functions in parameters for panel models with …

Persistent link: https://www.econbiz.de/10010501255

Practical aspects of using quadratic moment conditions in linear dynamic panel data models

Pua, Andrew Adrian Yu; Fritsch, Markus; Schnurbus, Joachim - 2019

We study the estimation of the lag parameter of linear dynamic panel data models with first order dynamics based on the …

Persistent link: https://www.econbiz.de/10012104782

Nonlinear panel data estimation via quantile regressions

Arellano, Manuel; Bonhomme, Stéphane - 2015 - First draft: February 2013, This draft: July 2015

We introduce a class of quantile regression estimators for short panels. Our framework covers static and dynamic autoregressive models, models with general predetermined regressors, and models with multiple individual effects. We use quantile regression as a flexible tool to model the...

Persistent link: https://www.econbiz.de/10011295600

Equivalent representations of discrete-time two-state panel data models

Gørgens, Tue; Hyslop, Dean Robert - In: Economics letters 163 (2018), pp. 65-67

Persistent link: https://www.econbiz.de/10011982929

Impact of ICT diffusion and financial development on economic growth in developing countries

Verma, Anushka; Dandgawhal, Prajakta Sandeep; Giri, … - In: Journal of economics, finance & administrative science 28 (2023) 55, pp. 27-43

) diffusion, financial development and economic growth in the panel of developing countries for 2005-2019. Design …/methodology/approach - The study employed the principal component analysis (PCA) to extract the index of ICT diffusion. First-generation panel … ordinary least squares (DOLS). The panel Granger causality approach examined the short-run and long-run causality. Findings …

Persistent link: https://www.econbiz.de/10014339236

Robust block bootstrap panel predictability tests

Westerlund, Joakim; Smeekes, Stephan - 2013

Persistent link: https://www.econbiz.de/10010199463

Linear regression for panel with unknown number of factors as interactive fixed effects

Moon, Hyungsik Roger; Weidner, Martin - 2014

In this paper we study the least squares (LS) estimator in a linear panel regression model with unknown number of …

Persistent link: https://www.econbiz.de/10010392909

Linear regression for panel with unknown number of factors as interactive fixed effects

Moon, Hyungsik Roger; Weidner, Martin - 2013

In this paper we study the least sqares (LS) estimator in a linear panel regression model with interactive fixed …

Persistent link: https://www.econbiz.de/10010188247