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Performance of the operational Wansbeek-Bekker estimator for dynamic panel data models

Harris, Mark N.; Mátyás, László - 1998

Persistent link: https://www.econbiz.de/10000983800

Inflation and growth: explaining a negative effect

Gillman, Max; Harris, Mark N.; Mátyás, László - In: Empirical economics : a journal of the Institute for … 29 (2004) 1, pp. 149-167

Persistent link: https://www.econbiz.de/10001863294

A comparative analysis of different IV and GMM estimators of dynamic panel data models

Harris, Mark N.; Mátyás, László - In: International statistical review : a journal of the … 72 (2004) 3, pp. 397-408

Persistent link: https://www.econbiz.de/10002436441

The robustness of estimators for dynamic panel data models to missspecification

Harris, Mark N.; Kostenko, Weiping; Mátyás, László; … - In: The Singapore economic review : journal of the Economic … 54 (2009) 3, pp. 399-426

Persistent link: https://www.econbiz.de/10003882978

Dynamic models for short panels

Harris, Mark N. - In: The econometrics of panel data : fundamentals and …, (pp. 249 - 278). 2008

Persistent link: https://www.econbiz.de/10014559892

The estimation of multi-dimensional fixed effects panel data models

Balazsi, Laszlo; Mátyás, László; Wansbeek, Tom - 2015

The paper introduces the appropriate within estimators for the most frequently used three-dimensional fixed effects panel data models. It analyzes the behavior of these estimators in the cases of no self-flow data, unbalanced data, and dynamic autoregressive models. The main results are then...

Persistent link: https://www.econbiz.de/10010492323