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The difference, system and 'double-d GMM panel estimators in the presence of structural breaks

Chowdhury, Rosen Azad; Russell, Bill - 2012

Persistent link: https://www.econbiz.de/10009620285

Some cautions on the use of nonlinear panel unit root tests : evidence from a modified series-specific non-linear panel unit-root test

Lau, Chi Keung; Suvankulov, Farrukh; Su, Yongyang; … - In: Economic modelling 29 (2012) 3, pp. 810-816

Persistent link: https://www.econbiz.de/10009545513

You can't always get what you want? : a Monte Carlo analysis of the bias and the efficiency of dynamic panel data estimators

Kufenko, Vadmin; Prettner, Klaus - 2017

We assess the bias and the efficiency of state-of-the-art dynamic panel data estimators by means of model-based Monte Carlo simulations. The underlying data-generating process consists of a standard theoretical growth model of income convergence based on capital accumulation. While we impose a...

Persistent link: https://www.econbiz.de/10011761250

Broken effects? : how to reduce false positives in panel regressions

Wibbens, Phebo D.; Li, Xina - 2020

Persistent link: https://www.econbiz.de/10012299997

Broken effects? : how to reduce false positives in panel regressions

Wibbens, Phebo D.; Li, Xina - 2021

Persistent link: https://www.econbiz.de/10012542764

Estimation and inference of a partially linear panel threshold spatial model with individual fixed effects

Zhang, Xishu; Wang, Xuanhui; Ye, Azhong - In: Applied economics letters 31 (2024) 21, pp. 2271-2276

Persistent link: https://www.econbiz.de/10015095210

On the power and interpretation of panel unit root tests

Karlsson, Sune; Löthgren, Mickael - In: Economics letters 66 (2000) 3, pp. 249-255

Persistent link: https://www.econbiz.de/10001448883

A principal components analysis of common stochastic trends in heterogeneous panel data : some Monte Carlo evidence

Hall, Stephen G.; Lazarová, Stěpána; Urga, Giovanni - In: Oxford bulletin of economics and statistics 61 (1999) 4,Suppl., pp. 749-767

Persistent link: https://www.econbiz.de/10001437556

A Monte Carlo study of EC estimation in panel data models with limited dependent variables and heterogneity

El-Gamal, Mahmoud A.; Grether, David M. - In: Analysis of panels and limited dependent variable …, (pp. 114-135). 1999

Persistent link: https://www.econbiz.de/10001445105

Prediction from the regression model with one-way error components

Baillie, Richard; Baltagi, Badi H. - In: Analysis of panels and limited dependent variable …, (pp. 255-267). 1999

Persistent link: https://www.econbiz.de/10001445118