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Asymptotically unbiased inference for a dynamic panel model with fixed effects when both n and T are large

Hahn, Jinyong (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001602005

Bias corrected instrumental variables estimation for dynamic panel models with fixed effects

Hahn, Jinyong (contributor); Hausman, Jerry A. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001603054

Asymptotically unbiased inference for a dynamic panel model with fixed effects when both n and T are large

Hahn, Jinyong; Kuersteiner, Guido M. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 4, pp. 1639-1657

Persistent link: https://www.econbiz.de/10001688100

Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large

Hahn, Jinyong; Kuersteiner, Guido M.; Cho, Myeong-hyeon - In: Economics letters 84 (2004) 1, pp. 117-125

Persistent link: https://www.econbiz.de/10002095887

Bias reduction for dynamic nonlinear panel models with fixed effects

Hahn, Jinyong; Kuersteiner, Guido M. - In: Econometric theory 27 (2011) 6, pp. 1152-1191

Persistent link: https://www.econbiz.de/10009489716

Limit theory for panel data models with cross sectional dependence and sequential exogeneity

Kuersteiner, Guido M.; Prucha, Ingmar R. - In: Journal of econometrics 174 (2013) 2, pp. 107-126

Persistent link: https://www.econbiz.de/10009751241

Difference in difference meets generalized least squares : higher order properties of hypotheses tests

Hausman, Jerry A.; Kuersteiner, Guido M. - In: Journal of econometrics 144 (2008) 2, pp. 371-391

Persistent link: https://www.econbiz.de/10003774649

Long difference instrumental variables estimation for dynamic panel models with fixed effects

Hahn, Jinyong; Hausman, Jerry A.; Kuersteiner, Guido M. - In: Journal of econometrics 140 (2007) 2, pp. 574-617

Persistent link: https://www.econbiz.de/10003569911

Dynamic spatial panel models : networks, common shocks, and sequential exogeneity

Kuersteiner, Guido M.; Prucha, Ingmar R. - 2015

This paper considers a class of GMM estimators for general dynamic panel models, allowing for cross sectional dependence due to spatial lags and due to unspecified common shocks. We significantly expand the scope of the existing literature by allowing for endogenous spatial weight matrices,...

Persistent link: https://www.econbiz.de/10011298538

Dynamic Spatial Panel Models : Networks, Common Shocks, and Sequential Exogeneity

Kuersteiner, Guido M. - 2015

Persistent link: https://www.econbiz.de/10013018457