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Estimation of linear dynamic panel data models with time-invariant regressors

Kripfganz, Sebastian; Schwarz, Claudia - 2013 - This Version: May 6, 2013

This paper considers estimation methods and inference for linear dynamic panel data models with unit … depth does not. Finally, we estimate a dynamic Mincer equation with data from the Panel Study of Income Dynamics to …

Persistent link: https://www.econbiz.de/10009775613

Estimation of linear dynamic panel data models with time-invariant regressors : conference paper

Kripfganz, Sebastian; Schwarz, Claudia - 2013 - This version: May 6, 2013

This paper considers estimation methods and inference for linear dynamic panel data models with unit …

Persistent link: https://www.econbiz.de/10010342822

QML estimation of spatial dynamic panel data models with time varying spatial weights matrices

Lee, Lung-fei; Yu, Jihai - In: Spatial economic analysis : the journal of the Regional … 7 (2012) 1, pp. 31-74

Persistent link: https://www.econbiz.de/10009564237

Unconditional transformed likelihood estimation of time-space dynamic panel data models : conference paper

Kripfganz, Sebastian - 2014

I derive the unconditional transformed likelihood function and its derivatives for a fixed-effects panel data model …

Persistent link: https://www.econbiz.de/10010490568

On quasi maximum-likelihood estimation of dynamic panel data models

Phillips, Robert F. - In: Economics letters 137 (2015), pp. 91-94

Persistent link: https://www.econbiz.de/10011436252

IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large

Hsiao, Cheng; Zhang, Junwei - In: Journal of econometrics 187 (2015) 1, pp. 312-322

Persistent link: https://www.econbiz.de/10011499447

IV, GMM or Likelihood Approach to Estimate Dynamic Panel Models When Either N or T or Both Are Large

Hsiao, Cheng - 2015

We examine the asymptotic properties of IV, GMM or MLE to estimate dynamic panel data models when either N or T or both …

Persistent link: https://www.econbiz.de/10013028926

First difference estimation of spatial dynamic panel data models with fixed effects

Jin, Fei; Lee, Lung-fei; Yu, Jihai - In: Economics letters 189 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012228071

Unified M-estimation of matrix exponential spatial dynamic panel specification

Yang, Ye - In: Econometric reviews 41 (2022) 7, pp. 729-748

Persistent link: https://www.econbiz.de/10013364904

Alternative estimation approaches for the factor augmented panel data model with small T

Breitung, Jörg; Hansen, Philipp - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 327-351

Persistent link: https://www.econbiz.de/10012488928