Similar Search Results - EconBiz

The time series and cross-section asymptotics of dynamic panel data estimators

Alvarez, Javier; Arellano, Manuel - 1998

Persistent link: https://www.econbiz.de/10001361941

The time series and cross section asymptotics of dynamic panel data estimators

Alvarez, Javier; Arellano, Manuel - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 4, pp. 1121-1159

Persistent link: https://www.econbiz.de/10001792653

The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators

Alvarez de Pedro, Javier; Arellano, Manuel - 1999

In this paper we derive the asymptotic properties of within groups (WG), GMM and LIML estimators for an autoregressive model with random effects when both T and N tend to infinity. GMM and LIML are consistent and asymptotically equivalent to the WG estimator. When T/N-0 the fixed T results for...

Persistent link: https://www.econbiz.de/10014205036

More efficient estimation of multiplicative panel data models in the presence of serial correlation

Brown, Nicholas; Wooldridge, Jeffrey M. - 2023

Poisson (FEP) estimator for panel data models with multiplicative heterogeneity in the conditional mean. In particular, we …

Persistent link: https://www.econbiz.de/10013556880

Bias in dynamic panel models under time series misspecification

Lee, Yoonseok - In: Journal of econometrics 169 (2012) 1, pp. 54-60

Persistent link: https://www.econbiz.de/10009666763

Estimating and forecasting with a dynamic spatial panel data model

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - 2011

Persistent link: https://www.econbiz.de/10009546961

Estimating and forecasting with a dynamic spatial panel data model

Baltagi, Badi H.; Fingleton, Bernard; Pirotte, Alain - In: Oxford bulletin of economics and statistics 76 (2014) 1, pp. 112-138

Persistent link: https://www.econbiz.de/10010439610

Consistent OLS estimation of AR(1) dynamic panel data models with short time series

Hayakawa, Kazuhiko - In: Applied economics letters 14 (2007) 13/15, pp. 1141-1145

Persistent link: https://www.econbiz.de/10003606924

Enhanced routines for instrumental variables/GMM estimation and testing

Baum, Christopher F. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003535653

GMM estimation of spatial panel data models with common factors and a general space-time filter

Wang, Wei; Lee, Lung-fei - In: Spatial economic analysis : the journal of the Regional … 13 (2018) 2, pp. 247-269

Persistent link: https://www.econbiz.de/10011870750

A service of the