Narrow search
Showing 171 - 180 of 65,348
Cover Image
Simultaneous spatial panel data models with common shocks
Lu, Lina - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 608-623
Persistent link: https://www.econbiz.de/10014448377
Cover Image
New results on asymptotic properties of likelihood estimators with persistent data for small and large T
Juodis, Artūras; Sarafidis, Vasilis - In: SERIEs : Journal of the Spanish Economic Association 14 (2023) 3/4, pp. 435-461
This paper revisits the panel autoregressive model, with a primary emphasis on the unit-root case. We study a class of …
Persistent link: https://www.econbiz.de/10014462297
Cover Image
Maximum likelihood estimation of dynamic panel data models with interactive effects : quasi-differencing over time or across ndividuals?
Hsiao, Cheng; Zhou, Qiankun - In: Essays in honor of Joon Y. Park : econometric …, (pp. 353-384). 2023
Persistent link: https://www.econbiz.de/10014315463
Cover Image
Non linear correlated random effects models with endogeneity and unbalanced panels
Bates, Michael; Papke, Leslie E.; Wooldridge, Jeffrey M. - In: Econometric reviews 43 (2024) 9, pp. 713-732
Persistent link: https://www.econbiz.de/10015050637
Cover Image
Likelihood approach to dynamic panel models with interactive effects
Bai, Jushan - In: Journal of econometrics 240 (2024) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10015074609
Cover Image
Modified Profile Likelihood for Panel Data Models
Bartolucci, Francesco; Bellio, Ruggero; Salvan, Alessandra - 2012
estimate the structural parameters of econometric models for panel data, with a remarkable reduction of bias with respect to …
Persistent link: https://www.econbiz.de/10014173287
Cover Image
Semiparametric spatial autoregressive panel data model with fixed effects and time-varying coefficients
Liang, Xuan; Gao, Jiti; Gong, Xiaodong - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1784-1802
Persistent link: https://www.econbiz.de/10013540515
Cover Image
On Maximum Likelihood Estimation of Dynamic Panel Data Models
Bun, Maurice J. G.; Carree, Martin Anthony; Juodis, Artūras - 2017
We analyse the finite sample properties of maximum likelihood estimators for dynamic panel data models. In particular …
Persistent link: https://www.econbiz.de/10014120577
Cover Image
Likelihood Approach to Dynamic Panel Models with Interactive Effects
Bai, Jushan - 2013
This paper considers dynamic panel models with a factor error structure that is correlated with the regressors. Both … suitable control for the correlation between the effects and the regressors. Under the factor error structure, the panel system …
Persistent link: https://www.econbiz.de/10014153269
Cover Image
Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects
Hayakawa, Kazuhiko; Smith, Vanessa; Pesaran, Hashem - Faculty of Economics, University of Cambridge - 2014
This paper proposes the transformed maximum likelihood estimator for short dynamic panel data models with interactive …
Persistent link: https://www.econbiz.de/10010790542