Narrow search
Showing 11 - 20 of 65,347
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Asymptotically unbiased inference for a panel VAR model with p lags
Cubillos-Rocha, Juan Sebastian; Melo-Velandia, Luis Fernando - 2018
Persistent link: https://www.econbiz.de/10011993173
Cover Image
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
Cover Image
Identification without assuming mean stationarity : quasi-maximum likelihood estimation of dynamic panel models with endogenous regressors
Kruiniger, Hugo - In: The econometrics journal 24 (2021) 3, pp. 417-441
Persistent link: https://www.econbiz.de/10012620713
Cover Image
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
Cover Image
Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models
Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2021
This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …
Persistent link: https://www.econbiz.de/10013315902
Cover Image
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
Cover Image
Dynamic spatial panel data models with common shocks
Bai, Jushan; Li, Kunpeng - In: Journal of econometrics 224 (2021) 1, pp. 134-160
Persistent link: https://www.econbiz.de/10013275367