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Feedback in panel data models

Chamberlain, Gary - In: Journal of econometrics 226 (2022) 1, pp. 4-20

Persistent link: https://www.econbiz.de/10013440502

Indirect inference estimation of a first-order dynamic panel data model

Bao, Yong - In: Journal of quantitative economics 19 (2021), pp. 79-98

Persistent link: https://www.econbiz.de/10013441709

An incidental parameters free inference approach for panels with common shocks

Juodis, Artūras; Sarafidis, Vasilis - In: Journal of econometrics 229 (2022) 1, pp. 19-54

Persistent link: https://www.econbiz.de/10013441827

A doubly corrected robust variance estimator for linear GMM

Hwang, Jungbin; Kang, Byunghoon; Lee, Seojeong - In: Journal of econometrics 229 (2022) 2, pp. 276-298

Persistent link: https://www.econbiz.de/10013441882

Almost consistent estimation of panel probit models with 'small' fixed effects

Laisney, François - 2002

Persistent link: https://www.econbiz.de/10013428505

GMM estimation for high-dimensional panel data models

Cheng, Tingting; Dong, Chaohua; Gao, Jiti; Linton, Oliver - 2022

Persistent link: https://www.econbiz.de/10013484930

A comparative analysis of the outliers influence using GMM estimation based on dynamic panel data model

Fan, Xingyu; Peng, Zhisheng - In: Applied economics letters 31 (2024) 2, pp. 170-175

Persistent link: https://www.econbiz.de/10014448285

Clustering for multi-dimensional heterogeneity with an application to production function estimation

Cheng, Xu; Schorfheide, Frank; Shao, Peng - 2023 - This version: September 19, 2023

Persistent link: https://www.econbiz.de/10014448423

Arellano-Bond lasso estimator for dynamic linear panel models

Chernozhukov, Victor; Fernández-Val, Iván; Huang, Chen; … - 2024

The Arellano-Bond estimator is a fundamental method for dynamic panel data models, widely used in practice. However … overidentification. We show that weak dependence along the panel's time series dimension naturally implies approximate sparsity of the … county-level panel data from the United States to study opening K-12 schools and other mitigation policies' short and long …

Persistent link: https://www.econbiz.de/10014520814

Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction

Han, Chirok; Kim, Hyoungjong - In: Empirical economics : a quarterly journal of the … 64 (2023) 6, pp. 2589-2610

Persistent link: https://www.econbiz.de/10014329002