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On the Bias of the LSDV Estimator in Dynamic Panel Data Models with Endogenous Regressors
Kurennoy, Alexey - 2014
This paper studies the behaviour of the bias corrected LSDV estimator and GMM-based estimators in dynamic panel data …
Persistent link: https://www.econbiz.de/10013043512
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Assessing the consistency of the fixed-effects estimator : a regression-based Wald test
Spierdijk, Laura - In: Empirical economics : a quarterly journal of the … 64 (2023) 4, pp. 1599-1630
Persistent link: https://www.econbiz.de/10014253710
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Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed Effects
Hahn, Jinyong; Hausman, Jerry A.; Kuersteiner, Guido M. - 2003
This paper analyzes the second order bias of instrumental variables estimators for a dynamic panel model with fixed …
Persistent link: https://www.econbiz.de/10014127900
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A Transformed System GMM Estimator for Dynamic Panel Data Models
Sun, Xiaojin; Ashley, Richard A. - 2015
The system GMM estimator developed by Blundell and Bond (1998) for dynamic panel data models has been widely used in …
Persistent link: https://www.econbiz.de/10014148410
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Almost Consistent Estimation of Panel Probit Models with 'Small' Fixed Effects
Laisney, François; Lechner, Michael - 2008
We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel …
Persistent link: https://www.econbiz.de/10014088504
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Happiness, democracy and socio-economic conditions : evidence from a difference GMM estimator
Paleologou, Suzanna-Maria - In: Journal of behavioral and experimental economics 101 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013499715
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Does governance matter for the public debt-inflation relationship in developed countries? : panel quantile regression approach
Van Bon Nguyen - In: Annals of public and cooperative economics 93 (2022) 4, pp. 1153-1173
Persistent link: https://www.econbiz.de/10013464179
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GMM for Panel Count Data Models
Windmeijer, Frank - 2006
This paper gives an account of the recent literature on estimating models for panel count data. Specifically, the …
Persistent link: https://www.econbiz.de/10014055358
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Bias in Dynamic Panel Models Under Time Series Misspecification
Lee, Yoonseok - 2011
We consider within-group estimation of higher-order autoregressive panel models with exogenous regressors and fixed …
Persistent link: https://www.econbiz.de/10014182069
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Identification Problem of GMM Estimators for Short Panel Data Models with Interactive Fixed Effects
Hayakawa, Kazuhiko - 2015
This paper studies the GMM estimation of short panel data models with interactive fixed effects. We demonstrate that …
Persistent link: https://www.econbiz.de/10013012296