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Testing for a unit root in a random coefficient panel data model

Westerlund, Joakim; Larsson, Rolf - In: Journal of econometrics 167 (2012) 1, pp. 254-273

Persistent link: https://www.econbiz.de/10009551420

A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables

Keane, Michael P.; Sauer, Robert M. - 2009

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data … important determinants of participation, while race is much less important. -- Initial conditions ; missing data ; simulation …

Persistent link: https://www.econbiz.de/10003824296

Testing for a unit root in a random coefficient panel data mode

Westerlund, Joakim; Larsson, Rolf - 2009

Persistent link: https://www.econbiz.de/10003884484

A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables

Sauer, Robert M.; Keane, Michael P. - 2007

Persistent link: https://www.econbiz.de/10003553298

On the robustness of balance statistics with respect to nonresponse

Seiler, Christian - In: Journal of business cycle measurement and analysis : a … (2014) 2, pp. 45-62

Persistent link: https://www.econbiz.de/10011922958

Simulated minimum distance estimation of dynamic models with errors-in-variables

Gospodinov, Nikolaj; Komunjer, Ivana; Ng, Serena - In: Journal of econometrics 200 (2017) 2, pp. 181-193

Persistent link: https://www.econbiz.de/10011917176

The robustness of forecast combination in unstable environments : a Monte Carlo study of advanced algorithms

Zhao, Yongchen - In: Empirical economics : a quarterly journal of the … 61 (2021) 1, pp. 173-199

Persistent link: https://www.econbiz.de/10012585892

A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables

Keane, Michael P. - 2009

This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …

Persistent link: https://www.econbiz.de/10012764470

Simple estimation of semiparametric models with measurement errors

Evdokimov, Kirill S.; Zeleneev, Andrei - 2022 - This version: 2022/09/26

We develop a practical way of addressing the Errors-In-Variables (EIV) problem in the Generalized Method of Moments (GMM) framework. We focus on the settings in which the variability of the EIV is a fraction of that of the mismeasured variables, which is typical for empirical applications. For...

Persistent link: https://www.econbiz.de/10013393514

Powerful t-tests in the presence of nonclassical measurement error

Kim, Dongwoo; Wilhelm, Daniel - In: Econometric reviews 43 (2024) 6, pp. 345-378

Persistent link: https://www.econbiz.de/10014551533