First Difference or Forward Orthogonal Deviation- Which Transformation Should be Used in Dynamic Panel Data Models?: A Simulation Study
Year of publication: |
2009
|
---|---|
Authors: | Hayakawa, Kazuhiko |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 29.2009, 3, p. 2008-2017
|
Publisher: |
AccessEcon |
Subject: | dynamic panel data model | first difference | forward orthogonal deviation | GMM |
-
Testing a linear dynamic panel data model against nonlinear alternatives
Lee, Yoon-Jin, (2014)
-
Prono, Todd, (2011)
-
A GMM-Based Test for Normal Disturbances of the Heckman Sample Selection Model
Pfaffermayr, Michael, (2014)
- More ...
-
Hayakawa, Kazuhiko, (2010)
-
Hayakawa, Kazuhiko, (2014)
-
The role of “leads” in the dynamic OLS estimation of cointegrating regression models
Hayakawa, Kazuhiko, (2008)
- More ...