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Mean Group Estimation in Presence of Weakly Cross-Correlated Estimators
Chudik, Alexander - 2018
This paper extends the mean group (MG) estimator for random coefficient panel data models by allowing the underlying individual estimators to be weakly cross correlated. Weak cross-sectional dependence of the individual estimators can arise, for example, in panels with spatially correlated...
Persistent link: https://www.econbiz.de/10012907276
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Common Correlated Effects Estimation of Heterogeneous : Dynamic Panel Quantile Regression Models
Harding, Matthew - 2018
Pesaran (2015) and demonstrates that the extension to the estimation of dynamic quantile regression models is feasible under …
Persistent link: https://www.econbiz.de/10012911881
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Estimation and Inference for Spatial Models with Heterogeneous Coefficients : An Application to U.S. House Prices
Aquaro, Michele - 2020
This paper considers the estimation and inference of spatial panel data models with heterogeneous spatial lag …) estimation procedure is developed and the conditions for identification of the spatial coefficients are derived. The QML …
Persistent link: https://www.econbiz.de/10012849871
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A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels
Chudik, Alexander - 2017
approach can be applied to estimation of a variety of models such as spatial and dynamic panel data models. In this paper we …
Persistent link: https://www.econbiz.de/10012946881