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Estimating the speed of adjustment of leverage in the presence of interactive effects
Westerlund, Joakim; Karabiyik, Hande; Narayan, Paresh Kumar - In: Journal of financial econometrics 20 (2022) 5, pp. 942-960
Persistent link: https://www.econbiz.de/10013460044
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IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large
Hsiao, Cheng; Zhang, Junwei - In: Journal of econometrics 187 (2015) 1, pp. 312-322
Persistent link: https://www.econbiz.de/10011499447
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Second-order corrected likelihood for nonlinear panel models with fixed effects
Dhaene, Geert; Sun, Yutao - In: Journal of econometrics 220 (2021) 2, pp. 227-252
Persistent link: https://www.econbiz.de/10012618510
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Nonlinear factor models for network and panel data
Chen, Mingli; Fernández-Val, Iván; Weidner, Martin - In: Journal of econometrics 220 (2021) 2, pp. 296-324
Persistent link: https://www.econbiz.de/10012618515
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Backward mean transformation in panel data with predetermined regressors
Juodis, Artūras - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 103-143). 2022
Persistent link: https://www.econbiz.de/10013193940
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The role of score and information bias in panel data likelihoods
Schumann, Martin; Severini, Thomas A.; Tripathi, Gautam - 2021
Persistent link: https://www.econbiz.de/10012483740
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Time-invariant regressors under fixed effects : simple identification via a proxy variable
Bělín, Matěj - In: Economics letters 186 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012500400
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Bootstrap and k-step bootstrap bias corrections for the fixed effects estimator in nonlinear panel data models
Kim, Min Seong; Sun, Yixiao - In: Econometric theory 32 (2016) 6, pp. 1523-1568
Persistent link: https://www.econbiz.de/10011661994
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First difference estimation of spatial dynamic panel data models with fixed effects
Jin, Fei; Lee, Lung-fei; Yu, Jihai - In: Economics letters 189 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012228071
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Bias reduction in nonlinear and dynamic panels in the presence of cross-section dependence
Pakel, Cavit - In: Journal of econometrics 213 (2019) 2, pp. 459-492
Persistent link: https://www.econbiz.de/10012304576