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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 … focus on the latter and consider both univariate and multivariate panel data models with short time dimension. Simple Bias …
Persistent link: https://www.econbiz.de/10012943386
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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 … focus on the latter and consider both univariate and multivariate panel data models with short time dimension. Simple Bias …
Persistent link: https://www.econbiz.de/10012943450
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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 … focus on the latter and consider both univariate and multivariate panel data models with short time dimension. Simple Bias …
Persistent link: https://www.econbiz.de/10012946881
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Pooled Bewley Estimator of Long-Run Relationships in Dynamic Heterogenous Panels
Chudik, Alexander; Pesaran, M. Hashem; Smith, Ron P. - 2023
This paper, using the Bewley (1979) transformation of the autoregressive distributed lag model, proposes a novel pooled Bewley (PB) estimator of long-run coefficients for dynamic panels with heterogeneous short-run dynamics, in the same setting as the widely used Pooled Mean Group (PMG)...
Persistent link: https://www.econbiz.de/10014357208
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Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models
Chudik, Alexander - 2013
the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …
Persistent link: https://www.econbiz.de/10013071384
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Debt, Inflation and Growth : Robust Estimation of Long-Run Effects in Dynamic Panel Data Models
Chudik, Alexander - 2013
the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …
Persistent link: https://www.econbiz.de/10013072764
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Testing for a Structural Break in Dynamic Panel Data Models with Common Factors
Zhu, Huanjun - 2015
This paper develops a method for testing for the presence of a single structural break in panel data models with …
Persistent link: https://www.econbiz.de/10013014830
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Nonparametric Estimation in Panel Data Models with Heterogeneity and Time-Varyingness
Liu, Fei - 2019
In this paper, we consider a class of time-varying panel data models with individual-specific regression coefficients …
Persistent link: https://www.econbiz.de/10012898777
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Half-Panel Jackknife Fixed Effects Estimation of Panels with Weakly Exogenous Regressor
Chudik, Alexander - 2017
This paper considers estimation and inference in fixed effects (FE) panel regression models with lagged dependent … generalization of the Nickell type bias derived in the literature for the pure dynamic panel data models. It shows that in the … sufficiently small. To deal with the bias and size distortion of FE estimator when NN is large relative to TT, the use of half-panel …
Persistent link: https://www.econbiz.de/10012968220
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Time-Varying Coefficient Spatial Autoregressive Panel Data Model with Fixed Effects
Liang, Xuan - 2019
This paper develops a time-varying coefficient spatial autoregressive panel data model with the individual fixed …
Persistent link: https://www.econbiz.de/10012859750