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Estimation of a panel data model with parametric temporal variation in individual effects

Han, Chirok; Orea, Luis; Schmidt, Peter - In: Journal of econometrics 126 (2005) 2, pp. 241-267

Persistent link: https://www.econbiz.de/10002647754

The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors

Han, Chirok; Schmidt, Peter - In: Economics letters 74 (2001) 1, pp. 61-66

Persistent link: https://www.econbiz.de/10001635465

The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors

Han, Chirok; Schmidt, Peter - In: Economics Letters 74 (2001) 1, pp. 61-66

Persistent link: https://www.econbiz.de/10005307508

Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects

Schmidt, Peter; Han, Chirok; Orea, Luis - Econometric Society - 2004

This paper considers models with time-varying individual effects (also known as factor models). The paper extends Ahn, Lee and Schmidt, Journal of Econometrics, 2001 and Bai, Econometrica, 2003 to allow a parametric function of time for the time factor. It provides a fixed-effects treatment of...

Persistent link: https://www.econbiz.de/10005342366

Estimation of a panel data model with parametric temporal variation in individual effects

Han, Chirok; Orea, Luis; Schmidt, Peter - In: Journal of econometrics 126 (2005) 2, pp. 241-268

Persistent link: https://www.econbiz.de/10006752677

The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors

Han, Chirok; Schmidt, Peter - In: Economics letters 74 (2002) 1, pp. 61-66

Persistent link: https://www.econbiz.de/10006770301

Estimation of a panel data model with parametric temporal variation in individual effects

Han, Chirok; Orea, Luis; Schmidt, Peter - In: Journal of Econometrics 126 (2005) 2, pp. 241-267

Persistent link: https://www.econbiz.de/10005228898