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Transition modeling and econometric convergence tests

Phillips, Peter C. B. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003462514

Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence

Phillips, Peter C. B.; Sul, Donggyu - In: Journal of econometrics 137 (2007) 1, pp. 162-188

Persistent link: https://www.econbiz.de/10003425526

Indirect inference for dynamic panel models

Gouriéroux, Christian (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003468437

GMM estimation for dynamic panels with fixed effects and strong instruments at unity

Han, Chirok; Phillips, Peter C. B. - In: Econometric theory 26 (2010) 1, pp. 119-151

Persistent link: https://www.econbiz.de/10003968539

First difference MLE and dynamic panel estimation

Han, Chirok; Phillips, Peter C. B. - 2011

First difference maximum likelihood (FDML) seems an attractive estimation methodology in dynamic panel data modeling … infinite at the upper bound when the time series sample size T approaching infinity. As the panel width n approaching infinity …

Persistent link: https://www.econbiz.de/10008826039