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The difference, system and 'double-d GMM panel estimators in the presence of structural breaks
Chowdhury, Rosen Azad; Russell, Bill - 2012
Persistent link: https://www.econbiz.de/10009620285
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You can't always get what you want? : a Monte Carlo analysis of the bias and the efficiency of dynamic panel data estimators
Kufenko, Vadmin; Prettner, Klaus - 2017
We assess the bias and the efficiency of state-of-the-art dynamic panel data estimators by means of model-based Monte … data, the results obtained with the different panel data estimators range from 0.03% to 17%. This implies a range of the …
Persistent link: https://www.econbiz.de/10011761250
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Bias reduction in estimating long-run relationships from dynamics heterogeneous panels
Pesaran, M. Hashem; Zhao, Zhongyun - 1998
Persistent link: https://www.econbiz.de/10000671920
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The spatial random effects and the spatial fixed effects model : the Hausman test in a Cliff and Ord panel model
Mutl, Jan; Pfaffermayr, Michael - 2008
Persistent link: https://www.econbiz.de/10003776267
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Monte-Carlo comparison of alternative estimators for dynamic panel data models
Lokshin, Boris - 2006
Persistent link: https://www.econbiz.de/10003319909
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A penalty function approach to bias reduction in nonlinear panel models with fixed effects
Bester, C. Alan; Hansen, Christian Bailey - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 131-148
Persistent link: https://www.econbiz.de/10003885737
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Testing for strict stationarity
Kapetanios, George (contributor) - 2007
Persistent link: https://www.econbiz.de/10003475291
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Estimating panel VARs from macroeconomic data : some Monte Carlo evidence and an application to OECD public spending shocks
Juessen, Falko; Linnemann, Ludger - 2010
Persistent link: https://www.econbiz.de/10008839866
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On functional form representation of multi-output production technologies
Färe, Rolf; Martins-Filho, Carlos; Vardanyan, Michael - In: Journal of productivity analysis 33 (2010) 2, pp. 81-96
Persistent link: https://www.econbiz.de/10008651120
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A computationally practical robust simulation estimator for dynamic panel tobit models
Chang, Sheng-kai - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 4, pp. 1-19
Persistent link: https://www.econbiz.de/10009521857