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Persistence, signal-noise pattern and heterogeneity in panel data : with an application to the impact of foreign direct investment on GDP

Biørn, Erik; Han, Xuehui - 2015 - This version January 2015

GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … strength of autocorrelation and the size of the IV set. GMM procedures using IVs in differences on equations in levels, in … country panel data supplements the simulation results. …

Persistent link: https://www.econbiz.de/10010479979

Revisiting the FDI impact on GDP growth in errors-in-variables models : a panel data GMM analysis allowing for error memory

Biørn, Erik; Han, Xuehui - In: Empirical economics : a journal of the Institute for … 53 (2017) 4, pp. 1379-1398

Persistent link: https://www.econbiz.de/10012019369

Growth dynamics and conditional convergence among Chinese provinces : a panel data investigation using system GMM estimator

Bonnefond, Céline - In: Journal of economic development 39 (2014) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10010471897

Dynamic Panels with Predetermined Regressors : Likelihood-Based Estimation and Bayesian Averaging With an Application to Cross-Country Growth

Moral-Benito, Enrique - 2011

This paper discusses likelihood-based estimation of linear panel data models with general predetermined variables and … individual-specific effects. The resulting (pseudo) maximum likelihood estimator is asymptotically equivalent to standard GMM but … likelihood function allows applying the Bayesian apparatus to this class of panel data models. Combining the aforementioned …

Persistent link: https://www.econbiz.de/10013125050