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Dynamic panel data models

Hsiao, Cheng - In: Handbook of empirical economics and finance, (pp. 373-396). 2011

Persistent link: https://www.econbiz.de/10009130115

Estimation of fixed effects dynamic panel data models : linear differencing or conditional expectation

Hsiao, Cheng - In: Econometric reviews 39 (2020) 8, pp. 858-874

Persistent link: https://www.econbiz.de/10012295585

Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models

Wang, Liqun; Hsiao, Cheng - In: Journal of econometrics 165 (2011) 1, pp. 30-44

Persistent link: https://www.econbiz.de/10009374502

Statistical inference for panel dynamic simultaneous equations models

Hsiao, Cheng; Zhou, Qiankun - In: Journal of econometrics 189 (2015) 2, pp. 383-396

Persistent link: https://www.econbiz.de/10011504565

IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large

Hsiao, Cheng; Zhang, Junwei - In: Journal of econometrics 187 (2015) 1, pp. 312-322

Persistent link: https://www.econbiz.de/10011499447

Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

Hsiao, Cheng; Pesaran, M. Hashem; Tahmiscouglu, A. Kamil - In: Journal of econometrics 109 (2002) 1, pp. 107-150

Persistent link: https://www.econbiz.de/10001663894

JIVE for panel dynamic simultaneous equations models

Hsiao, Cheng; Zhou, Qiankun - 2017

Persistent link: https://www.econbiz.de/10011788725

First difference or forward demeaning : implications for the method of moments estimators

Hsiao, Cheng; Zhou, Qiankun - In: Econometric reviews 36 (2017) 6/9, pp. 883-897

Persistent link: https://www.econbiz.de/10011795525

Maximum likelihood estimation of dynamic panel data models with interactive effects : quasi-differencing over time or across ndividuals?

Hsiao, Cheng; Zhou, Qiankun - In: Essays in honor of Joon Y. Park : econometric …, (pp. 353-384). 2023

Persistent link: https://www.econbiz.de/10014315463

Estimation of Fixed Effects Dynamic Panel Data Models - Linear Differencing or Conditional Expectation

Hsiao, Cheng - 2018

This note discusses the pros and cons of using the conditional mean approach of Mundlak (1978) and Chamberlain (1980) and the linear difference approach to deal with the incidental parameters issue in estimating fixed effects dynamic panel data models. The importance of the data generating...

Persistent link: https://www.econbiz.de/10012907093