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Simple estimators for dynamic panel data models with errors in variables
Wansbeek, Tom; Kapteyn, Arie - 1989
Persistent link: https://www.econbiz.de/10000782904
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Alternative error covariance assumptions in dynamic panel data models
Anderson, Gordon - 1988
Persistent link: https://www.econbiz.de/10000124830
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Finite sample properties of alternative GMM estimators for random effects models with spatially correlated errors
Larch, Mario; Walde, Janette F. - In: The annals of regional science : an international … 43 (2009) 2, pp. 473-490
Persistent link: https://www.econbiz.de/10003838252
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Dynamic panel data models featuring endogenous interaction and spatially correlated errors
Jacobs, Jan; Ligthart, Jenny E.; Vrijburg, Hendrik - 2009
Persistent link: https://www.econbiz.de/10003907353
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The measurement error problem in dynamic panel data analysis : modeling and GMM estimation
Biørn, Erik - 2012 - Publisert 13. feb. 2012 09:52 - Sist endret 13. feb. 2012 10:14
measurement errors in an autoregressive panel data model. Finite memory of disturbances, latent regressors and measurement errors … inference using the level version of the equation seems superior to inference based on the equation in differences. -- Panel …
Persistent link: https://www.econbiz.de/10009489019
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GMM estimation of fixed effects dynamic panel data models with spatial lag and spatial errors
Čížek, Pavel; Jacobs, Jan; Ligthart, Jenny E.; … - 2015 - Revised version of CentER Discussion Paper No. 2011-134
Persistent link: https://www.econbiz.de/10011348905
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Consistent estimation of linear panel data models with measurement error
Meijer, Erik; Spierdijk, Laura; Wansbeek, Tom - 2015
Measurement error causes a downward bias when estimating a panel data linear regression model. The panel data context …
Persistent link: https://www.econbiz.de/10010472669
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Panel model with multiplicative measurement errors
Schneeweiß, Hans; Ronning, Gerd; Schmid, Matthias - In: Empirical economic and financial research : theory, …, (pp. 123-143). 2015
Persistent link: https://www.econbiz.de/10010490148
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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 … country panel data supplements the simulation results. …
Persistent link: https://www.econbiz.de/10010479979
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Engineering robust instruments for GMM estimation of panel data regression models with errors in variables : a note
Racicot, François-Éric - In: Applied economics 47 (2015) 10/12, pp. 981-989
Persistent link: https://www.econbiz.de/10010486348