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Maximum likelihood estimation of dynamic panel threshold models

Ramírez-Rondán, N. R. - In: Econometric reviews 39 (2020) 3, pp. 260-276

Persistent link: https://www.econbiz.de/10012181448

Initial conditions of dynamic panel data models : on within and between equations

Lee, Lung-fei; Yu, Jihai - In: The econometrics journal 23 (2020) 1, pp. 115-136

Persistent link: https://www.econbiz.de/10012167249

Dynamic panel data modelling using maximum likelihood : an alternative to Arellano-Bond

Moral-Benito, Enrique; Allison, Paul D.; Williams, Richard - In: Applied economics 51 (2019) 20, pp. 2221-2232

Persistent link: https://www.econbiz.de/10012196670

Dynamic panel data modelling using maximum likelihood : an alternative to Arellano-Bond

Moral-Benito, Enrique; Allison, Paul D.; Williams, Richard - 2017

Persistent link: https://www.econbiz.de/10011784141

Consistency in estimation and model selection of dynamic panel data models with fixed effects

Li, Guangjie - In: Econometrics : open access journal 3 (2015) 3, pp. 494-524

We examine the relationship between consistent parameter estimation and model selection for autoregressive panel data models with fixed effects. We find that the transformation of fixed effects proposed by Lancaster (2002) does not necessarily lead to consistent estimation of common parameters...

Persistent link: https://www.econbiz.de/10011297557