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Simple approaches to nonlinear difference-in-differences with panel data
Wooldridge, Jeffrey M. - In: The econometrics journal 26 (2023) 3, pp. C31-C66
Persistent link: https://www.econbiz.de/10014391676
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Did you miss something? : inattentive respondents in discrete choice experiments
Sandorf, Erlend Dancke - In: Environmental & resource economics : the official … 73 (2019) 4, pp. 1197-1235
Persistent link: https://www.econbiz.de/10012130881
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Modelling implied volatitily with ols and panel data models
Ncube, Mthuli - 1994
Persistent link: https://www.econbiz.de/10000895907
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.; Kiviet, J. F. - In: Journal of econometrics 132 (2006) 2, pp. 409-444
Persistent link: https://www.econbiz.de/10003348774
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models : some additional results
Hayakawa, Kazuhiko - In: Journal of econometrics 159 (2010) 1, pp. 202-208
Persistent link: https://www.econbiz.de/10008839928
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Consistent OLS estimation of AR(1) dynamic panel data models with short time series
Hayakawa, Kazuhiko - In: Applied economics letters 14 (2007) 13/15, pp. 1141-1145
Persistent link: https://www.econbiz.de/10003606924
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On the relationship between estimate and its t value
Matsuoka, Yuji; Hamori, Shigeyuki - In: Theoretical economics letters 5 (2015) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10010531978
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A note on difference-in-difference estimation by fixed effects and OLS when there is panel non-response
Fernández-Kranz, Daniel; Lechner, Michael; … - 2015
Persistent link: https://www.econbiz.de/10011288597
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Money demand function in SAARC countries
Harb, Nasri; Hussain, Mohammed Nur - In: International journal of economics and business research 7 (2014) 4, pp. 444-453
Persistent link: https://www.econbiz.de/10011313895
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.; Kiviet, J. F. - 2002
The finite sample behaviour is analysed of particular least squares (LS) andmethod of moments (MM) estimators in panel data models with individual effectsand both a lagged dependent variabIe regressor and another explanatory variabIewhich may be affected by lagged feedbacks from the dependent...
Persistent link: https://www.econbiz.de/10011327521