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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

A matrix exponential spatial specification approach to panel data models

Figueiredo, Calebe; Silva, Alan Ricardo da - In: Empirical economics : a journal of the Institute for … 49 (2015) 1, pp. 115-129

Persistent link: https://www.econbiz.de/10011318299

Estimation of fixed effects panel regression models with separable and nonseparable space-time filters

Lee, Lung-fei; Yu, Jihai - In: Journal of econometrics 184 (2015) 1, pp. 174-192

Persistent link: https://www.econbiz.de/10011326795

Refinements in maximum likelihood inference on spatial autocorrelation in panel data

Robinson, Peter M.; Rossi, Francesca - In: Journal of econometrics 189 (2015) 2, pp. 447-456

Persistent link: https://www.econbiz.de/10011504614

Estimation of heterogeneous autoregressive parameters with short panel data

Mavroeidis, Sophocles; Sasaki, Yuya; Welch, Ivo - In: Journal of econometrics 188 (2015) 1, pp. 219-235

Persistent link: https://www.econbiz.de/10011500332

Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects

Tuzcuoglu, Kerem - 2019

Modeling and estimating autocorrelated discrete data can be challenging. In this paper, we use an autoregressive panel … probit model where the autocorrelation in the discrete variable is driven by the autocorrelation in the latent variable. In … such a non-linear model, the autocorrelation in an unobserved variable results in an intractable likelihood containing high …

Persistent link: https://www.econbiz.de/10012871277