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Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?

Mitze, Timo - 2009

We analyse the problem of parameter inconsistency in panel data econometrics due to the correlation of exogenous variables with the error term. A common solution in this setting is to use Instrumental-Variable (IV) estimation in the spirit of Hausman-Taylor (1981). However, some potential...

Persistent link: https://www.econbiz.de/10010264750

A nonlinear panel data model of cross-sectional dependence

Mitchell, James; Kapetanios, George; Shin, Yongcheol - 2012

Persistent link: https://www.econbiz.de/10009545977

Investigating the stationarity of insurance premiums : international evidence

Lee, Chien-chiang; Tsong, Ching-chuan; Yang, Shih-jui; … - In: The European journal of finance 19 (2013) 3/4, pp. 276-297

Persistent link: https://www.econbiz.de/10010243644

A nonlinear panel data model of cross-sectional dependence

Kapetanios, George; Mitchell, James; Shin, Yongcheol - In: Journal of econometrics 179 (2014) 2, pp. 134-157

Persistent link: https://www.econbiz.de/10010372654

Testing for panel unit roots in the presence of spatial dependency

Månsson, Kristofer; Shukur, Ghazi; Sjölander, Pär - In: Applied economics 45 (2013) 28/30, pp. 4152-4159

Persistent link: https://www.econbiz.de/10010345751

A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models

Norkute, Milda - In: Economics letters 123 (2014) 3, pp. 348-351

Persistent link: https://www.econbiz.de/10010401270

Panel kink threshold regression model with a covariate-dependent threshold

Yang, Lixiong; Zhang, Chunli; Lee, Chingnun; Chen, I-Po - In: The econometrics journal 24 (2021) 3, pp. 462-481

Persistent link: https://www.econbiz.de/10012620718

Panel threshold spatial Durbin models with individual fixed effects

Wei, Lili; Zhang, Chunli; Su, Jen-je; Yang, Lixiong - In: Economics letters 201 (2021), pp. 1-4

Persistent link: https://www.econbiz.de/10012606957

Estimating efficiency effects in a panel data stochastic frontier model

Paul, Satya; Shankar, Sriram - In: Journal of productivity analysis : an official journal … 53 (2020) 2, pp. 163-180

Persistent link: https://www.econbiz.de/10012228833

A pseudo - panel approach to estimating dynamic effects of road infrastructure on firm performance in a developing country context

Barzin, Samira; D'Costa, Sabine; Graham, Daniel J. - In: Regional science & urban economics 70 (2018), pp. 20-34

Persistent link: https://www.econbiz.de/10012108176