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Generalized dynamic panel data models with random effects for cross-section and time

Mesters, G.; Koopman, Siem Jan - In: Journal of econometrics 180 (2014) 2, pp. 127-140

Persistent link: https://www.econbiz.de/10010433402

Estimation of dynamic models of recurrent events with censored data

Lee, Sanghyeok; Gørgens, Tue - In: The econometrics journal 24 (2021) 2, pp. 199-224

Persistent link: https://www.econbiz.de/10012594987

Some cautions on the use of nonlinear panel unit root tests : evidence from a modified series-specific non-linear panel unit-root test

Lau, Chi Keung; Suvankulov, Farrukh; Su, Yongyang; … - In: Economic modelling 29 (2012) 3, pp. 810-816

Persistent link: https://www.econbiz.de/10009545513

The difference, system and 'double-d GMM panel estimators in the presence of structural breaks

Chowdhury, Rosen Azad; Russell, Bill - 2012

Persistent link: https://www.econbiz.de/10009620285

Broken effects? : how to reduce false positives in panel regressions

Wibbens, Phebo D.; Li, Xina - 2020

Persistent link: https://www.econbiz.de/10012299997

You can't always get what you want? : a Monte Carlo analysis of the bias and the efficiency of dynamic panel data estimators

Kufenko, Vadmin; Prettner, Klaus - 2017

We assess the bias and the efficiency of state-of-the-art dynamic panel data estimators by means of model-based Monte Carlo simulations. The underlying data-generating process consists of a standard theoretical growth model of income convergence based on capital accumulation. While we impose a...

Persistent link: https://www.econbiz.de/10011761250