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A computationally practical robust simulation estimator for dynamic panel tobit models
Chang, Sheng-kai - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 4, pp. 1-19
Persistent link: https://www.econbiz.de/10009521857
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Judging contending estimators by simulation : tournaments in dynamic panel data models
Kiviet, J. F. - 2005
their performance in simulation experiments. This leads to a list of eight methodologic aspirations. Against their … background we criticize aspects of many simulation studies that have been used in the past to compare competing estimators for … simulation design inspired by an analysis of the (non-)invariance properties of estimators and occasionally by available higher …
Persistent link: https://www.econbiz.de/10011348362
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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
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Do you know your biases? : a Monte Carlo analysis of dynamic panel data estimators
Kufenko, Vadim; Prettner, Klaus - 2021
estimation results based on the insights of simulation studies. …
Persistent link: https://www.econbiz.de/10012622765
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Estimation of linear dynamic panel data models with time-invariant regressors
Kripfganz, Sebastian; Schwarz, Claudia - 2013 - This Version: May 6, 2013
further simulation evidence that GMM estimators with a large number of instruments can be severely biased in finite samples …
Persistent link: https://www.econbiz.de/10009775613
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Fixed T dynamic panel data estimators with multifactor errors
Juodis, Artūras; Sarafidis, Vasilis - In: Econometric reviews 37 (2018) 6/10, pp. 893-929
Persistent link: https://www.econbiz.de/10012040421
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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
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Estimation of linear dynamic panel data models with time-invariant regressors : conference paper
Kripfganz, Sebastian; Schwarz, Claudia - 2013 - This version: May 6, 2013
further simulation evidence that GMM estimators with a large number of instruments can be severely biased in finite samples …
Persistent link: https://www.econbiz.de/10010342822
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Demystifying Causal Inference : Public Policy Applications with R
Dayal, Vikram; Murugesan, Anand - 2023
John Snow and causal inference -- RStudio and R -- Regression and simulation -- Potential outcomes -- Causal graphs … intuitive, using helpful concepts, applications, simulation, and data graphs. Many public policy questions are inherently causal …
Persistent link: https://www.econbiz.de/10014375030
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Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael - In: The econometrics journal 4 (2001) 1, pp. 109-142
Persistent link: https://www.econbiz.de/10001612299