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Indirect inference estimation of a first-order dynamic panel data model

Bao, Yong - In: Journal of quantitative economics 19 (2021), pp. 79-98

Persistent link: https://www.econbiz.de/10013441709

Estimating linear dynamic panels with recentered moments

Bao, Yong - In: Econometrics : open access journal 12 (2024) 1, pp. 1-48

This paper proposes estimating linear dynamic panels by explicitly exploiting the endogeneity of lagged dependent variables and expressing the crossmoments between the endogenous lagged dependent variables and disturbances in terms of model parameters. These moments, when recentered, form the...

Persistent link: https://www.econbiz.de/10014636394

Finite sample properties of FGLS estimator for random-effects model under non-normality

Ullah, Aman; Huang, Xiao - In: Panel data econometrics : theoretical contributions and …, (pp. 67-89). 2006

Persistent link: https://www.econbiz.de/10003331427

Profile likelihood estimation of partially linear panel data models with fixed effects

Su, Liangjun; Ullah, Aman - In: Economics letters 92 (2006) 1, pp. 75-81

Persistent link: https://www.econbiz.de/10003336513

Semiparametric panel data estimation : an application to immigrants' homelink effect on US producer trade flows

Ullah, Aman; Mundra, Kusum - In: Handbook of applied econometrics and statistical inference, (pp. 591-608). 2002

Persistent link: https://www.econbiz.de/10001702001

Instrumental variable estimation of semiparametric dynamic panel data models : Monte Carlo results on several new and existing estimators

Berg, M. Douglas; Li, Qi; Ullah, Aman - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 297-315). 2000

Persistent link: https://www.econbiz.de/10001583151

Nonparametric and semiparametric panel econometric models : estimation and testing

Su, Liangjun; Ullah, Aman - In: Handbook of empirical economics and finance, (pp. 455-497). 2011

Persistent link: https://www.econbiz.de/10009130109

Stein-like shrinkage estimation of panel data models with common correlated effects

Huang, Bai; Lee, Tae-hwy; Ullah, Aman - 2019

Persistent link: https://www.econbiz.de/10012244158

Modal regression for fixed effects panel data

Ullah, Aman; Wang, Tao; Yao, Weixin - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 261-308

Persistent link: https://www.econbiz.de/10012488922

More efficient estimation of nonparametric panel data models with random effects

Su, Liangjun; Ullah, Aman - In: Economics letters 96 (2007) 3, pp. 375-380

Persistent link: https://www.econbiz.de/10003504680

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