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Alternative estimators of dynamic panel models some Monte Carlo results
Hansen, Gerd - 1999
Persistent link: https://www.econbiz.de/10001465489
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Homogeneous, heterogeneous or shrinkage estimators? : some empirical evidence from French regional gasoline consumption
Baltagi, Badi H.; Bresson, Georges; Griffin, James M.; … - In: Empirical economics : a journal of the Institute for … 28 (2003) 4, pp. 795-811
Persistent link: https://www.econbiz.de/10001798190
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Estimating standard errors for the Parks model : can jackknifing help?
Reed, W. Robert; Webb, Rachel S. - 2010
present within panel data sets. These can cause significant problems for econometric analyses. The FGLS(Parks) estimator has … overall performance is not sufficient to make it a viable alternative to other panel data estimators. -- Panel Data estimation …
Persistent link: https://www.econbiz.de/10008651758
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Estimating standard errors for the Parks model : can jackknifing help?
Reed, W. Robert; Webb, Rachel S. - 2011
present within panel data sets. These can cause significant problems for econometric analyses. The FGLS(Parks) estimator has …, its overall performance is not sufficient to make it a viable alternative to other panel data estimators. -- Panel data …
Persistent link: https://www.econbiz.de/10008779662
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A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables
Keane, Michael P.; Sauer, Robert M. - In: International economic review 51 (2010) 4, pp. 925-958
Persistent link: https://www.econbiz.de/10008934252
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Estimating standard errors for the Parks model : can jackknifing help?
Reed, W. Robert; Webb, Rachel S. - 2009
Persistent link: https://www.econbiz.de/10008669708
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Time invariant variables and panel data models : a generalised Frisch-Waugh theorem and its implications
Krishnakumar, Jayalakshmi - In: Panel data econometrics : theoretical contributions and …, (pp. 119-132). 2006
Mundlak ("On the Pooling of Time Series and Cross-Section Data", Econometrica, Vol. 46 (1978),pp. 69-85) showed that when individual effects are correlated with the explanatory variables in an error component (EC) model, the GLS estimator is given by the within. In this paper we bring out some...
Persistent link: https://www.econbiz.de/10003331433
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A computationally practical simulation estimation algorithm for dynamic panel data models with unobserved endogenous state variables
Keane, Michael P.; Sauer, Robert M. - 2009
This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data …
Persistent link: https://www.econbiz.de/10003824296
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Panel regression with random noise
Ronning, Gerd; Schneeweiß, Hans - 2009
The paper explores the effect of measurement errors on the estimation of a linear panel data model. The conventional …. -- Panel regression ; multiplicative measurement errors ; bias correction ; asymptotic variance ; disclosure control …
Persistent link: https://www.econbiz.de/10003824983
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Testing for a unit root in a random coefficient panel data mode
Westerlund, Joakim; Larsson, Rolf - 2009
Persistent link: https://www.econbiz.de/10003884484