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Simple estimators for dynamic panel data models with errors in variables
Wansbeek, Tom; Kapteyn, Arie - 1989
Persistent link: https://www.econbiz.de/10000782904
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The nonresponse bias in the analysis of the determinations of total annual expenditures of households based on panel data
Nijman, Theodore E.; Verbeek, Marno - 1989
Persistent link: https://www.econbiz.de/10000783160
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Alternative error covariance assumptions in dynamic panel data models
Anderson, Gordon - 1988
Persistent link: https://www.econbiz.de/10000124830
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How do rating agencies score in predicting firm performance
Löffler, Gunter (contributor); Posch, Peter N. (contributor) - 2007
We use dynamic panel analysis to examine whether credit rating agencies achieve what they claim to achieve, namely … ; Predictive ability ; Dynamic Panel Model …
Persistent link: https://www.econbiz.de/10003634013
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Relating question type to panel conditioning : a comparison between trained and fresh respondents
Toepoel, Vera (contributor); Das, Marcel (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003728505
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Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de; Ravazzolo, Francesco; Segers, Rene; … - 2008
Persistent link: https://www.econbiz.de/10003754318
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Panels with nonstationary multifactor error structures
Kapetanios, George (contributor);  … - 2006
The presence of cross-sectionally correlated error terms invalidates much inferential theory of panel data models … for stationary panel regressions with multifactor error structure. This paper extends this work and examines the important …
Persistent link: https://www.econbiz.de/10003355571
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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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Estimating standard errors in finance panel data sets : comparing approaches
Petersen, Mitchell A. - In: The review of financial studies 22 (2009) 1, pp. 435-480
Persistent link: https://www.econbiz.de/10003836293
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Finite sample properties of alternative GMM estimators for random effects models with spatially correlated errors
Larch, Mario; Walde, Janette F. - In: The annals of regional science : an international … 43 (2009) 2, pp. 473-490
Persistent link: https://www.econbiz.de/10003838252