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Testing cross-sectional correlation in large panel data models with serial correlation
Baltagi, Badi H.; Kao, Chihwa; Bin, Peng - In: Econometrics : open access journal 4 (2016) 4, pp. 1-24
This paper considers the problem of testing cross-sectional correlation in large panel data models with serially …
Persistent link: https://www.econbiz.de/10011650378
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Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models
Kiviet, J. F.; Pleus, Milan; Poldermans, Rutger - In: Econometrics : open access journal 5 (2017) 1, pp. 1-54
panel data models are growing exponentially in number. However, for researchers it is hard to make a reasoned choice between …
Persistent link: https://www.econbiz.de/10011654182
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Higher-order bias-corrected estimation of heterogeneous dynamic panel data models
Qi, Meng - In: The empirical economics letters : a monthly … 15 (2016) 5, pp. 423-435
Persistent link: https://www.econbiz.de/10011655752
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Persistence of individual unemployment in Indonesia : dynamic probit analysis from panel SUSENAS 2008-2010
Pasaribu, Syamsul Hidayat - In: International journal of economics and financial issues … 6 (2016) 3, pp. 1239-1246
Persistent link: https://www.econbiz.de/10011698106
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Disentangling temporal patterns in elasticities : a functional coefficient panel analysis of electricity demand
Chang, Yoosoon; Choi, Yongok; Kim, Chang Sik; Miller, … - In: Energy economics 60 (2016), pp. 232-243
Persistent link: https://www.econbiz.de/10011699895
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Re-identifying the rebound : what about asymmetry?
Frondel, Manuel; Vance, Colin - 2013
improvements. Using panel estimation methods and household travel diary data collected in Germany between 1997 and 2009, this study …
Persistent link: https://www.econbiz.de/10011571422
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Selecting the correct number of factors in approximate factor models : the large panel case with group bridge estimators
Caner, Mehmet; Han, Xu - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 3, pp. 359-374
Persistent link: https://www.econbiz.de/10010488511
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Estimation and inference for linear panel data models under misspecification when both n and T are large
Galvão Júnior, Antônio Fialho; Kato, Kengo - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 2, pp. 285-309
Persistent link: https://www.econbiz.de/10010488560
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Unconditional transformed likelihood estimation of time-space dynamic panel data models : conference paper
Kripfganz, Sebastian - 2014
I derive the unconditional transformed likelihood function and its derivatives for a fixed-effects panel data model …
Persistent link: https://www.econbiz.de/10010490568
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Double Filter Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables
Hayakawa, Kazuhiko - 2018
In this paper, we propose instrumental variables (IV) and generalized method of moments (GMM) estimators for panel data …
Persistent link: https://www.econbiz.de/10012934053