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Regime Switching panel data models with interative fixed effects
Cheng, Tingting; Gao, Jiti; Yan, Yayi - 2018
Persistent link: https://www.econbiz.de/10012583620
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Maximum likelihood estimation of dynamic panel threshold models
Ramírez-Rondán, N. R. - In: Econometric reviews 39 (2020) 3, pp. 260-276
Persistent link: https://www.econbiz.de/10012181448
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Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei; Yu, Jihai - In: The econometrics journal 23 (2020) 1, pp. 115-136
Persistent link: https://www.econbiz.de/10012167249
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Dynamic panel data modelling using maximum likelihood : an alternative to Arellano-Bond
Moral-Benito, Enrique; Allison, Paul D.; Williams, Richard - In: Applied economics 51 (2019) 20, pp. 2221-2232
Persistent link: https://www.econbiz.de/10012196670
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Maximum simulated likelihood estimation of the panel sample selection model
Lai, Hung-Pin; Tsay, Wen-jen - In: Econometric reviews 37 (2018) 6/10, pp. 744-759
Persistent link: https://www.econbiz.de/10012040407
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Dynamic panel data modelling using maximum likelihood : an alternative to Arellano-Bond
Moral-Benito, Enrique; Allison, Paul D.; Williams, Richard - 2017
Persistent link: https://www.econbiz.de/10011784141
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Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012
Persistent link: https://www.econbiz.de/10009580056
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On uniqueness of the conditional maximum likelihood estimation for a binary panel model
Akashi, Kentaro - In: Economics letters 112 (2011) 2, pp. 148-150
Persistent link: https://www.econbiz.de/10009243377
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Essais en économetrie et économie de l'éducation
Tchuente, Guy - 2014
Persistent link: https://www.econbiz.de/10010516075
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Quasi maximum likelihood estimation of spatial models with heterogeneous coefficients
Aquaro, Michele; Bailey, Natalia; Pesaran, M. Hashem - 2015
This paper considers spatial autoregressive panel data models and extends their analysis to the case where the spatial … section dimensions of the panel are large. It derives the asymptotic covariance matrix of the QML estimators allowing for the … sample properties for panels with moderate time dimensions and irrespective of the number of cross section units in the panel …
Persistent link: https://www.econbiz.de/10011283005