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A solution to the problem of too many instruments in dynamic panel data GMM
Mehrhoff, Jens - 2009
The well-known problem of too many instruments in dynamic panel data GMM is dealt with in detail in Roodman (2009 …
Persistent link: https://www.econbiz.de/10010300222
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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 …, its overall performance is not sufficient to make it a viable alternative to other panel data estimators. …
Persistent link: https://www.econbiz.de/10010301698
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Estimating standard errors for the Parks model: Can jackknifing help?
Reed, W. Robert; Webb, Rachel S. - In: Economics: The Open-Access, Open-Assessment E-Journal 5 (2011) 2011-1, pp. 1-14
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. …
Persistent link: https://www.econbiz.de/10010303845
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The age-time-cohort problem and the identification of structural parameters in life-cycle models
Schulhofer-Wohl, Sam - 2017
A standard approach to estimating structural parameters in life-cycle models imposes sufficient assumptions on the data to identify the "age profile" of outcomes, then chooses model parameters so that the model's age profile matches this empirical age profile. I show that this approach is both...
Persistent link: https://www.econbiz.de/10012030337
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Panel Seasonal Unit Root Test With An Application for Unemployment Data
Reimers, Hans-Eggert; Dreger, Christian - 2004
In this paper the seasonal unit root test of Hylleberg et al. (1990) is generalized to cover a heterogenous panel. The … industrialized countries. In some cases seasonal unit roots are detected. However, the null hypotheses of panel seasonal unit roots …
Persistent link: https://www.econbiz.de/10010263471
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GM estimation of higher order spatial autoregressive processes in panel data error component models
Badinger, Harald; Egger, Peter - 2008
panel data error component model. We derive moment conditions to estimate the parameters of the higher order spatial …
Persistent link: https://www.econbiz.de/10010264361
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Estimation of higher-order spatial autoregressive panel data error component models
Badinger, Harald; Egger, Peter - 2009
This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …
Persistent link: https://www.econbiz.de/10010264566
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Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?
Mitze, Timo - 2009
We analyse the problem of parameter inconsistency in panel data econometrics due to the correlation of exogenous …
Persistent link: https://www.econbiz.de/10010264750
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The Wooldridge method for the initial values problem is simple: what about performance?
Akay, Alpaslan - 2009
dynamic random-effects panel data models. This characteristic of the method makes it very attractive in empirical applications … with balanced and unbalanced panel data sets, and also two full length empirical applications are provided. The results …
Persistent link: https://www.econbiz.de/10010269205
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Fixed effects bias in panel data estimators
Buddelmeyer, Hielke; Jensen, Paul H.; Oguzoglu, Umut; … - 2008
Since little is known about the degree of bias in estimated fixed effects in panel data models, we run Monte Carlo …
Persistent link: https://www.econbiz.de/10010269265