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Estimation of time-invariant effects in static panel data models
Pesaran, M. Hashem; Zhou, Qiankun - In: Econometric reviews 37 (2018) 6/10, pp. 1137-1171
Persistent link: https://www.econbiz.de/10012040544
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To pool or not to pool : revisited
Pesaran, M. Hashem; Zhou, Qiankun - 2015
This paper provides a new comparative analysis of pooled least squares and fixed effects estimators of the slope coefficients in the case of panel data models when the time dimension (T) is fixed while the cross section dimension (N) is allowed to increase without bounds. The individual effects...
Persistent link: https://www.econbiz.de/10011283819
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To pool or not to pool : revisited
Pesaran, M. Hashem; Zhou, Qiankun - 2017
Persistent link: https://www.econbiz.de/10011788732
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To pool or not to pool : revisited
Pesaran, M. Hashem; Zhou, Qiankun - In: Oxford bulletin of economics and statistics 80 (2018) 2, pp. 185-217
Persistent link: https://www.econbiz.de/10011969522
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Estimation of time-invariant effects in static panel data models
Pesaran, M. Hashem; Zhou, Qiankun - 2014
This paper proposes the Fixed Effects Filtered (FEF) and Fixed Effects Filtered instrumental variable (FEF-IV) estimators for estimation and inference in the case of time-invariant effects in static panel data models when N is large and T is fixed. It is shown that the FEF and FEF-IV estimators...
Persistent link: https://www.econbiz.de/10010412873
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Estimation of Time-invariant Effects in Static Panel Data Models
Pesaran, M. Hashem; Zhou, Qiankun - CESifo - 2014
This paper proposes the Fixed Effects Filtered (FEF) and Fixed Effects Filtered instrumental variable (FEF-IV) estimators for estimation and inference in the case of time-invariant effects in static panel data models when N is large and T is fixed. It is shown that the FEF and FEF-IV estimators...
Persistent link: https://www.econbiz.de/10010948893
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To Pool or not to Pool: Revisited
Pesaran, M. Hashem; Zhou, Qiankun - 2015
This paper provides a new comparative analysis of pooled least squares and fixed effects estimators of the slope coefficients in the case of panel data models when the time dimension (T) is fixed while the cross section dimension (N) is allowed to increase without bounds. The individual effects...
Persistent link: https://www.econbiz.de/10011307081
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Estimation of Time-Invariant Effects in Static Panel Data Models
Pesaran, M. Hashem - 2014
This paper proposes the Fixed Effects Filtered (FEF) and Fixed Effects Filtered instrumental variable (FEF-IV) estimators for estimation and inference in the case of time-invariant effects in static panel data models when N is large and T is fixed. It is shown that the FEF and FEF-IV estimators...
Persistent link: https://www.econbiz.de/10013046051
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To Pool or Not to Pool : Revisited
Pesaran, M. Hashem - 2015
This paper provides a new comparative analysis of pooled least squares and fixed effects estimators of the slope coefficients in the case of panel data models when the time dimension (T) is fixed while the cross section dimension (N) is allowed to increase without bounds. The individual effects...
Persistent link: https://www.econbiz.de/10013019853
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To Pool or Not to Pool : Revisited
Pesaran, M. Hashem - 2015
This paper provides a new comparative analysis of pooled least squares and fixed effects estimators of the slope coefficients in the case of panel data models when the time dimension (T) is fixed while the cross section dimension (N) is allowed to increase without bounds. The individual effects...
Persistent link: https://www.econbiz.de/10013021006