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IV estimation of panels with factor residuals

Robertson, Donald; Sarafidis, Vasilis - 2013

Persistent link: https://www.econbiz.de/10009754517

Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structur e

Norkuté, Milda; Sarafidis, Vasilis; Yamagata, Takashi - 2018

This paper develops an instrumental variable (IV) estimator for consistent estimation of dynamic panel data models with … estimators in dynamic panel data models. The finite sample performance of the proposed estimator is investigated using simulated …

Persistent link: https://www.econbiz.de/10011804740

Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure

Norkute, Milda; Sarafidis, Vasilis; Yamagata, Takashi; … - 2019

Persistent link: https://www.econbiz.de/10012606743

Policy analysis using multilevel regression models with group interactive fixed effects

Gong, Zhenhao; Kim, Min Seong - 2024

Persistent link: https://www.econbiz.de/10014514120

Simple estimators for dynamic panel data models with errors in variables

Wansbeek, Tom; Kapteyn, Arie - 1989

Persistent link: https://www.econbiz.de/10000782904

The time series and cross-section asymptotics of dynamic panel data estimators

Alvarez, Javier; Arellano, Manuel - 1998

Persistent link: https://www.econbiz.de/10001361941

Estimating a dynamic panel data model with heterogenous trends

Wansbeek, Tom; Knaap, Thijs - In: Annales d'économie et de statistique (1999), pp. 331-349

Persistent link: https://www.econbiz.de/10001566524

Estimation of persistence in log-volatility using panel data

Kitazawa, Yoshitsugu - In: Applied financial economics 13 (2003) 6, pp. 463-472

Persistent link: https://www.econbiz.de/10001770763

Almost consistent estimation of panel probit models with "small" fixed effects

Laisney, François; Lechner, Michael - In: Econometric reviews 22 (2003) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10001749173

The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models

Bun, Maurice J. G.; Kiviet, J. F. - 2002

Persistent link: https://www.econbiz.de/10001718452

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