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Dynamic panel data models featuring endogenous interaction and spatially correlated errors

Jacobs, Jan; Ligthart, Jenny E.; Vrijburg, Hendrik - 2009

Persistent link: https://www.econbiz.de/10003907353

The measurement error problem in dynamic panel data analysis : modeling and GMM estimation

Biørn, Erik - 2012 - Publisert 13. feb. 2012 09:52 - Sist endret 13. feb. 2012 10:14

The Generalized Method of Moments (GMM) is discussed for handling the joint occurrence of fixed effects and random … measurement errors in an autoregressive panel data model. Finite memory of disturbances, latent regressors and measurement errors … is assumed. Two specializations of GMM are considered: (i) using instruments (IVs) in levels for a differenced version of …

Persistent link: https://www.econbiz.de/10009489019

GMM estimation of fixed effects dynamic panel data models with spatial lag and spatial errors

Čížek, Pavel; Jacobs, Jan; Ligthart, Jenny E.; … - 2015 - Revised version of CentER Discussion Paper No. 2011-134

Persistent link: https://www.econbiz.de/10011348905

Panel model with multiplicative measurement errors

Schneeweiß, Hans; Ronning, Gerd; Schmid, Matthias - In: Empirical economic and financial research : theory, …, (pp. 123-143). 2015

Persistent link: https://www.econbiz.de/10010490148

GMM estimation of fixed effects dynamic panel data models with spatial lag and spatial errors

Čížek, Pavel; Jacobs, Jan; Ligthart, Jenny E.; … - 2011

Persistent link: https://www.econbiz.de/10009389616

GMM estimation in panel date models with measurement error

Wansbeek, Tom - In: Journal of econometrics 104 (2001) 2, pp. 259-268

Persistent link: https://www.econbiz.de/10001606581

Panel data with measurement errors : instrumental variables and GMM procedures combining levels and differences

Biørn, Erik - In: Econometric reviews 19 (2000) 4, pp. 391-424

Persistent link: https://www.econbiz.de/10001521430

GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors

Cizek, Pavel; Jacobs, Jan P. A. M.; Ligthart, Jenny E.; … - 2015

-period lag of the dependent variable as additional explanatory variables. Combining this approach with the dynamic panel-data GMM …The three-step generalized methods of moments (GMM) approach of Kapoor, Kelejian and Prucha (2007), which corrects for … spatially correlated errors in static panel data models, is extended by introducing fixed effects, a spatial lag, and a one …

Persistent link: https://www.econbiz.de/10014175015

Assessing and relaxing assumptions in quasi-simplex models

Cernat, Alexandru; Lugtig, Peter; Uhrig, S.C. Noah; … - 2014

reliability of survey measures. Using data from the British Household Panel Survey this paper shows how the assumptions of the …

Persistent link: https://www.econbiz.de/10010251137

Quantifying noise in survey expectations

Juodis, Artūras; Kucinskas, Simas - In: Quantitative economics : QE ; journal of the … 14 (2023) 2, pp. 609-650

Expectations affect economic decisions, and inaccurate expectations are costly. Expectations can be wrong due to either bias (systematic mistakes) or noise (unsystematic mistakes). We develop a framework for quantifying the level of noise in survey expectations. The method is based on the...

Persistent link: https://www.econbiz.de/10014308585