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Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models
Hayakawa, Kazuhiko - 2012
This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …
Persistent link: https://www.econbiz.de/10013105008
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Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models
Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2021
This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …
Persistent link: https://www.econbiz.de/10013315902
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Robust estimation and empirical likelihood inference with exponential squared loss for panel data models
Li, Shaomin; Wang, Kangning; Ren, Yanyan - In: Economics letters 164 (2018), pp. 19-23
Persistent link: https://www.econbiz.de/10011939889
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Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models with Cross-Sectional Heteroskedasticity
Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2015
This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …
Persistent link: https://www.econbiz.de/10014170199
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Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
Ando, Tomohiro; Bai, Jushan; Li, Kunpeng - In: Journal of econometrics 230 (2022) 1, pp. 20-38
Persistent link: https://www.econbiz.de/10013441911
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Robust Linear Static Panel Data Models Using ε-Contamination
Baltagi, Badi H.; Bresson, Georges; Chaturvedi, Anoop; … - 2014
The paper develops a general Bayesian framework for robust linear static panel data models using ε-contamination. A two … performance of our estimator relative to classic panel estimators using data on earnings and crime. …
Persistent link: https://www.econbiz.de/10010468186
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Robust Linear Static Panel Data Models Using ε-Contamination
Baltagi, Badi H.; Bresson, Georges; Chaturvedi, Anoop; … - Institute for the Study of Labor (IZA) - 2014
The paper develops a general Bayesian framework for robust linear static panel data models using ε-contamination. A two … performance of our estimator relative to classic panel estimators using data on earnings and crime. …
Persistent link: https://www.econbiz.de/10011094081
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Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012
This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …
Persistent link: https://www.econbiz.de/10009570680
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Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko; Pesaran, M. Hashem - 2012
This paper extends the transformed maximum likelihood approach for estimation of dynamic panel data models by Hsiao …
Persistent link: https://www.econbiz.de/10009545313
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Essays in panel data modelling
Juodis, Artūras - 2015
Persistent link: https://www.econbiz.de/10011389184