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Statistical inference for panel dynamic simultaneous equations models

Hsiao, Cheng; Zhou, Qiankun - In: Journal of econometrics 189 (2015) 2, pp. 383-396

Persistent link: https://www.econbiz.de/10011504565

Refinements in maximum likelihood inference on spatial autocorrelation in panel data

Robinson, Peter M.; Rossi, Francesca - In: Journal of econometrics 189 (2015) 2, pp. 447-456

Persistent link: https://www.econbiz.de/10011504614

Estimation and inference for linear panel data models under misspecification when both n and T are large

Galvão Júnior, Antônio Fialho; Kato, Kengo - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 2, pp. 285-309

Persistent link: https://www.econbiz.de/10010488560

QML estimation of spatial dynamic panel data models with time varying spatial weights matrices

Lee, Lung-fei; Yu, Jihai - In: Spatial economic analysis : the journal of the Regional … 7 (2012) 1, pp. 31-74

Persistent link: https://www.econbiz.de/10009564237

Estimating SUR systems wiht random coefficients : the unbalanced panel data case

Biørn, Erik - 2012 - Published Aug 28, 2012 12:52 PM, Last modified Aug 28, 2012 02:54 PM

A system of regression equations (SURE) for analyzing panel data with random heterogeneity in intercepts and … coefficients, and unbalanced panel data is considered. A Maximum Likelihood (ML) procedure for joint estimation of all parameters …' of the proposed algorithm for modified ML estimation is illustrated by using panel data for output, inputs and costs for …

Persistent link: https://www.econbiz.de/10009581432