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Judging Contending Estimators by Simulation : Tournaments in Dynamic Panel Data Models
Kiviet, Jan F. - 2006
dynamic panel data models. To illustrate particular pitfalls some further Monte Carlo results are produced, obtained from a … moments (GMM) estimators in homoskedastic stable zero-mean panel AR(1) models with random individual specific effects. We …
Persistent link: https://www.econbiz.de/10014060519
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A diagnostic criterion for approximate factor structure
Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - 2016 - This version: July 2016
We build a simple diagnostic criterion for approximate factor structure in large panel datasets. Given observable …
Persistent link: https://www.econbiz.de/10011518993
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Chapter 62 A Practitioner's Approach to Estimating Intertemporal Relationships Using Longitudinal Data: Lessons from Applications in Wage Dynamics
MaCurdy, Thomas - In: Handbook of econometrics : volume 6A, (pp. 4057-4167). 2007
offer a general apparatus for estimating parameters of panel-data specifications, though one must introduce a series of … Panel Study of Income Dynamics. …
Persistent link: https://www.econbiz.de/10014024953
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Consistent estimation of linear panel data models with measurement error
Meijer, Erik; Spierdijk, Laura; Wansbeek, Tom - 2015
Measurement error causes a downward bias when estimating a panel data linear regression model. The panel data context …
Persistent link: https://www.econbiz.de/10010472669
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Instrumental Variable Estimation of Large Panel Data Models with Common Factors
Kripfganz, Sebastian - 2020
for estimating large panel data models with unobserved common factors or interactive effects, as developed by Norkute et … popular ivregress Stata command. Notably, xtivdfreg also permits estimation of the two-way error components panel data model …
Persistent link: https://www.econbiz.de/10012826354
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Practical aspects of using quadratic moment conditions in linear dynamic panel data models
Pua, Andrew Adrian Yu; Fritsch, Markus; Schnurbus, Joachim - 2019
We study the estimation of the lag parameter of linear dynamic panel data models with first order dynamics based on the …
Persistent link: https://www.econbiz.de/10012104782
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Threshold regression with endogeneity for short panels
Gørgens, Tue; Würtz, Allan H. - In: Econometrics : open access journal 7 (2019) 2/23, pp. 1-8
This paper considers the estimation of dynamic threshold regression models with fixed effects using short panel data …
Persistent link: https://www.econbiz.de/10012025781
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Public spending, income inequality and economic growth in Asian countries : a panel GMM approach
Gnangoin, Yobouet Thierry Bienvenu; Du, Liangsheng; … - In: Economies : open access journal 7 (2019) 4/115, pp. 1-15
-GMM estimation and panel granger causality test. We found that gross domestic investment and regulatory quality are the main …
Persistent link: https://www.econbiz.de/10012132204
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Estimating dynamic panel models : backing out the Nickell bias
Hausman, Jerry A.; Pinkovskiy, Maxim L. - 2017
We propose a novel estimator for the dynamic panel model, which solves the failure of strict exogeneity by calculating … for including predetermined variables in fixed-effects panel regressions that appears to perform well. …
Persistent link: https://www.econbiz.de/10011742410
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Does testing for coronavirus reduce deaths?
Razzak, Weshah A. - 2020
We examine the effect of testing for Coronavirus on deaths in eight countries over the month of March 2020 by estimating a fixed-effect regression model using the Generalized Method of Moments (GMM). On average, the data reject the hypothesis that "testing" for the virus does not affect death....
Persistent link: https://www.econbiz.de/10012437672