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1
The Robustness of Estimators for Dynamic
Panel
Data Models to Misspecification
Matyas, Laszlo
;
Harris, Mark N.
;
Pataki, Attila
-
2001
". However, if these are not valid, misspecified model result. This paper considers consistent estimation of the dynamic
panel
…
Persistent link: https://www.econbiz.de/10014139689
Saved in:
2
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
Saved in:
3
Accuracy and efficiency of various GMM inference techniques in dynamic micro
panel
data models
Kiviet, J. F.
;
Pleus, Milan
;
Poldermans, Rutger
- In:
Econometrics : open access journal
5
(
2017
)
1
,
pp. 1-54
panel
data models are growing exponentially in number. However, for researchers it is hard to make a reasoned choice between …
Persistent link: https://www.econbiz.de/10011654182
Saved in:
4
Fixed Effects versus Random Effects Estimation of Dynamic
Panel
Data Models
Kruiniger, Hugo
-
2019
This paper proposes new GMM estimators for the
panel
AR(1) model when the ratio of the variance of the individual …
Persistent link: https://www.econbiz.de/10012901424
Saved in:
5
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
Saved in:
6
Judging contending estimators by simulation : tournaments in dynamic
panel
data models
Kiviet, J. F.
-
2005
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/10011348362
Saved in:
7
Accuracy and efficiency of various GMM inference techniques in dynamic micro
panel
data models
Kiviet, J. F.
;
Pleus, Milan
;
Poldermans, Rutger
-
2015
-Bond GMM estimation techniques for single dynamic
panel
data models with possibly endogenous regressors and cross …
Persistent link: https://www.econbiz.de/10010476668
Saved in:
8
Estimation of linear dynamic
panel
data models with time-invariant regressors : conference paper
Kripfganz, Sebastian
;
Schwarz, Claudia
-
2013
-
This version: May 6, 2013
This paper considers estimation methods and inference for linear dynamic
panel
data models with unit …
Persistent link: https://www.econbiz.de/10010342822
Saved in:
9
Consistency in estimation and model selection of dynamic
panel
data models with fixed effects
Li, Guangjie
- In:
Econometrics : open access journal
3
(
2015
)
3
,
pp. 494-524
We examine the relationship between consistent parameter estimation and model selection for autoregressive
panel
data …
Persistent link: https://www.econbiz.de/10011297557
Saved in:
10
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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