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11
A comparison of dynamic
panel
data estimators : Monte Carlo evidence and an application to the investment function
Behr, Andreas
-
2003
In our analysis we discuss several dynamic
panel
data estimators proposed in the literature and assess their …
Persistent link: https://www.econbiz.de/10011431996
Saved in:
12
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:
13
The accuracy of inference in small samples of dynamic
panel
data models
Bun, Maurice J. G.
;
Kiviet, J. F.
-
2001
Through Monte Carlo experiments the small sample behavior is examinedof various inference techniques for dynamic
panel
…
Persistent link: https://www.econbiz.de/10011313931
Saved in:
14
The spatial random effects and the spatial fixed effects model : the Hausman test in a Cliff and Ord
panel
model
Mutl, Jan
;
Pfaffermayr, Michael
-
2008
small panels. -- spatial econometrics ;
panel
data ; random effects estimator ; within estimator ; Hausman test …
Persistent link: https://www.econbiz.de/10009735353
Saved in:
15
A test for strict stationarity
Lima, Luiz Renato
;
Néri, Breno de Andrade Pinheiro
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 17-30)
.
2013
Persistent link: https://www.econbiz.de/10009711170
Saved in:
16
Likelihood-based estimation of dynamic panels with predetermined regressors
Moral-Benito, Enrique
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 451-472
Persistent link: https://www.econbiz.de/10010337857
Saved in:
17
A Monte Carlo study of a factor analytical method for fixed-effects dynamic
panel
models
Norkute, Milda
-
2014
Persistent link: https://www.econbiz.de/10010250456
Saved in:
18
A likelihood-based approximate solution to the incidental parameter problem in dynamic nonlinear models with multiple effects
Arellano, Manuel
;
Hahn, Jinyong
- In:
Global economic review
45
(
2016
)
3
,
pp. 251-274
Persistent link: https://www.econbiz.de/10011565997
Saved in:
19
A Monte Carlo study of a factor analytical method for fixed-effects dynamic
panel
models
Norkute, Milda
- In:
Economics letters
123
(
2014
)
3
,
pp. 348-351
Persistent link: https://www.econbiz.de/10010401270
Saved in:
20
Cross-sectional methods and applications
Drukker, David M.
(
contributor
)
-
2011
-
1. ed.
Persistent link: https://www.econbiz.de/10009685555
Saved in:
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