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A Comparison of Different Estimators for Panel Data Sample Selection Models

Jensen, Peter; Rosholm, Michael; Verner, Mette - 2002

panel data sample selection models. The estimators investigated are various two-step estimators and maximum likelihood …

Persistent link: https://www.econbiz.de/10014120716

A Penalty Function Approach to Bias Reduction in Non-Linear Panel Models with Fixed Effects

Bester, Alan; Hansen, Christian - 2005

In this paper, we consider estimation of nonlinear panel data models that include individual specific fixed effects …

Persistent link: https://www.econbiz.de/10014027743

Identification and (fast) estimation of large nonlinear panel models with two-way fixed effects

Mugnier, Martin; Wang, Ao - 2022

Persistent link: https://www.econbiz.de/10013347427

Linear panel regression models with non-classical measurement error : an application to investment equations

Hayakawa, Kazuhiko; Yamagata, Takashi - 2022

This paper proposes a minimum distance (MD) estimator to estimate panel regression models with measurement error. The …

Persistent link: https://www.econbiz.de/10013355213

Robust estimation and inference in panels with interactive fixed effects

Armstrong, Timothy B.; Weidner, Martin; Zeleneev, Andrei - 2023

We consider estimation and inference for a regression coefficient in panels with interactive fixed effects (i.e., with a factor structure). We show that previously developed estimators and confidence intervals (CIs) might be heavily biased and size-distorted when some of the factors are weak. We...

Persistent link: https://www.econbiz.de/10014312069

New results on asymptotic properties of likelihood estimators with persistent data for small and large T

Juodis, Artūras; Sarafidis, Vasilis - In: SERIEs : Journal of the Spanish Economic Association 14 (2023) 3/4, pp. 435-461

This paper revisits the panel autoregressive model, with a primary emphasis on the unit-root case. We study a class of …

Persistent link: https://www.econbiz.de/10014462297

Bayesian analysis of spatial dynamic panel data model with convex combinations of different spatial weight matrices : a reparameterized approach

Cai, Zhengzheng; Zhu, Yanli; Han, Xiaoyi - In: Economics letters 217 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10013465499

Dynamic firm performance and estimator choice : a comparison of dynamic panel data estimators

Cave, Joshua; Chaudhuri, Kausik; Kumbhakar, Subal - In: European journal of operational research : EJOR 307 (2023) 1, pp. 447-467

Persistent link: https://www.econbiz.de/10014293030

Estimating dynamic spatial panel data models with endogenous regressors using synthetic instruments

Fingleton, Bernard - In: Journal of geographical systems : geographical … 25 (2023) 1, pp. 121-152

Persistent link: https://www.econbiz.de/10014226981

Dynamic Linear Panel Regression Models with Interactive Fixed Effects

Moon, Hyungsik Roger - 2015

We analyze linear panel regression models with interactive fixed effects and predetermined regressors, e.g. lagged …

Persistent link: https://www.econbiz.de/10013030889