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On maximum likelihood estimation of dynamic panel data models
Bun, Maurice J. G.; Carree, Martin Anthony; Juodis, Artūras - In: Oxford bulletin of economics and statistics 79 (2017) 4, pp. 463-494
Persistent link: https://www.econbiz.de/10011772020
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Bias-corrected estimation in dynamic panel data models
Bun, Maurice J. G.; Carree, Martin Anthony - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 2, pp. 200-210
Persistent link: https://www.econbiz.de/10002781683
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Bias-corrected estimation in dynamic panel data models with heteroscedasticity
Bun, Maurice J. G.; Carree, Martin Anthony - In: Economics letters 92 (2006) 2, pp. 220-227
Persistent link: https://www.econbiz.de/10003360860
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A note on bias-corrected estimation in dynamic panel data models
Juodis, Artūras - In: Economics letters 118 (2013) 3, pp. 435-438
Persistent link: https://www.econbiz.de/10009729150
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Backward mean transformation in panel data with predetermined regressors
Juodis, Artūras - In: Essays in honor of M. Hashem Pesaran : panel modeling, …, (pp. 103-143). 2022
Persistent link: https://www.econbiz.de/10013193940
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Rank based cointegration testing for dynamic panels with fixed T
Juodis, Artūras - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 349-389
Persistent link: https://www.econbiz.de/10011949797
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Pseudo panel data models with cohort interactive effects
Juodis, Artūras - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 47-61
Persistent link: https://www.econbiz.de/10011894391
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First difference transformation in panel VAR models : robustness, estimation, and inference
Juodis, Artūras - In: Econometric reviews 37 (2018) 6/10, pp. 650-693
Persistent link: https://www.econbiz.de/10012040399
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A regularization approach to common correlated effects estimation
Juodis, Artūras - In: Journal of applied econometrics 37 (2022) 4, pp. 788-810
Persistent link: https://www.econbiz.de/10013332722
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Bias correction in the dynamic panel data model with a nonscalar disturbance covariance matrix
Bun, Maurice J. G. - 2001
Approximation formulae are developed for the bias of ordinary andgeneralized Least Squares Dummy Variable (LSDV) estimators in dynamicpanel data models. Results from Kiviet (1995, 1999) are extended tohigher-order dynamic panel data models with general covariancestructure. The focus is on...
Persistent link: https://www.econbiz.de/10011313930