Dynamic Models for Panel Data

1990 ◽  
pp. 557-582 ◽  
Author(s):  
Geert Ridder ◽  
Tom Wansbeek
Keyword(s):  
Panel Data ◽  
Dynamic Models

Estimating Dynamic Panel Data Models in Political Science

2002 ◽  
Vol 10 (1) ◽  
pp. 25-48 ◽  
Author(s):  
Gregory Wawro
Keyword(s):  
Panel Data ◽  
Political Science ◽  
Dynamic Models ◽  
Party Identification ◽  
Generalized Method Of Moments ◽  
Dynamic Panel Data ◽  
Panel Data Models ◽  
Dynamic Panel ◽  
Cross Sectional ◽  
Moments Estimators

Panel data are a very valuable resource for finding empirical solutions to political science puzzles. Yet numerous published studies in political science that use panel data to estimate models with dynamics have failed to take into account important estimation issues, which calls into question the inferences we can make from these analyses. The failure to account explicitly for unobserved individual effects in dynamic panel data induces bias and inconsistency in cross-sectional estimators. The purpose of this paper is to review dynamic panel data estimators that eliminate these problems. I first show how the problems with cross-sectional estimators arise in dynamic models for panel data. I then show how to correct for these problems using generalized method of moments estimators. Finally, I demonstrate the usefulness of these methods with replications of analyses in the debate over the dynamics of party identification.

scholarly journals Dynamic models of R & D, innovation and productivity: Panel data evidence for Dutch and French manufacturing

2015 ◽  
Vol 78 ◽  
pp. 285-306 ◽  
Author(s):  
Wladimir Raymond ◽  
Jacques Mairesse ◽  
Pierre Mohnen ◽  
Franz Palm
Keyword(s):  
Panel Data ◽  
Dynamic Models

Formulation and estimation of dynamic models using panel data

1982 ◽  
Vol 18 (1) ◽  
pp. 47-82 ◽  
Author(s):  
T.W. Anderson ◽  
Cheng Hsiao
Keyword(s):  
Panel Data ◽  
Dynamic Models

scholarly journals Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing

2013 ◽  
Author(s):  
Wladimir Raymond ◽  
Jacques Mairesse ◽  
Pierre Mohnen ◽  
Franz Palm
Keyword(s):  
Panel Data ◽  
Dynamic Models

Some Methods for the Testing and Estimation of Dynamic Models Which Use Panel Data

1983 ◽  
Vol 15 (11) ◽  
pp. 1475-1488 ◽  
Author(s):  
R B Davies ◽  
A R Pickles ◽  
R Crouchley
Keyword(s):  
Panel Data ◽  
Discrete Choice ◽  
Stochastic Models ◽  
Dynamic Models ◽  
Computer Software ◽  
Adaptive Behaviour ◽  
Binary Choice ◽  
Choice Behaviour ◽  
Modelling Framework ◽  
Choice Sets

In this paper the authors address some of the inferential problems posed by longitudinal data on the discrete choice behaviour of a collection of individuals. In particular, an integrated framework is developed which enables heterogeneity and nonstationarity to be explicitly included in stochastic models of binary choice behaviour. The emphasis is upon minimum assumptions about the nature and determinants of heterogeneity and nonstationarity, as any uncontrolled variations may result in the identification of spurious adaptive behaviour. Moreover, all the models are readily calibrated and tested using widely available computer software. Some assessment is made of the flexibility of the modelling framework with respect to its potential for handling attrition in panel membership, more extensive choice sets, and exogeneous variables.

scholarly journals Dynamic Models of R&D, Innovation and Productivity: Panel Data Evidence for Dutch and French Manufacturing

2013 ◽  
Author(s):  
Wladimir Raymond ◽  
Jacques Mairesse ◽  
Pierre Mohnen ◽  
Franz C. Palm
Keyword(s):  
Panel Data ◽  
Dynamic Models

scholarly journals China's Infrastructure Financing and the Role of Infrastructure in Awakening African Economies

2021 ◽  
Vol 18 (2) ◽  
pp. 1-25
Author(s):  
Michael Mitchell Omoruyi Ehizuelen
Keyword(s):  
Panel Data ◽  
Method Of Moments ◽  
Dynamic Models ◽  
Generalized Method Of Moments ◽  
Empirical Evaluation ◽  
Distinctive Character ◽  
Gmm Estimator ◽  
Insight Into ◽  
Agenda 2063

African economies, through Agenda 2063, recognize that developing infrastructure – transport, electricity, energy, water, and e-connectivity – will be critical for the region to assume a lasting place in the global economic system. As a result, this paper addresses the continent’s infrastructure gap and provides an important insight into the rapidly growing presence of China’s official infrastructure financing in Africa as well as the distinctive character of its involvement. In addition, the paper provides an empirical evaluation of the role of infrastructure in awakening African economies. The generalized-method-of-moments (GMM) estimator for dynamic models of panel data developed by Arellano and Bond (1991), and Arellano and Bover (1995) was employed to estimate an infrastructure-increased growth model.

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