Bias-corrected method of moments estimators for dynamic panel data models

2021 ◽  
Author(s):  
Jörg Breitung ◽  
Sebastian Kripfganz ◽  
Kazuhiko Hayakawa
Keyword(s):  
Panel Data ◽  
Method Of Moments ◽  
Dynamic Panel Data ◽  
Data Models ◽  
Panel Data Models ◽  
Dynamic Panel ◽  
Dynamic Panel Data Models ◽  
Moments Estimators

scholarly journals NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS

2008 ◽  
Vol 24 (5) ◽  
pp. 1321-1342 ◽  
Author(s):  
Zongwu Cai ◽  
Qi Li
Keyword(s):  
Panel Data ◽  
Method Of Moments ◽  
Generalized Method Of Moments ◽  
Dynamic Panel Data ◽  
Data Models ◽  
Panel Data Models ◽  
Discrete Variables ◽  
Dynamic Panel ◽  
Dynamic Panel Data Models ◽  
Individual Variations

We suggest using a class of semiparametric dynamic panel data models to capture individual variations in panel data. The model assumes linearity in some continuous/discrete variables that can be exogenous/endogenous and allows for nonlinearity in other weakly exogenous variables. We propose a nonparametric generalized method of moments (NPGMM) procedure to estimate the functional coefficients, and we establish the consistency and asymptotic normality of the resulting estimators.

Dynamic panel data models in tourism

2018 ◽  
Vol 22 (4) ◽  
pp. 379-399 ◽  
Author(s):  
Ángeles Gallego ◽  
M. Ángeles Rodríguez-Serrano ◽  
Cristóbal Casanueva
Keyword(s):  
Panel Data ◽  
Dynamic Panel Data ◽  
Data Models ◽  
Panel Data Models ◽  
Dynamic Panel ◽  
Dynamic Panel Data Models
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