Bootstrap inference for linear dynamic panel data models with individual fixed effects

Journal of Econometrics ◽

10.1016/j.jeconom.2015.02.017 ◽

2015 ◽

Vol 186 (2) ◽

pp. 407-426 ◽

Author(s):

Sílvia Gonçalves ◽

Maximilien Kaffo

Keyword(s):

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Linear Dynamic ◽

Bootstrap Inference

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Semiparametric Estimation of Partially Linear Dynamic Panel Data Models with Fixed Effects

Advances in Econometrics - Essays in Honor of Aman Ullah ◽

10.1108/s0731-905320160000036014 ◽

2016 ◽

pp. 137-204 ◽

Author(s):

Liangjun Su ◽

Yonghui Zhang

Keyword(s):

Fixed Effects ◽

Semiparametric Estimation ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Linear Dynamic ◽

Partially Linear

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Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects

Econometrics ◽

10.3390/econometrics3030494 ◽

2015 ◽

Vol 3 (3) ◽

pp. 494-524

Author(s):

Guangjie Li

Keyword(s):

Model Selection ◽

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

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GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors

SSRN Electronic Journal ◽

10.2139/ssrn.1971176 ◽

2011 ◽

Author(s):

Pavel Cizek ◽

Jan P. A. M. Jacobs ◽

Jenny E. Ligthart ◽

Hendrik Vrijburg

Keyword(s):

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Lag ◽

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Efficient GMM estimation of spatial dynamic panel data models with fixed effects

Journal of Econometrics ◽

10.1016/j.jeconom.2014.03.003 ◽

2014 ◽

Vol 180 (2) ◽

pp. 174-197 ◽

Author(s):

Lung-fei Lee ◽

Jihai Yu

Keyword(s):

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Gmm Estimation ◽

Spatial Dynamic Panel Data

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Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors

SSRN Electronic Journal ◽

10.2139/ssrn.2386572 ◽

2013 ◽

Author(s):

Sebastian Kripfganz ◽

Claudia Schwarz

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Linear Dynamic ◽

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Fixed Effects versus Random Effects Estimation of Dynamic Panel Data Models

SSRN Electronic Journal ◽

10.2139/ssrn.3013700 ◽

2017 ◽

Author(s):

Hugo Kruiniger

Keyword(s):

Random Effects ◽

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models

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GMM Estimation of Short Dynamic Panel Data Models with Interactive Fixed Effects

SSRN Electronic Journal ◽

10.2139/ssrn.1412083 ◽

2012 ◽

Author(s):

Kazuhiko Hayakawa

Keyword(s):

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Gmm Estimation ◽

Interactive Fixed Effects

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pdynmc: A Package for Estimating Linear Dynamic Panel Data Models Based on Nonlinear Moment Conditions

The R Journal ◽

10.32614/rj-2021-035 ◽

2021 ◽

Vol 13 (1) ◽

pp. 218

Author(s):

Markus Fritsch ◽

Andrew,Adrian,Yu Pua ◽

Joachim Schnurbus

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Moment Conditions ◽

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GMM Estimation of Short Dynamic Panel Data Models with Interactive Fixed Effects

JOURNAL OF THE JAPAN STATISTICAL SOCIETY ◽

10.14490/jjss.42.109 ◽

2012 ◽

Vol 42 (2) ◽

pp. 109-123 ◽

Author(s):

Kazuhiko Hayakawa

Keyword(s):

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Gmm Estimation ◽

Interactive Fixed Effects

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Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors

SSRN Electronic Journal ◽

10.2139/ssrn.2650425 ◽

2015 ◽

Author(s):

Sebastian Kripfganz ◽

Claudia Schwarz

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Linear Dynamic ◽

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