Robust likelihood estimation of dynamic panel data models

Journal of Econometrics ◽

10.1016/j.jeconom.2021.03.005 ◽

2021 ◽

Author(s):

Javier Alvarez ◽

Manuel Arellano

Keyword(s):

Likelihood Estimation ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Robust Likelihood

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Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models

SSRN Electronic Journal ◽

10.2139/ssrn.2085090 ◽

2012 ◽

Author(s):

Kazuhiko Hayakawa ◽

M. Hashem Pesaran

Keyword(s):

Likelihood Estimation ◽

Dynamic Panel Data ◽

Data Models ◽

Standard Errors ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Robust Standard Errors

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On Maximum Likelihood Estimation of Dynamic Panel Data Models

Oxford Bulletin of Economics and Statistics ◽

10.1111/obes.12156 ◽

2017 ◽

Vol 79 (4) ◽

pp. 463-494 ◽

Author(s):

Maurice J.G. Bun ◽

Martin A. Carree ◽

Artūras Juodis

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models

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Quasi maximum likelihood estimation of dynamic panel data models

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2017.1366521 ◽

2017 ◽

Vol 47 (16) ◽

pp. 3970-3986

Author(s):

Robert F. Phillips

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Quasi Maximum Likelihood

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Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects

SSRN Electronic Journal ◽

10.2139/ssrn.2458346 ◽

2014 ◽

Author(s):

Kazuhiko Hayakawa ◽

M. Hashem Pesaran ◽

L. Vanessa Smith

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Dynamic Panel Data ◽

Data Models ◽

Interactive Effects ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models

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Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models

SSRN Electronic Journal ◽

10.2139/ssrn.2047069 ◽

2012 ◽

Author(s):

Kazuhiko Hayakawa ◽

M. Hashem Pesaran

Keyword(s):

Likelihood Estimation ◽

Dynamic Panel Data ◽

Data Models ◽

Standard Errors ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Robust Standard Errors

Download Full-text

Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models

SSRN Electronic Journal ◽

10.2139/ssrn.2094920 ◽

2012 ◽

Author(s):

Kazuhiko Hayakawa ◽

M. Hashem Pesaran

Keyword(s):

Likelihood Estimation ◽

Dynamic Panel Data ◽

Data Models ◽

Standard Errors ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Robust Standard Errors

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On quasi maximum-likelihood estimation of dynamic panel data models

Economics Letters ◽

10.1016/j.econlet.2015.10.024 ◽

2015 ◽

Vol 137 ◽

pp. 91-94 ◽

Author(s):

Robert F. Phillips

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Quasi Maximum Likelihood

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Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity

Journal of Econometrics ◽

10.1016/j.jeconom.2015.03.042 ◽

2015 ◽

Vol 188 (1) ◽

pp. 111-134 ◽

Author(s):

Kazuhiko Hayakawa ◽

M. Hashem Pesaran

Keyword(s):

Likelihood Estimation ◽

Dynamic Panel Data ◽

Data Models ◽

Standard Errors ◽

Panel Data Models ◽

Dynamic Panel ◽

Cross Sectional ◽

Dynamic Panel Data Models ◽

Robust Standard Errors

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A Subset-Continuous-Updating Transformation on GMM Estimators for Dynamic Panel Data Models

SSRN Electronic Journal ◽

10.2139/ssrn.2723609 ◽

2016 ◽

Author(s):

Richard A. Ashley ◽

Xiaojin Sun

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models

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Can environmental regulation stimulate the regional Porter effect? Double test from quasi-experiment and dynamic panel data models

Journal of Cleaner Production ◽

10.1016/j.jclepro.2021.128027 ◽

2021 ◽

pp. 128027

Author(s):

Xin Nie ◽

Jianxian Wu ◽

Zhoupeng Chen ◽

Anlu Zhang ◽

Han Wang

Keyword(s):

Environmental Regulation ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Quasi Experiment

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