Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation

Econometric Reviews ◽

10.1080/07474938.2020.1772571 ◽

2020 ◽

Vol 39 (8) ◽

pp. 858-874

Author(s):

Cheng Hsiao

Keyword(s):

Conditional Expectation ◽

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models

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Estimation of Fixed Effects Dynamic Panel Data Models - Linear Differencing or Conditional Expectation

SSRN Electronic Journal ◽

10.2139/ssrn.3295375 ◽

2018 ◽

Author(s):

Cheng Hsiao

Keyword(s):

Conditional Expectation ◽

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models

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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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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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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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Residual-based IV estimation of dynamic panel data models with fixed effects

Statistica Neerlandica ◽

10.1111/j.1467-9574.2012.00536.x ◽

2012 ◽

Vol 67 (2) ◽

pp. 121-144

Author(s):

Zhuangxiong Yu ◽

Meijin Wang ◽

Peng Wang

Keyword(s):

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

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Spatial dynamic panel data models with interactive fixed effects

Journal of Econometrics ◽

10.1016/j.jeconom.2016.12.001 ◽

2017 ◽

Vol 197 (2) ◽

pp. 323-347 ◽

Author(s):

Wei Shi ◽

Lung-fei Lee

Keyword(s):

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Interactive Fixed Effects ◽

Spatial Dynamic Panel Data

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Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects

SSRN Electronic Journal ◽

10.2139/ssrn.253869 ◽

2001 ◽

Author(s):

Hugo Kruiniger

Keyword(s):

Maximum Likelihood ◽

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

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