Estimation of dynamic panel data models with a lot of heterogeneity

Econometric Reviews ◽

10.1080/07474938.2021.1899507 ◽

2021 ◽

pp. 1-30

Author(s):

Hugo Kruiniger

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models

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

Econometrics and Statistics ◽

10.1016/j.ecosta.2021.07.001 ◽

2021 ◽

Author(s):

Jörg Breitung ◽

Sebastian Kripfganz ◽

Kazuhiko Hayakawa

Keyword(s):

Method Of Moments ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Moments Estimators

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Dynamic panel data models in tourism

Current Issues in Tourism ◽

10.1080/13683500.2018.1467386 ◽

2018 ◽

Vol 22 (4) ◽

pp. 379-399 ◽

Author(s):

Ángeles Gallego ◽

M. Ángeles Rodríguez-Serrano ◽

Cristóbal Casanueva

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models

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Estimation of time-varying coefficient dynamic panel data models

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2018.1476704 ◽

2018 ◽

Vol 48 (13) ◽

pp. 3311-3324

Author(s):

Kazuhiko Hayakawa ◽

Jie Hou

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Time Varying ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Varying Coefficient ◽

Estimation Of Time

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Forecasting with Dynamic Panel Data Models

SSRN Electronic Journal ◽

10.2139/ssrn.2889000 ◽

2016 ◽

Author(s):

Laura Liu ◽

Hyungsik Roger Moon

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models

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The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large

SSRN Electronic Journal ◽

10.2139/ssrn.1412035 ◽

2012 ◽

Author(s):

Kazuhiko Hayakawa

Keyword(s):

Asymptotic Properties ◽

Dynamic Panel Data ◽

Data Models ◽

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.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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Bias-corrected estimation in dynamic panel data models with heteroscedasticity

Economics Letters ◽

10.1016/j.econlet.2006.02.008 ◽

2006 ◽

Vol 92 (2) ◽

pp. 220-227 ◽

Author(s):

Maurice J.G. Bun ◽

Martin A. Carree

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models

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