Identification robust inference for moments based analysis of linear dynamic panel data models

SSRN Electronic Journal ◽

10.2139/ssrn.3847636 ◽

2021 ◽

Author(s):

Frank R. Kleibergen

Keyword(s):

Panel Data ◽

Dynamic Panel Data ◽

Data Models ◽

Robust Inference ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Linear Dynamic

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

SSRN Electronic Journal ◽

10.2139/ssrn.2386572 ◽

2013 ◽

Cited By ~ 4

Author(s):

Sebastian Kripfganz ◽

Claudia Schwarz

Keyword(s):

Panel Data ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Linear Dynamic ◽

Time Invariant

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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):

Panel Data ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Moment Conditions ◽

Linear Dynamic

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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):

Panel Data ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Linear Dynamic ◽

Time Invariant

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Estimation of linear dynamic panel data models with time‐invariant regressors

Journal of Applied Econometrics ◽

10.1002/jae.2681 ◽

2019 ◽

Vol 34 (4) ◽

pp. 526-546 ◽

Cited By ~ 6

Author(s):

Sebastian Kripfganz ◽

Claudia Schwarz

Keyword(s):

Panel Data ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Linear Dynamic ◽

Time Invariant

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Linear dynamic panel data models

10.4337/9781788976480.00007 ◽

2021 ◽

pp. 2-22

Author(s):

Ryo Okui

Keyword(s):

Panel Data ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Linear Dynamic

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

SSRN Electronic Journal ◽

10.2139/ssrn.2796918 ◽

2013 ◽

Author(s):

Sebastian Kripfganz ◽

Claudia Schwarz

Keyword(s):

Panel Data ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Linear Dynamic ◽

Time Invariant

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Moment Restrictions and Identification in Linear Dynamic Panel Data Models

Annals of Economics and Statistics ◽

10.15609/annaeconstat2009.134.0149 ◽

2019 ◽

pp. 149 ◽

Cited By ~ 1

Author(s):

Gørgens ◽

Han ◽

Xue

Keyword(s):

Panel Data ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Linear Dynamic ◽

Moment Restrictions

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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 ◽

Cited By ~ 1

Author(s):

Liangjun Su ◽

Yonghui Zhang

Keyword(s):

Panel Data ◽

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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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 ◽

Cited By ~ 12

Author(s):

Sílvia Gonçalves ◽

Maximilien Kaffo

Keyword(s):

Panel Data ◽

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Linear Dynamic ◽

Bootstrap Inference

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Detection of structural breaks in linear dynamic panel data models

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2012.02.025 ◽

2012 ◽

Vol 56 (11) ◽

pp. 3020-3034 ◽

Cited By ~ 37

Author(s):

Stefan De Wachter ◽

Elias Tzavalis

Keyword(s):

Panel Data ◽

Structural Breaks ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Linear Dynamic

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