-
1
-
-
0141718495
-
The time series and cross-section asymptotics of dynamic panel data estimators
-
Alvarez J., and Arellano M. The time series and cross-section asymptotics of dynamic panel data estimators. Econometrica 71 (2003) 1121-1159
-
(2003)
Econometrica
, vol.71
, pp. 1121-1159
-
-
Alvarez, J.1
Arellano, M.2
-
2
-
-
49049140143
-
Formulation and estimation of dynamic models using panel data
-
Anderson T., and Hsiao C. Formulation and estimation of dynamic models using panel data. Journal of Econometrics 18 (1982) 47-82
-
(1982)
Journal of Econometrics
, vol.18
, pp. 47-82
-
-
Anderson, T.1
Hsiao, C.2
-
4
-
-
84881844837
-
Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations
-
Arellano M., and Bond S. Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies 58 (1991) 277-297
-
(1991)
Review of Economic Studies
, vol.58
, pp. 277-297
-
-
Arellano, M.1
Bond, S.2
-
5
-
-
58149364940
-
Another look at the instrumental variable estimation of error-components models
-
Arellano M., and Bover O. Another look at the instrumental variable estimation of error-components models. Journal of Econometrics 68 (1995) 29-51
-
(1995)
Journal of Econometrics
, vol.68
, pp. 29-51
-
-
Arellano, M.1
Bover, O.2
-
6
-
-
0001438979
-
Initial conditions and moment restrictions in dynamic panel data models
-
Blundell R., and Bond S. Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics 87 (1998) 115-143
-
(1998)
Journal of Econometrics
, vol.87
, pp. 115-143
-
-
Blundell, R.1
Bond, S.2
-
7
-
-
18744388853
-
Approximating the bias of the lsdv estimator for dynamic unbalanced panel data models
-
Bruno G. Approximating the bias of the lsdv estimator for dynamic unbalanced panel data models. Economics Letters 87 (2005) 361-366
-
(2005)
Economics Letters
, vol.87
, pp. 361-366
-
-
Bruno, G.1
-
8
-
-
1542708067
-
Bias correction in the dynamic panel data model with a nonscalar disturbance covariance matrix
-
Bun M. Bias correction in the dynamic panel data model with a nonscalar disturbance covariance matrix. Econometric Reviews 22 (2003) 29-58
-
(2003)
Econometric Reviews
, vol.22
, pp. 29-58
-
-
Bun, M.1
-
9
-
-
17544373985
-
Bias-corrected estimation in dynamic panel data models
-
Bun M., and Carree M. Bias-corrected estimation in dynamic panel data models. Journal of Business and Economic Statistics 23 2 (2005) 200-210
-
(2005)
Journal of Business and Economic Statistics
, vol.23
, Issue.2
, pp. 200-210
-
-
Bun, M.1
Carree, M.2
-
10
-
-
33847014067
-
-
Bun, M., Carree, M., 2005b. Bias-corrected estimation in dynamic panel data models with heteroscedasticty. University of Amsterdam, Discussion Paper 2005/03.
-
-
-
-
11
-
-
33845242494
-
-
Bun, M., Kiviet, J., 2006. The effects of dynamic feedbacks on ls and mm estimator accuracy in panel data models. Journal of Econometrics, forthcoming.
-
-
-
-
12
-
-
4344611743
-
Bootstrapping autoregressions with conditional heteroscedasticity of unknown form
-
Gonçalves S., and Kilian L. Bootstrapping autoregressions with conditional heteroscedasticity of unknown form. Journal of Econometrics 123 (2004) 89-120
-
(2004)
Journal of Econometrics
, vol.123
, pp. 89-120
-
-
Gonçalves, S.1
Kilian, L.2
-
13
-
-
0003083292
-
Estimating dynamic panel data models: a guide for macroeconomists
-
Judson A., and Owen A. Estimating dynamic panel data models: a guide for macroeconomists. Economics Letters 65 (1999) 9-15
-
(1999)
Economics Letters
, vol.65
, pp. 9-15
-
-
Judson, A.1
Owen, A.2
-
14
-
-
33847045916
-
-
Kapetanios, G., 2004. A bootstrap procedure for panel datasets with many cross-sectional units. Working Paper No. 523, Department of Economics, Queen Mary, London.
-
-
-
-
15
-
-
52149088619
-
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
-
Kiviet J. On bias, inconsistency, and efficiency of various estimators in dynamic panel data models. Journal of Econometrics 68 (1995) 53-78
-
(1995)
Journal of Econometrics
, vol.68
, pp. 53-78
-
-
Kiviet, J.1
-
16
-
-
0012744106
-
Expectations of expansions for estimators in a dynamic panel data model: some results for weakly exogenous regressors
-
Hsiao C., Lahiri K., Lee L.-F., and Pesaran M. (Eds), Cambridge University Press, Cambridge
-
Kiviet J. Expectations of expansions for estimators in a dynamic panel data model: some results for weakly exogenous regressors. In: Hsiao C., Lahiri K., Lee L.-F., and Pesaran M. (Eds). Analysis of Panels and Limited Dependent Variables Models (1999), Cambridge University Press, Cambridge 199-225
-
(1999)
Analysis of Panels and Limited Dependent Variables Models
, pp. 199-225
-
-
Kiviet, J.1
-
17
-
-
33847027218
-
Judging contending estimators by simulation: tournaments in dynamic panel data models
-
Phillips G., and Tzavalis E. (Eds), Cambridge University Press, Cambridge
-
Kiviet J. Judging contending estimators by simulation: tournaments in dynamic panel data models. In: Phillips G., and Tzavalis E. (Eds). The Refinement of Econometric Estimation and Test Procedures (2006), Cambridge University Press, Cambridge
-
(2006)
The Refinement of Econometric Estimation and Test Procedures
-
-
Kiviet, J.1
-
18
-
-
0000712557
-
Bootstrap procedures under some non-i.i.d. models
-
Liu R. Bootstrap procedures under some non-i.i.d. models. Annals of Statistics 16 (1988) 1696-1708
-
(1988)
Annals of Statistics
, vol.16
, pp. 1696-1708
-
-
Liu, R.1
-
19
-
-
2142818151
-
Bootstrap inference in econometrics
-
MacKinnon J. Bootstrap inference in econometrics. Canadian Journal of Economics 35 (2002) 615-645
-
(2002)
Canadian Journal of Economics
, vol.35
, pp. 615-645
-
-
MacKinnon, J.1
-
20
-
-
21144477186
-
Bootstrap and wild bootstrap for high dimensional models
-
Mammen E. Bootstrap and wild bootstrap for high dimensional models. Annals of Statistics 21 (1993) 255-285
-
(1993)
Annals of Statistics
, vol.21
, pp. 255-285
-
-
Mammen, E.1
-
21
-
-
0000604269
-
Biases in dynamic models with fixed effects
-
Nickell S. Biases in dynamic models with fixed effects. Econometrica 49 6 (1981) 1417-1426
-
(1981)
Econometrica
, vol.49
, Issue.6
, pp. 1417-1426
-
-
Nickell, S.1
-
22
-
-
0039477626
-
Bias reduction in estimating long-run relationships from dynamic heterogeneous panels
-
Hsiao C., Lahiri K., Lee L.-F., and Pesaran M. (Eds), Cambridge University Press, Cambridge
-
Pesaran M., and Zhao Z. Bias reduction in estimating long-run relationships from dynamic heterogeneous panels. In: Hsiao C., Lahiri K., Lee L.-F., and Pesaran M. (Eds). Analysis of Panels and Limited Dependent Variables: A Volume in Honour of G.S. Maddala (1999), Cambridge University Press, Cambridge 297-321
-
(1999)
Analysis of Panels and Limited Dependent Variables: A Volume in Honour of G.S. Maddala
, pp. 297-321
-
-
Pesaran, M.1
Zhao, Z.2
-
23
-
-
33847024267
-
-
Tanizaki, H., 2004. Computational Methods in Statistics and Econometrics. Statistics: Textbooks and Monographs, vol. 173. Marcel Dekker, New York.
-
-
-
-
24
-
-
10444289824
-
A finite sample correction for the variance of linear efficient two-step gmm estimators
-
Windmeijer F. A finite sample correction for the variance of linear efficient two-step gmm estimators. Journal of Econometrics 126 (2005) 25-51
-
(2005)
Journal of Econometrics
, vol.126
, pp. 25-51
-
-
Windmeijer, F.1
-
25
-
-
0000801689
-
Efficient estimation with panel data when instruments are predetermined: an empirical comparison of moment-condition estimators
-
Ziliak J. Efficient estimation with panel data when instruments are predetermined: an empirical comparison of moment-condition estimators. Journal of Business and Economic Statistics 14 4 (1997) 419-431
-
(1997)
Journal of Business and Economic Statistics
, vol.14
, Issue.4
, pp. 419-431
-
-
Ziliak, J.1
|