SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Robust likelihood estimation of dynamic panel data models
16 references·6 citing·19 second hop
Robust likelihood estimation of dynamic panel data models (2021)Robust likelihood estimation of dynamic p…The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators (2003)The Time Series and Cross-Sec…Panel Data Econometrics (2003)Panel Data EconometricsIncome Variance Dynamics and Heterogeneity (2003)Income Variance Dynamics and …Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (1995)On bias, inconsistency, and e…Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment…Efficient estimation of models for dynamic panel data (1995)Efficient estimation of model…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…On the Covariance Structure of Earnings and Hours Changes (1989)On the Covariance Structure o…Estimating Vector Autoregressions with Panel Data (1988)Estimating Vector Autoregress…Chapter 22 Panel data (1984)Chapter 22 Panel dataThe Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households (1982)The Sensitivity of Consumptio…Estimation of Dynamic Models with Error Components (1981)Estimation of Dynamic Models …Biases in Dynamic Models with Fixed Effects (1981)Biases in Dynamic Models with…The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households (1980)The Sensitivity of Consumptio…High Living Costs, Urban Agglomeration, and Inequality: Lessons from the Spatial Geo-Economic Politics of Urban Out-Migration in Sub-Saharan African Cities. (2025)High Living Costs, Urban Aggl…Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (2015)Robust standard errors in tra…The optimal choice of moments in dynamic panel data models (2009)The optimal choice of moments…A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE (2009)A SIMPLE EFFICIENT INSTRUMENT…ROBUST PRIORS IN NONLINEAR PANEL DATA MODELS (2008)ROBUST PRIORS IN NONLINEAR PA…Modelling Heterogeneity and Dynamics in the Volatility of Individual Wages (2007)Modelling Heterogeneity and D…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Introductory Econometrics for Finance (2008)Panel Data Models With Interactive Fixed Effects (2009)Does Algorithmic Trading Improve Liquidity? (2011)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (2001)Analysis of Panel Data (2003)Chapter 8 Growth Econometrics (2005)Estimating dynamic panel models in corporate finance (2012)On the Pooling of Time Series and Cross Section Data (1978)Formulation and estimation of dynamic models using panel data (1982)Estimating dynamic panel data models: a guide for macroeconomists (1999)The analysis of household surveys (1997)Finance, inequality and the poor (2007)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2007)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)
this work references cited by second hop

References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
  • 1981Biases in Dynamic Models with Fixed Effects8,724 cited
  • 1988Estimating Vector Autoregressions with Panel Data4,242 cited
  • 1981Estimation of Dynamic Models with Error Components2,326 cited
  • 2003Panel Data Econometrics2,123 cited
  • 1995On bias, inconsistency, and efficiency of various estimators in dynamic panel data models1,932 cited
  • 1995Efficient estimation of models for dynamic panel data1,033 cited
  • 1984Chapter 22 Panel data852 cited
  • 1982The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households733 cited
  • 2003The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators652 cited
  • 1980The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households650 cited
  • 2003Income Variance Dynamics and Heterogeneity

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

635 cited
  • 1989On the Covariance Structure of Earnings and Hours Changes600 cited
  • Cited by

    • 2009The optimal choice of moments in dynamic panel data models70 cited
    • 2015Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity60 cited
    • 2008ROBUST PRIORS IN NONLINEAR PANEL DATA MODELS59 cited
    • 2007Modelling Heterogeneity and Dynamics in the Volatility of Individual Wages59 cited
    • 2009A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE57 cited
    • 2025High Living Costs, Urban Agglomeration, and Inequality: Lessons from the Spatial Geo-Economic Politics of Urban Out-Migration in Sub-Saharan African Cities.3 cited