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Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
12 references·16 citing·26 second hop
Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large (2002)Asymptotically Unbiased Inference for a D…The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators (2003)The Time Series and Cross-Sec…Linear Regression Limit Theory for Nonstationary Panel Data (1999)Linear Regression Limit Theor…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…Growth Empirics: A Panel Data Approach (1995)Growth Empirics: A Panel Data…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…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Estimating Vector Autoregressions with Panel Data (1988)Estimating Vector Autoregress…Biases in Dynamic Models with Fixed Effects (1981)Biases in Dynamic Models with…The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation (2021)The Incidental Parameters Pro…A homogeneous approach to testing for Granger non-causality in heterogeneous panels (2020)A homogeneous approach to tes…Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets (2016)Time-Varying Risk Premium in …Individual and time effects in nonlinear panel models with large N , T (2016)Individual and time effects i…Split-panel Jackknife Estimation of Fixed-effect Models (2015)Split-panel Jackknife Estimat…Testing for unit roots in short panels allowing for a structural break (2012)Testing for unit roots in sho…Quantile regression for dynamic panel data with fixed effects (2011)Quantile regression for dynam…Some recent developments in spatial panel data models (2009)Some recent developments in s…Fixed effects estimation of structural parameters and marginal effects in panel probit models (2009)Fixed effects estimation of s…A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS (2009)A SPATIAL DYNAMIC PANEL DATA …Panel cointegration with global stochastic trends (2008)Panel cointegration with glob…Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects (2006)Generalized least squares inf…Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence (2006)Bias in dynamic panel estimat…Asymptotic properties of a robust variance matrix estimator for panel data when is large (2006)Asymptotic properties of a ro…Bias-Corrected Estimation in Dynamic Panel Data Models (2005)Bias-Corrected Estimation in …Jackknife and Analytical Bias Reduction for Nonlinear Panel Models (2004)Jackknife and Analytical Bias…A Contribution to the Theory of Economic Growth (1956)Economic Growth in a Cross Section of Countries (1989)A Contribution to the Empirics of Economic Growth (1992)The New Growth Evidence (1999)Panel Data Econometrics (2003)Does financial liberalization spur growth? (2005)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Estimating dynamic panel data models: a guide for macroeconomists (1999)Analysis of Panel Data (2003)Panel Data Models With Interactive Fixed Effects (2009)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence (2002)Testing for unit roots in heterogeneous panels (2003)New Simple Tests for Panel Cointegration (2005)Transition Modeling and Econometric Convergence Tests (2007)Econometric Analysis of Panel Data (2021)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
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1995Growth Empirics: A Panel Data Approach3,504 cited
  • 1995On bias, inconsistency, and efficiency of various estimators in dynamic panel data models1,932 cited
  • 1999Linear Regression Limit Theory for Nonstationary Panel Data1,409 cited
  • 1995Efficient estimation of models for dynamic panel data1,033 cited
  • 2003The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators652 cited

Cited by

  • 2020A homogeneous approach to testing for Granger non-causality in heterogeneous panels486 cited
  • 2004Jackknife and Analytical Bias Reduction for Nonlinear Panel Models453 cited

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

  • 2011Quantile regression for dynamic panel data with fixed effects424 cited
  • 2015Split-panel Jackknife Estimation of Fixed-effect Models422 cited
  • 2009Some recent developments in spatial panel data models417 cited
  • 2008Panel cointegration with global stochastic trends398 cited
  • 2021The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation392 cited
  • 2006Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects389 cited
  • 2016Individual and time effects in nonlinear panel models with large N , T319 cited
  • 2009A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS299 cited
  • 2006Asymptotic properties of a robust variance matrix estimator for panel data when is large292 cited
  • 2016Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets280 cited
  • 2009Fixed effects estimation of structural parameters and marginal effects in panel probit models273 cited
  • 2012Testing for unit roots in short panels allowing for a structural break272 cited
  • 2006Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence267 cited
  • 2005Bias-Corrected Estimation in Dynamic Panel Data Models255 cited