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The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
11 references·16 citing·24 second hop
The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators (2003)The Time Series and Cross-Section Asympto…Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…Finite-Sample Properties of Some Alternative GMM Estimators (1996)Finite-Sample Properties of S…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…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…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…Estimating Vector Autoregressions with Panel Data (1988)Estimating Vector Autoregress…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…Individual and time effects in nonlinear panel models with large N , T (2016)Individual and time effects i…Strategic interaction in political competition: Evidence from spatial effects across Chinese cities (2015)Strategic interaction in poli…Split-panel Jackknife Estimation of Fixed-effect Models (2015)Split-panel Jackknife Estimat…Grouped Patterns of Heterogeneity in Panel Data (2015)Grouped Patterns of Heterogen…Democracy, Redistribution, and Inequality (2014)Democracy, Redistribution, an…Democracy Does Cause Growth (2014)Democracy Does Cause GrowthQuantile regression for dynamic panel data with fixed effects (2011)Quantile regression for dynam…The weak instrument problem of the system GMM estimator in dynamic panel data models (2010)The weak instrument problem o…Some recent developments in spatial panel data models (2009)Some recent developments in s…Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large (2008)Quasi-maximum likelihood esti…Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects (2006)Generalized least squares inf…Nonstationary panels, cointegration in panels and dynamic panels: A survey (2004)Nonstationary panels, cointeg…Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large (2002)Asymptotically Unbiased Infer…Panel Data Models: Some Recent Developments (2001)Panel Data Models: Some Recen…Searching for Non-Linear Effects of Fiscal Policy: Evidence from Industrial and Developing Countries (2000)Searching for Non-Linear Effe…Nonstationary panel data analysis: an overview of some recent developments (2000)Nonstationary panel data anal…Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Econometric Analysis of Cross Section and Panel Data (2001)Testing for unit roots in heterogeneous panels (2003)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Specification Tests in Econometrics (1978)Estimating dynamic panel data models: a guide for macroeconomists (1999)Analysis of Panel Data (2003)Panel Data Econometrics (2003)Panel Data Models With Interactive Fixed Effects (2009)Asset Prices under Habit Formation and Catching up with the Joneses (1990)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991)GMM Estimation of Empirical Growth Models (2001)Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns (2002)Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators (2003)On the Pooling of Time Series and Cross Section Data (1978)Formulation and estimation of dynamic models using panel data (1982)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
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1988Estimating Vector Autoregressions with Panel Data4,242 cited
  • 1981Estimation of Dynamic Models with Error Components2,326 cited
  • 1995On bias, inconsistency, and efficiency of various estimators in dynamic panel data models1,932 cited
  • 1996Finite-Sample Properties of Some Alternative GMM Estimators1,277 cited
  • 1995Efficient estimation of models for dynamic panel data1,033 cited

Cited by

  • 2004Nonstationary panels, cointegration in panels and dynamic panels: A survey650 cited
  • 2008Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large596 cited
  • 2001Panel Data Models: Some Recent Developments575 cited

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

  • 2010The weak instrument problem of the system GMM estimator in dynamic panel data models496 cited
  • 2002Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large477 cited
  • 2014Democracy Does Cause Growth476 cited
  • 2000Searching for Non-Linear Effects of Fiscal Policy: Evidence from Industrial and Developing Countries472 cited
  • 2015Grouped Patterns of Heterogeneity in Panel Data453 cited
  • 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
  • 2000Nonstationary panel data analysis: an overview of some recent developments402 cited
  • 2014Democracy, Redistribution, and Inequality393 cited
  • 2006Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects389 cited
  • 2015Strategic interaction in political competition: Evidence from spatial effects across Chinese cities346 cited
  • 2016Individual and time effects in nonlinear panel models with large N , T319 cited