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Fixed-Effects Dynamic Panel Models, a Factor Analytical Method
14 references·4 citing·36 second hop
Fixed-Effects Dynamic Panel Models, a Factor Analytical Method (2013)Fixed-Effects Dynamic Panel Models, a Fac…Econometric Analysis of Panel Data (2021)Econometric Analysis of Panel…Consumption inequality and partial insurance (2017)Consumption inequality and pa…An empirical investigation of labor income processes (2008)An empirical investigation of…Insurance within the Firm (2005)Insurance within the FirmThe Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators (2003)The Time Series and Cross-Sec…Panel Data Econometrics (2003)Panel Data EconometricsAsymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large (2002)Asymptotically Unbiased Infer…The incidental parameter problem since 1948 (2000)The incidental parameter prob…Efficient estimation of models for dynamic panel data (1995)Efficient estimation of model…The Asymptotic Normal Distribution of Estimators in Factor Analysis under General Conditions (1988)The Asymptotic Normal Distrib…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…On the Pooling of Time Series and Cross Section Data (1978)On the Pooling of Time Series…Statistical Inference in Factor Analysis (1956)Statistical Inference in Fact…Voluntary corporate governance disclosure and bank performance: evidence from an emerging market (2021)Voluntary corporate governanc…Robust likelihood estimation of dynamic panel data models (2021)Robust likelihood estimation …Labor Market and Household Debt in Asia Pacific Countries: Dynamic Heterogeneous Panel Data Analysis (2019)Labor Market and Household De…Non-parametric Panel Data Models with Interactive Fixed Effects (2017)Non-parametric Panel Data Mod…Econometric Models for Count Data with an Application to the Patents-R&D Relationship (1984)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Econometric Analysis of Cross Section and Panel Data (2001)Introductory Econometrics for Finance (2008)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Initial conditions and moment restrictions in dynamic panel data models (1998)Panel Data Models With Interactive Fixed Effects (2009)Does Algorithmic Trading Improve Liquidity? (2011)TESTS OF SIGNIFICANCE IN FACTOR ANALYSIS (1950)Economic Forces and the Stock Market (1986)Understanding the Mechanisms Through Which an Influential Early Childhood Program Boosted Adult Outcomes (2013)Another look at the instrumental variable estimation of error-components models (1995)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)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)An Almost Ideal Demand System (1980)The analysis of household surveys (1997)Does Income Inequality Lead to Consumption Inequality? Evidence and Theory1 (2006)The Macroeconomic Implications of Rising Wage Inequality in the United States (2010)Has Consumption Inequality Mirrored Income Inequality? (2015)Panel Data Models: Some Recent Developments (2001)Nonstationary panels, cointegration in panels and dynamic panels: A survey (2004)Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large (2008)Specification Tests in Econometrics (1978)The Rise and Fall of the Environmental Kuznets Curve (2004)Initial conditions and moment restrictions in dynamic panel data models (1995)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)Under the hood Issues in the specification and interpretation of spatial regression models (2002)The Statistical Analysis of Roll Call Data (2004)Firm‐Level Climate Change Exposure (2023)Formulation and estimation of dynamic models using panel data (1982)On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (1995)Estimating dynamic panel data models: a guide for macroeconomists (1999)
this work references cited by second hop

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  • 2003Panel Data Econometrics2,123 cited
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  • 2017Non-parametric Panel Data Models with Interactive Fixed Effects79 cited

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2021
Robust likelihood estimation of dynamic panel data models
72 cited
  • 2021Voluntary corporate governance disclosure and bank performance: evidence from an emerging market25 cited
  • 2019Labor Market and Household Debt in Asia Pacific Countries: Dynamic Heterogeneous Panel Data Analysis17 cited