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REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL
16 references·4 citing·33 second hop
REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL (2006)REDUCING BIAS OF MLE IN A DYNAMIC PANEL M…BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS (2011)BIAS REDUCTION FOR DYNAMIC NO…Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence (2006)Bias in dynamic panel estimat…Testing for a unit root in panels with dynamic factors (2004)Testing for a unit root in pa…Jackknife and Analytical Bias Reduction for Nonlinear Panel Models (2004)Jackknife and Analytical Bias…A PANIC Attack on Unit Roots and Cointegration (2004)A PANIC Attack on Unit Roots …The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators (2003)The Time Series and Cross-Sec…Analysis of Panel Data (2003)Analysis of Panel DataDynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence (2002)Dynamic Panel Estimation and …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…GMM estimation of linear panel data models with time-varying individual effects (2001)GMM estimation of linear pane…The incidental parameter problem since 1948 (2000)The incidental parameter prob…Linear Regression Limit Theory for Nonstationary Panel Data (1999)Linear Regression Limit Theor…On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (1995)On bias, inconsistency, and e…Estimating Vector Autoregressions with Panel Data (1988)Estimating Vector Autoregress…Biases in Dynamic Models with Fixed Effects (1981)Biases in Dynamic Models with…Bias and Consistency in Three-way Gravity Models (2020)Bias and Consistency in Three…Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors (2018)Half‐panel jackknife fixed‐ef…The Structure of Export Entry Costs (2015)The Structure of Export Entry…Common Correlated Effects Estimation of Heterogenous Dynamic Panel Data Models with Weakly Exogenous Regressors (2013)Common Correlated Effects Est…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Estimating dynamic panel data models: a guide for macroeconomists (1999)Panel Data Econometrics (2003)Panel Data Models With Interactive Fixed Effects (2009)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)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)Under the hood Issues in the specification and interpretation of spatial regression models (2002)The Statistical Analysis of Roll Call Data (2004)Econometric Analysis of Panel Data (2021)Firm‐Level Climate Change Exposure (2023)Testing for unit roots in heterogeneous panels (2003)New Simple Tests for Panel Cointegration (2005)Transition Modeling and Econometric Convergence Tests (2007)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand* (2003)A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2004)Statistical analysis of cointegration vectors (1988)Introductory Econometrics for Finance (2008)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Determining the Number of Factors in Approximate Factor Models (2002)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Panel unit root tests under cross‐sectional dependence (2005)Unit Roots and Cointegration in Panels (2008)Growth and renewable energy in Europe: A random effect model with evidence for neutrality hypothesis (2010)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)Initial conditions and moment restrictions in dynamic panel data models (1995)Econometric Analysis of Cross Section and Panel Data (2001)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)
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References

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  • 2004Testing for a unit root in panels with dynamic factors939 cited
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  • 2001GMM estimation of linear panel data models with time-varying individual effects

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244 cited
  • 2011BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS210 cited
  • Cited by

    • 2013Common Correlated Effects Estimation of Heterogenous Dynamic Panel Data Models with Weakly Exogenous Regressors71 cited
    • 2018Half‐panel jackknife fixed‐effects estimation of linear panels with weakly exogenous regressors69 cited
    • 2015The Structure of Export Entry Costs13 cited
    • 2020Bias and Consistency in Three-way Gravity Models13 cited