[go: up one dir, main page]
create a website
Fixed effect estimation of large T panel data models. (2017). Weidner, Martin ; Fernandez-Val, Ivan.
In: CeMMAP working papers.
RePEc:ifs:cemmap:42/17.

Full description at Econpapers || Download paper

Cited: 5

Citations received by this document

Cites: 15

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Debiased inference for dynamic nonlinear models with two-way fixed effects. (2023). Sun, Yutao ; Leng, Xuan.
    In: Papers.
    RePEc:arx:papers:2305.03134.

    Full description at Econpapers || Download paper

  2. On the unbiased asymptotic normality of quantile regression with fixed effects. (2020). Volgushev, Stanislav ; Galvao, Antonio F.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:218:y:2020:i:1:p:178-215.

    Full description at Econpapers || Download paper

  3. Nonlinear factor models for network and panel data. (2019). Fernandez-Val, Ivan ; Chen, Mingli ; Weidner, Martin.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:18/19.

    Full description at Econpapers || Download paper

  4. Trade Openness and Economic Growth in the GCC Countries: A Panel Data Analysis Approach. (2018). Altaee, Hatem.
    In: International Journal of Business and Economic Sciences Applied Research (IJBESAR).
    RePEc:tei:journl:v:11:y:2018:i:3:p:57-64.

    Full description at Econpapers || Download paper

  5. Nonlinear factor models for network and panel data. (2018). Weidner, Martin ; Fernandez-Val, Ivan ; Chen, Mingli.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:38/18.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Altonji JG, Matzkin RL. 2005. Cross section and panel data estimators for nonseparable models with endogenous regressors. Econometrica 73:1053–1102 Alvarez J, Arellano M. 2003. The time series and cross-section asymptotics of dynamic panel data estimators.

  2. Annu. Rev. Econ. 9 Arellano M, Carrasco R. 2003. Binary choice panel data models with predetermined variables. Journal of Econometrics 115:125–157 Arellano M, Hahn J. 2007. Understanding bias in nonlinear panel models: Some recent developments.

  3. Econometric Society Monographs 43:381 Arellano M, Hahn J. 2016. A likelihood-based approximate solution to the incidental parameter problem in dynamic nonlinear models with multiple effects. Global Economic Review 45:251–274 Arellano M, Honoré B. 2001. Panel data models: some recent developments. Handbook of econometrics 5:3229–3296 Arellano M, Weidner M. 2017. Instrumental variable quantile regressions in large panels with fixed effects.

  4. Econometrica 71:1121–1159 Andersen E. 1970. Asymptotic properties of conditional maximum-likelihood estimators. Journal of the Royal Statistical Society. Series B (Methodological) 32:283–301 Anderson JE, van Wincoop E. 2003. Gravity with gravitas: A solution to the border puzzle. American Economic Review 93:170–192 Arellano M. 2003a. Discrete choices with panel data. Investigaciones Economicas 27:423–458 Arellano M. 2003b. Panel data econometrics. Oxford university press Arellano M, Bond S. 1991. Some tests of specification for panel data: Monte carlo evidence and an application to employment equations. The review of economic studies 58:277–297 Arellano M, Bonhomme S. 2011. Nonlinear panel data analysis. Annu. Rev. Econ. 3:395–424 Arellano M, Bonhomme S. 2017. Nonlinear panel data methods for dynamic heterogeneous agent models.

  5. J. Econometrics 68:53–78 Koenker R. 2004. Quantile regression for longitudinal data. Journal of Multivariate Analysis 91:74–89 Kyriazidou E. 1997. Estimation of a panel data sample selection model. Econometrica: Journal of the Econometric Society :1335–1364 Kyriazidou E. 2001. Estimation of dynamic panel data sample selection models. The Review of Economic Studies 68:543–572 Lancaster T. 2000. The incidental parameter problem since 1948. Journal of Econometrics 95:391–413 Lancaster T. 2002. Orthogonal parameters and panel data. The Review of Economic Studies 69:647–666 Li H, Lindsay BG, Waterman RP. 2003. Efficiency of projected score methods in rectangular array asymptotics.

  6. The Quarterly Journal of Economics 123:441–487 Hirji KF, Mehta CR, Patel NR. 1987. Computing distributions for exact logistic regression. J. Amer.
    Paper not yet in RePEc: Add citation now

  7. Unpublished manuscript Bai J. 2009. Panel data models with interactive fixed effects. Econometrica 77:1229–1279 Bai J, Wang P. 2016. Econometric analysis of large factor models. Annual Review of Economics 8:53–80 Baltagi B. 2008. Econometric analysis of panel data. John Wiley & Sons Bester CA, Hansen C. 2009. A penalty function approach to bias reduction in nonlinear panel models with fixed effects. Journal of Business & Economic Statistics 27:131–148 Blundell R, Griffith R, Windmeijer F. 1999. Individual effects and dynamics in count data models. Working paper series no. W99/3, Institute for Fiscal Studies.

  8. Unpublished manuscript Evdokimov K. 2010. Identification and estimation of a nonparametric panel data model with unobserved heterogeneity. Department of Economics, Princeton University Fernández-Val I. 2009. Fixed effects estimation of structural parameters and marginal effects in panel probit models. Journal of Econometrics 150:71–85 Fernández-Val I, Lee J. 2013. Panel data models with nonadditive unobserved heterogeneity: estimation and inference. Quant. Econ. 4:453–481 Fernández-Val I, Vella F. 2011. Bias corrections for two-step fixed effects panel data estimators. J. Econometrics 163:144–162 Fernández-Val I, Weidner M. 2016. Individual and time effects in nonlinear panel models with large n, t.

  9. Unpublished manuscript Hahn J, Kuersteiner G. 2011. Bias reduction for dynamic nonlinear panel models with fixed effects. Econometric Theory 27:1152–1191 Hahn J, Moon HR. 2006. Reducing bias of mle in a dynamic panel model. Econometric Theory 22:499–512 Hahn J, Moon HR. 2010. Panel data models with finite number of multiple equilibria. Econometric Theory 26:863–881 Hahn J, Newey W. 2004. Jackknife and analytical bias reduction for nonlinear panel models. Econometrica 72:1295–1319 Harrigan J. 1996. Openness to trade in manufactures in the oecd. Journal of international economics 40:23–39 Hausman J, Hall BH, Griliches Z. 1984. Econometric Models for Count Data with an Application to the Patents-R & D Relationship. Econometrica 52:909–938 Helpman E, Melitz M, Rubinstein Y. 2008. Estimating trade flows: Trading partners and trading volumes.

  10. Unpublished manuscript Pakes A, Porter J. 2013. Moment inequalities for semiparametric multinomial choice with fixed effects.
    Paper not yet in RePEc: Add citation now
  11. Unpublished manuscript Sun Y. 2016a. Likelihood-based inference for nonlinear models with both individual and time effects.
    Paper not yet in RePEc: Add citation now
  12. Unpublished manuscript Sun Y. 2016b. xtspj: Split-panel jackknife estimation for nonlinear fixed-effect models. Unpublished manuscript Sun Y, Dhaene G. 2017. Second-order corrected likelihood for nonlinear models with fixed effects. Unpublished manuscript Torgovitsky A. 2016. Nonparametric inference on state dependence with applications to employment dynamics.
    Paper not yet in RePEc: Add citation now
  13. Unpublished manuscript Tukey JW. 1958. Bias and confidence in not-quite large samples. Ann. Math. Statist. 29:614 Wang F. 2017. Maximum likelihood estimation and inference for high dimensional nonlinear factor models.
    Paper not yet in RePEc: Add citation now

  14. Unpublished manuscript Wooldridge JM. 2010. Econometric analysis of cross section and panel data. MIT Press, Cambridge, MA, 2nd ed.

  15. Woutersen T. 2002. Robustness against incidental parameters. Unpublished manuscript

Cocites

Documents in RePEc which have cited the same bibliography

  1. On domestic demand and export performance in the euro area countries: does export concentration matter?. (2016). Esteves, Paulo ; Prades, Elvira .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161909.

    Full description at Econpapers || Download paper

  2. Energy inflation and house price corrections. (2015). Crespo Cuaresma, Jesus ; Breitenfellner, Andreas ; Mayer, Philipp .
    In: Energy Economics.
    RePEc:eee:eneeco:v:48:y:2015:i:c:p:109-116.

    Full description at Econpapers || Download paper

  3. Split-Panel Jackknife Estimation of Fixed-Effect Models. (2014). Jochmans, Koen ; Dhaene, Geert.
    In: Sciences Po Economics Discussion Papers.
    RePEc:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l.

    Full description at Econpapers || Download paper

  4. How Much Do Rights Matter?. (2013). Fedderke, Johannes ; Klitgaard, Robert .
    In: World Development.
    RePEc:eee:wdevel:v:51:y:2013:i:c:p:187-206.

    Full description at Econpapers || Download paper

  5. Dynamic Panel Data Models. (2013). Sarafidis, Vasilis ; Bun, Maurice ; Maurice J. G. Bun, .
    In: UvA-Econometrics Working Papers.
    RePEc:ame:wpaper:1301.

    Full description at Econpapers || Download paper

  6. Industry Effects of Bank Lending in Germany. (2011). Raabe, Katharina ; Kool, Clemens ; Arnold, Ivo.
    In: Working Papers.
    RePEc:use:tkiwps:1121.

    Full description at Econpapers || Download paper

  7. A note on transformed likelihood approach in linear dynamic panel models. (2011). Grassetti, Luca.
    In: Statistical Methods & Applications.
    RePEc:spr:stmapp:v:20:y:2011:i:2:p:221-240.

    Full description at Econpapers || Download paper

  8. Causes of Asset Shortages in Emerging Markets. (2011). Imam, Patrick ; Chen, Jiaqian.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/114.

    Full description at Econpapers || Download paper

  9. Quantile regression for dynamic panel data with fixed effects. (2011). Galvao, Antonio F..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:164:y:2011:i:1:p:142-157.

    Full description at Econpapers || Download paper

  10. Model averaging in economics. (2010). Moral-Benito, Enrique.
    In: MPRA Paper.
    RePEc:pra:mprapa:26047.

    Full description at Econpapers || Download paper

  11. International Pricing of Emerging Market Corporate Debt; Does the Corporate Matter?. (2010). Mody, Ashoka ; Keller, Sonja .
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2010/026.

    Full description at Econpapers || Download paper

  12. Greenhouse gases emissions, growth and the energy mix in Europe. (2010). Marrero, Gustavo.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:6:p:1356-1363.

    Full description at Econpapers || Download paper

  13. GMM estimation of social interaction models with centrality. (2010). Liu, Xiaodong ; Lee, Lung-Fei.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:159:y:2010:i:1:p:99-115.

    Full description at Econpapers || Download paper

  14. The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results. (2010). Hayakawa, Kazuhiko.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:159:y:2010:i:1:p:202-208.

    Full description at Econpapers || Download paper

  15. Indirect inference for dynamic panel models. (2010). Yu, Jun ; Phillips, Peter ; gourieroux, christian ; Phillips, Peter C. B., ; JunYu, .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:1:p:68-77.

    Full description at Econpapers || Download paper

  16. Estimating VARs with long stationary heterogeneous panels: A comparison of the fixed effect and the mean group estimators. (2010). Rebucci, Alessandro.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:5:p:1183-1198.

    Full description at Econpapers || Download paper

  17. X-Differencing and Dynamic Panel Model Estimation. (2010). Sul, Donggyu ; Phillips, Peter ; Han, Chirok ; Peter C. B. Phillips, .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1747.

    Full description at Econpapers || Download paper

  18. Using Backward Means to Eliminate Individual Effects from Dynamic Panels. (2009). Everaert, Gerdie.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:09/553.

    Full description at Econpapers || Download paper

  19. On the effect of mean-nonstationarity in dynamic panel data models. (2009). Hayakawa, Kazuhiko.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:153:y:2009:i:2:p:133-135.

    Full description at Econpapers || Download paper

  20. The optimal choice of moments in dynamic panel data models. (2009). Okui, Ryo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:151:y:2009:i:1:p:1-16.

    Full description at Econpapers || Download paper

  21. Fixed effects estimation of structural parameters and marginal effects in panel probit models. (2009). Fernandez-Val, Ivan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:150:y:2009:i:1:p:71-85.

    Full description at Econpapers || Download paper

  22. A Data Mining Approach to Indirect Inference. (2009). .
    In: UFAE and IAE Working Papers.
    RePEc:aub:autbar:788.09.

    Full description at Econpapers || Download paper

  23. On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models. (2008). Hayakawa, Kazuhiko.
    In: Hi-Stat Discussion Paper Series.
    RePEc:hst:hstdps:d07-245.

    Full description at Econpapers || Download paper

  24. Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model. (2008). Kruiniger, Hugo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:144:y:2008:i:2:p:447-464.

    Full description at Econpapers || Download paper

  25. Testing slope homogeneity in large panels. (2008). Yamagata, Takashi ; Pesaran, M.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:50-93.

    Full description at Econpapers || Download paper

  26. Incidence and Growth of Patent Thickets - The Impact of Technological Opportunities and Complexity. (2008). Wagner, Stefan ; von Graevenitz, Georg ; Harhoff, Dietmar.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6900.

    Full description at Econpapers || Download paper

  27. The composition of capital flows to South Africa. (2007). arezki, rabah ; Ahmed, Faisal ; Funke, Norbert .
    In: Journal of International Development.
    RePEc:wly:jintdv:v:19:y:2007:i:2:p:275-294.

    Full description at Econpapers || Download paper

  28. Emerging market liquidity and crises. (2007). Van Horen, Neeltje ; Schmukler, Sergio ; Levy Yeyati, Eduardo.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4445.

    Full description at Econpapers || Download paper

  29. Capital flight and war. (2007). Davies, Victor ; Davies, Victor A. B., .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4210.

    Full description at Econpapers || Download paper

  30. Institutions and telecommunications infrastructure in low and middle-income countries: The case of mobile telephony. (2007). Stern, Jon ; Maiorano, Federica .
    In: Utilities Policy.
    RePEc:eee:juipol:v:15:y:2007:i:3:p:165-181.

    Full description at Econpapers || Download paper

  31. Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects. (2007). Hansen, Christian.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:140:y:2007:i:2:p:670-694.

    Full description at Econpapers || Download paper

  32. Estimating dynamic panel data discrete choice models with fixed effects. (2007). Carro, Jesus.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:140:y:2007:i:2:p:503-528.

    Full description at Econpapers || Download paper

  33. Bootstrap-based bias correction for dynamic panels. (2007). Everaert, Gerdie ; Pozzi, Lorenzo.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:31:y:2007:i:4:p:1160-1184.

    Full description at Econpapers || Download paper

  34. GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity. (2007). Phillips, Peter ; Han, Chirok.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1599.

    Full description at Econpapers || Download paper

  35. Bias Corrections for Two-Step Fixed Effects Panel Data Estimators. (2007). Vella, Francis ; Fernandez-Val, Ivan.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2007-010.

    Full description at Econpapers || Download paper

  36. Corporate Balance Sheets in Developed Economies: Implications for Investment. (2007). Graham, Christopher ; Cote, Denise.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-24.

    Full description at Econpapers || Download paper

  37. Banks regulatory buffers, liquidity networks and monetary policy transmission. (2006). Stolz, Stephanie ; Merkl, Christian.
    In: Discussion Paper Series 2: Banking and Financial Studies.
    RePEc:zbw:bubdp2:4771.

    Full description at Econpapers || Download paper

  38. Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present. (2006). Hayakawa, Kazuhiko.
    In: Hi-Stat Discussion Paper Series.
    RePEc:hst:hstdps:d05-130.

    Full description at Econpapers || Download paper

  39. The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large. (2006). Hayakawa, Kazuhiko.
    In: Hi-Stat Discussion Paper Series.
    RePEc:hst:hstdps:d05-129.

    Full description at Econpapers || Download paper

  40. The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models. (2006). Kiviet, Jan ; Bun, Maurice.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:132:y:2006:i:2:p:409-444.

    Full description at Econpapers || Download paper

  41. Indirect Inference for Dynamic Panel Models. (2006). Yu, Jun ; Phillips, Peter ; gourieroux, christian.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1550.

    Full description at Econpapers || Download paper

  42. On the Causal Links between FDI and Growth in Developing Countries. (2005). Rand, John ; Hansen, Henrik.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:rp2005-31.

    Full description at Econpapers || Download paper

  43. Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models. (2005). Kiviet, Jan.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050112.

    Full description at Econpapers || Download paper

  44. Estimation of Structural Parameters and Marginal Effects in Binary Choice Panel Data Models with Fixed Effects. (2005). Fernandez-Val, Ivan.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-38.

    Full description at Econpapers || Download paper

  45. Quasi Empirical Likelihood Estimation of Moment Condition Models. (2004). Sherlund, Shane.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:507.

    Full description at Econpapers || Download paper

  46. Concentration and Price Rigidity: Evidence for the deposit Market in Chile. (2004). Fuentes, Rodrigo ; Berstein, Solange.
    In: Econometric Society 2004 Latin American Meetings.
    RePEc:ecm:latm04:67.

    Full description at Econpapers || Download paper

  47. ROBUST LIKELIHOOD ESTIMATION OF DYNAMIC PANEL DATA MODELS. (2004). Alvarez, Javier .
    In: Working Papers.
    RePEc:cmf:wpaper:wp2004_0421.

    Full description at Econpapers || Download paper

  48. Convergence of Government Bond Yields in the Euro Zone: The Role of Policy Harmonization. (2004). Graham, Christopher ; Cote, Denise.
    In: Staff Working Papers.
    RePEc:bca:bocawp:04-23.

    Full description at Econpapers || Download paper

  49. Discrete choices with panel data. (2003). Arellano, Manuel.
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:27:y:2003:i:3:p:423-458.

    Full description at Econpapers || Download paper

  50. MODELLING OPTIMAL INSTRUMENTAL VARIABLES FOR DYNAMIC PANEL DATA MODELS. (2003). .
    In: Working Papers.
    RePEc:cmf:wpaper:wp2003_0310.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-24 15:16:16 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.