[go: up one dir, main page]
create a website
Dynamic linear panel regression models with interactive fixed effects. (2013). Weidner, Martin ; Moon, Hyungsik.
In: CeMMAP working papers.
RePEc:ifs:cemmap:63/13.

Full description at Econpapers || Download paper

Cited: 54

Citations received by this document

Cites: 44

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. .

    Full description at Econpapers || Download paper

  2. .

    Full description at Econpapers || Download paper

  3. .

    Full description at Econpapers || Download paper

  4. .

    Full description at Econpapers || Download paper

  5. .

    Full description at Econpapers || Download paper

  6. .

    Full description at Econpapers || Download paper

  7. .

    Full description at Econpapers || Download paper

  8. Nonlinear Factor Models for Network and Panel Data. (2019). Weidner, Martin ; Fernandez-Val, Ivan ; Chen, Mingli.
    In: Papers.
    RePEc:arx:papers:1412.5647.

    Full description at Econpapers || Download paper

  9. BIAS-CORRECTED COMMON CORRELATED EFFECTS POOLED ESTIMATION IN HOMOGENEOUS DYNAMIC PANELS. (2016). Everaert, Gerdie ; De Vos, Ignace.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:16/920.

    Full description at Econpapers || Download paper

  10. Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects. (2015). Su, Liangjun ; Liangjun, Su ; Lu, Xun.
    In: Working Papers.
    RePEc:siu:wpaper:02-2015.

    Full description at Econpapers || Download paper

  11. Is There a Debt-threshold Effect on Output Growth?. (2015). Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander ; Raissi, Mehdi.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2015/197.

    Full description at Econpapers || Download paper

  12. Individual and time effects in nonlinear panel models with large N, T. (2015). Weidner, Martin ; Fernandez-Val, Ivan.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:17/15.

    Full description at Econpapers || Download paper

  13. Is there a debt-threshold effect on output growth?. (2015). Raissi, Mehdi ; Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:245.

    Full description at Econpapers || Download paper

  14. Long-run effects in large heterogenous panel data models with cross-sectionally correlated errors. (2015). Raissi, Mehdi ; Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:223.

    Full description at Econpapers || Download paper

  15. Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors. (2015). Chudik, Alexander ; Pesaran, Hashem M.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:188:y:2015:i:2:p:393-420.

    Full description at Econpapers || Download paper

  16. Asymptotic analysis of the squared estimation error in misspecified factor models. (2015). Onatski, Alexei.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:2:p:388-406.

    Full description at Econpapers || Download paper

  17. Specification test for panel data models with interactive fixed effects. (2015). Su, Liangjun ; Jin, Sainan ; Zhang, Yonghui.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:1:p:222-244.

    Full description at Econpapers || Download paper

  18. IV estimation of panels with factor residuals. (2015). Sarafidis, Vasilis ; Robertson, Donald.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:185:y:2015:i:2:p:526-541.

    Full description at Econpapers || Download paper

  19. QML estimation of dynamic panel data models with spatial errors. (2015). Yang, Zhenlin ; Su, Liangjun.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:185:y:2015:i:1:p:230-258.

    Full description at Econpapers || Download paper

  20. Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity. (2015). Prucha, Ingmar ; Kuersteiner, Guido.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5445.

    Full description at Econpapers || Download paper

  21. Is there a Debt-Threshold Effect on Output Growth?. (2015). Raissi, Mehdi ; Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5434.

    Full description at Econpapers || Download paper

  22. Is There a Debt-threshold Effect on Output Growth?. (2015). Raissi, Mehdi ; Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander ; Alexander, Kamiar Mohaddes .
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1520.

    Full description at Econpapers || Download paper

  23. Long-Run Effects in Large Heterogenous Panel Data Models with Cross-Sectionally Correlated Errors. (2015). Raissi, Mehdi ; Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1501.

    Full description at Econpapers || Download paper

  24. Foreign Aid and Domestic Absorption. (2015). Van de Sijpe, Nicolas ; Temple, Jonathan.
    In: Bristol Economics Discussion Papers.
    RePEc:bri:uobdis:15/658.

    Full description at Econpapers || Download paper

  25. Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models. (2014). Su, Liangjun ; Jin, Sainan ; Zhang, Yonghui.
    In: Working Papers.
    RePEc:siu:wpaper:09-2014.

    Full description at Econpapers || Download paper

  26. Specification Test for Panel Data Models with Interactive Fixed Effects. (2014). Su, Liangjun ; Jin, Sainan ; Zhang, Yonghui.
    In: Working Papers.
    RePEc:siu:wpaper:08-2014.

    Full description at Econpapers || Download paper

  27. Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models. (2014). Okui, Ryo ; Iwakura, Haruo .
    In: KIER Working Papers.
    RePEc:kyo:wpaper:887.

    Full description at Econpapers || Download paper

  28. Dynamic linear panel regression models with interactive fixed effects. (2014). Weidner, Martin ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:47/14.

    Full description at Econpapers || Download paper

  29. Linear regression for panel with unknown number of factors as interactive fixed effects. (2014). Weidner, Martin ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:35/14.

    Full description at Econpapers || Download paper

  30. Individual and time effects in nonlinear panel models with large N, T. (2014). Weidner, Martin ; Fernandez-Val, Ivan.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:32/14.

    Full description at Econpapers || Download paper

  31. Estimation of random coefficients logit demand models with interactive fixed effects. (2014). Weidner, Martin ; Shum, Matthew ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:20/14.

    Full description at Econpapers || Download paper

  32. Foreign Aid and Domestic Absorption. (2014). Van de Sijpe, Nicolas ; Temple, Jonathan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10211.

    Full description at Econpapers || Download paper

  33. Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Control. (2014). Magnac, Thierry ; Gobillon, Laurent.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5077.

    Full description at Econpapers || Download paper

  34. Regional Policy Evaluation:Interactive Fixed Effects and Synthetic Controls. (2013). Magnac, Thierry ; Gobillon, Laurent.
    In: TSE Working Papers.
    RePEc:tse:wpaper:27409.

    Full description at Econpapers || Download paper

  35. Likelihood approach to dynamic panel models with interactive effects. (2013). Bai, Jushan.
    In: MPRA Paper.
    RePEc:pra:mprapa:50267.

    Full description at Econpapers || Download paper

  36. Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Controls. (2013). Magnac, Thierry ; Gobillon, Laurent.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp7493.

    Full description at Econpapers || Download paper

  37. Individual and time effects in nonlinear panel models with large N, T. (2013). Weidner, Martin ; Fernandez-Val, Ivan.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:60/13.

    Full description at Econpapers || Download paper

  38. Linear regression for panel with unknown number of factors as interactive fixed effects. (2013). Weidner, Martin ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:49/13.

    Full description at Econpapers || Download paper

  39. The effect of fragmentation in trading on market quality in the UK equity market. (2013). LINTON, OLIVER ; Koerber, Lena ; Korber, Lena ; Vogt, Michael.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:42/13.

    Full description at Econpapers || Download paper

  40. Regional Policy Evaluation:Interactive Fixed Effects and Synthetic Controls. (2013). Magnac, Thierry ; Gobillon, Laurent.
    In: IDEI Working Papers.
    RePEc:ide:wpaper:27411.

    Full description at Econpapers || Download paper

  41. Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Controls. (2013). Gobillon, Laurent ; Magnac, Thierry.
    In: PSE Working Papers.
    RePEc:hal:psewpa:halshs-00849071.

    Full description at Econpapers || Download paper

  42. Regional Policy Evaluation: Interactive Fixed Effects and Synthetic Controls. (2013). Magnac, Thierry ; Gobillon, Laurent.
    In: PSE - Labex OSE-Ouvrir la Science Economique.
    RePEc:hal:pseose:halshs-00849071.

    Full description at Econpapers || Download paper

  43. Debt, inflation and growth robust estimation of long-run effects in dynamic panel data models. (2013). Raissi, Mehdi ; Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:162.

    Full description at Econpapers || Download paper

  44. Large panel data models with cross-sectional dependence: a survey. (2013). Pesaran, M ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:153.

    Full description at Econpapers || Download paper

  45. Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors. (2013). Pesaran, M ; Chudik, Alexander.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:146.

    Full description at Econpapers || Download paper

  46. Debt, Inflation and Growth - Robust Estimation of Long-Run Effects in Dynamic Panel Data Models. (2013). Raissi, Mehdi ; Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4508.

    Full description at Econpapers || Download paper

  47. Large Panel Data Models with Cross-Sectional Dependence: A Survey. (2013). Pesaran, M ; Chudik, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4371.

    Full description at Econpapers || Download paper

  48. Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors. (2013). Pesaran, M ; Chudik, Alexander.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4232.

    Full description at Econpapers || Download paper

  49. Debt, Inflation and Growth: Robust Estimation of Long-Run Effects in Dynamic Panel Data Models. (2013). Raissi, Mehdi ; Pesaran, M ; Mohaddes, Kamiar ; Chudik, Alexander.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1350.

    Full description at Econpapers || Download paper

  50. Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Data Models with Weakly Exogenous Regressors. (2013). Pesaran, M ; Chudik, Alexander.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1317.

    Full description at Econpapers || Download paper

  51. Estimation of random coefficients logit demand models with interactive fixed effects. (2012). Weidner, Martin ; Shum, Matthew ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:08/12.

    Full description at Econpapers || Download paper

  52. Analysis of interactive fixed effects dynamic linear panel regression with measurement error. (2012). Weidner, Martin ; Moon, Hyungsik ; Lee, Nayoung.
    In: Economics Letters.
    RePEc:eee:ecolet:v:117:y:2012:i:1:p:239-242.

    Full description at Econpapers || Download paper

  53. Grouped Patterns of Heterogeneity in Panel Data. (2012). Bonhomme, Stéphane ; Manresa, Elena.
    In: Working Papers.
    RePEc:cmf:wpaper:wp2012_1208.

    Full description at Econpapers || Download paper

  54. Analysis of interactive fixed effects dynamic linear panel regression with measurement error. (2011). Weidner, Martin ; Moon, Hyungsik ; Lee, Nayoung.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:37/11.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Ahn, S. C., Lee, Y. H., and Schmidt, P. (2001). GMM estimation of linear panel data models with time-varying individual effects. Journal of Econometrics, 101(2):219–255.

  2. Alvarez, J. and Arellano, M. (2003). The time series and cross-section asymptotics of dynamic panel data estimators. Econometrica, 71(4):1121–1159.

  3. Andrews, D. W. K. (1999). Estimation when a parameter is on a boundary. Econometrica, 67(6):1341–1384.

  4. Andrews, D. W. K. (2001). Testing when a parameter is on the boundary of the maintained hypothesis. Econometrica, 69(3):683–734.

  5. Bai, J. (2009). Panel data models with interactive fixed effects. Econometrica, 77(4):1229–1279.

  6. Bai, J. and Ng, S. (2002). Determining the number of factors in approximate factor models. Econometrica, 70(1):191–221.

  7. Bai, J. and Ng, S. (2004). A panic attack on unit roots and cointegration. Econometrica, 72(4):1127–1177.

  8. Bai, J. and Ng, S. (2006). Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions. Econometrica, 74(4):1133–1150.

  9. Bai, Z. D., Silverstein, J. W., and Yin, Y. Q. (1988). A note on the largest eigenvalue of a large dimensional sample covariance matrix. J. Multivar. Anal., 26(2):166–168.

  10. Bernanke, B. S., Boivin, J., and Eliasz, P. (2005). Measuring the effects of monetary policy: A factor-augmented vector autoregressive (favar) approach. The Quarterly Journal of Economics, 120(1):387–422.

  11. Berry, S., Levinsohn, J., and Pakes, A. (1995). Automobile prices in market equilibrium. Econometrica, pages 841–890.

  12. Chamberlain, G. and Rothschild, M. (1983). Arbitrage, factor structure, and mean-variance analysis on large asset markets. Econometrica, 51(5):1281–1304.

  13. Chernozhukov, V. and Hansen, C. (2005). An iv model of quantile treatment effects. Econometrica, 73(1):245–261.

  14. Chudik, A. and Pesaran, H. (2013). Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors. CESIFO WORKING PAPER NO. 4232.

  15. Chudik, A., Pesaran, M. H., and Tosetti, E. (2011). Weak and strong cross-section dependence and estimation of large panels. The Econometrics Journal, 14(1):C45–C90.

  16. Dhaene, G. and Jochmans, K. (2010). Split-panel jackknife estimation of fixed-effect models. Unpublished manuscript.

  17. Fama, E. F. and French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33(1):3–56.

  18. Fern andez-Val, I. and Weidner, M. (2013). Individual and time effects in nonlinear panel data models with large N, T. CeMMAP working paper series.

  19. Geman, S. (1980). A limit theorem for the norm of random matrices. Annals of Probability, 8(2):252–261.
    Paper not yet in RePEc: Add citation now

  20. Gobillon, L. and Magnac, T. (2013). Regional policy evaluation: Interactive fixed effects and synthetic controls. IZA Discussion Paper No. 7493.

  21. Hahn, J. and Kuersteiner, G. (2002). Asymptotically unbiased inference for a dynamic panel model with fixed effects when both ”n” and ”T” are large. Econometrica, 70(4):1639–1657.

  22. Hahn, J. and Kuersteiner, G. (2011). Bias reduction for dynamic nonlinear panel models with fixed effects. Econometric Theory, 27(6):1152.

  23. Hahn, J. and Moon, H. R. (2006). Reducing bias of MLE in a dynamic panel model. Econometric Theory, 22(03):499–512.

  24. Hahn, J. and Newey, W. (2004). Jackknife and analytical bias reduction for nonlinear panel models. Econometrica, 72(4):1295–1319.

  25. Harding, M. (2007). Structural estimation of high-dimensional factor models. unpublished manuscript.
    Paper not yet in RePEc: Add citation now

  26. Harding, M. and Lamarche, C. (2009). A quantile regression approach for estimating panel data models using instrumental variables. Economics Letters, 104(3):133–135.

  27. Harding, M. and Lamarche, C. (2011). Least squares estimation of a panel data model with multifactor error structure and endogenous covariates. Economics Letters, 111(3):197–199.

  28. Holtz-Eakin, D., Newey, W., and Rosen, H. S. (1988). Estimating vector autoregressions with panel data. Econometrica, 56(6):1371–95.

  29. Kapetanios, G., Pesaran, M. H., and Yamagata, T. (2011). Panels with non-stationary multifactor error structures. Journal of Econometrics, 160(2):326–348.

  30. Kato, T. (1980). Perturbation Theory for Linear Operators. Springer-Verlag.
    Paper not yet in RePEc: Add citation now
  31. Latala, R. (2005). Some estimates of norms of random matrices. Proc. Amer. Math. Soc., 133:1273–1282.
    Paper not yet in RePEc: Add citation now

  32. Lee, N., Moon, H. R., and Weidner, M. (2012). Analysis of interactive fixed effects dynamic linear panel regression with measurement error. Economics Letters, 117(1):239–242.

  33. Moon, H. and Weidner, M. (2013). Linear Regression for Panel with Unknown Number of Factors as Interactive Fixed Effects. CeMMAP working paper series.

  34. Moon, H. R. and Perron, B. (2004). Testing for a unit root in panels with dynamic factors. Journal of Econometrics, 122(1):81–126.

  35. Moon, H., Shum, M., and Weidner, M. (2012). Interactive fixed effects in the blp random coefficients demand model. CeMMAP working paper series.
    Paper not yet in RePEc: Add citation now

  36. Nickell, S. (1981). Biases in dynamic models with fixed effects. Econometrica, 49(6):1417–1426.

  37. Onatski, A. (2005). Determining the number of factors from empirical distribution of eigenvalues. Discussion Papers 0405-19, Columbia University, Department of Economics.
    Paper not yet in RePEc: Add citation now

  38. Pesaran, M. H. (2006). Estimation and inference in large heterogeneous panels with a multifactor error structure. Econometrica, 74(4):967–1012.

  39. Pesaran, M. H. and Tosetti, E. (2011). Large panels with common factors and spatial correlation. Journal of Econometrics, 161(2):182–202.

  40. Phillips, P. C. B. and Sul, D. (2003). Dynamic panel estimation and homogeneity testing under cross section dependence. Econometrics Journal, 6(1):217–259.

  41. Ross, S. A. (1976). The arbitrage theory of capital asset pricing. Journal of Economic Theory, 13(3):341–360.

  42. Silverstein, J. W. (1989). On the eigenvectors of large dimensional sample covariance matrices. J. Multivar. Anal., 30(1):1–16.

  43. Stock, J. H. and Watson, M. W. (2002). Forecasting using principal components from a large number of predictors. Journal of the American Statistical Association, 97:1167–1179.

  44. Yin, Y. Q., Bai, Z. D., and Krishnaiah, P. (1988). On the limit of the largest eigenvalue of the large-dimensional sample covariance matrix. Probability Theory Related Fields, 78:509–521.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Treatment Effects in Interactive Fixed Effects Models. (2020). Callaway, Brantly ; Karami, Sonia.
    In: Papers.
    RePEc:arx:papers:2006.15780.

    Full description at Econpapers || Download paper

  2. Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure and Endogeneity. (2015). Forchini, Giovanni ; Jiang, Bin ; Peng, Bin.
    In: School of Economics Discussion Papers.
    RePEc:sur:surrec:0315.

    Full description at Econpapers || Download paper

  3. Specification test for panel data models with interactive fixed effects. (2015). Su, Liangjun ; Jin, Sainan ; Zhang, Yonghui.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:186:y:2015:i:1:p:222-244.

    Full description at Econpapers || Download paper

  4. Evaluating the effectiveness of Chinas financial reform—The efficiency of Chinas domestic banks. (2015). hsiao, cheng ; Bian, Wenlong ; Shen, Yan.
    In: China Economic Review.
    RePEc:eee:chieco:v:35:y:2015:i:c:p:70-82.

    Full description at Econpapers || Download paper

  5. Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity. (2015). Prucha, Ingmar ; Kuersteiner, Guido.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5445.

    Full description at Econpapers || Download paper

  6. Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large. (2014). Forchini, Giovanni ; Peng, Bin.
    In: Working Paper Series.
    RePEc:uts:ecowps:20.

    Full description at Econpapers || Download paper

  7. Estimation of random coefficients logit demand models with interactive fixed effects. (2014). Weidner, Martin ; Shum, Matthew ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:20/14.

    Full description at Econpapers || Download paper

  8. A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root. (2014). Westerlund, Joakim ; Norkute, Milda .
    In: Working Papers.
    RePEc:hhs:lunewp:2014_012.

    Full description at Econpapers || Download paper

  9. Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects. (2014). Pesaran, M ; Hayakawa, Kazuhiko ; Smith, Vanessa .
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1412.

    Full description at Econpapers || Download paper

  10. Likelihood approach to dynamic panel models with interactive effects. (2013). Bai, Jushan.
    In: MPRA Paper.
    RePEc:pra:mprapa:50267.

    Full description at Econpapers || Download paper

  11. Dynamic linear panel regression models with interactive fixed effects. (2013). Weidner, Martin ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:63/13.

    Full description at Econpapers || Download paper

  12. Limit theory for panel data models with cross sectional dependence and sequential exogeneity. (2013). Prucha, Ingmar ; Kuersteiner, Guido.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:174:y:2013:i:2:p:107-126.

    Full description at Econpapers || Download paper

  13. Panel data models with multiple time-varying individual effects. (2013). Lee, Young Hoon ; Ahn, Seung ; Schmidt, Peter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:174:y:2013:i:1:p:1-14.

    Full description at Econpapers || Download paper

  14. Stochastic frontier analysis using Stata. (2012). Ilardi, Giuseppe ; Daidone, Silvio ; Belotti, Federico ; Atella, Vincenzo.
    In: CEIS Research Paper.
    RePEc:rtv:ceisrp:251.

    Full description at Econpapers || Download paper

  15. Estimation of random coefficients logit demand models with interactive fixed effects. (2012). Weidner, Martin ; Shum, Matthew ; Moon, Hyungsik.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:08/12.

    Full description at Econpapers || Download paper

  16. Asymptotic distribution of factor augmented estimators for panel regression. (2012). Sul, Donggyu ; Han, Chirok ; Greenaway-McGrevy, Ryan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:169:y:2012:i:1:p:48-53.

    Full description at Econpapers || Download paper

  17. Large covariance estimation by thresholding principal orthogonal complements. (2011). Liao, Yuan ; Fan, Jianqing ; Mincheva, Martina .
    In: MPRA Paper.
    RePEc:pra:mprapa:38697.

    Full description at Econpapers || Download paper

  18. Heterogeneity and tests of risk sharing. (2011). Schulhofer-Wohl, Sam.
    In: Staff Report.
    RePEc:fip:fedmsr:462.

    Full description at Econpapers || Download paper

  19. IV Estimation of Panels with Factor Residuals. (2010). Sarafidis, Vasilis ; Robertson, Donald ; Symons, James .
    In: MPRA Paper.
    RePEc:pra:mprapa:26166.

    Full description at Econpapers || Download paper

  20. Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence. (2010). Yamagata, Takashi ; Sarafidis, Vasilis.
    In: MPRA Paper.
    RePEc:pra:mprapa:25182.

    Full description at Econpapers || Download paper

  21. Cross-sectional Dependence in Panel Data Analysis. (2010). Sarafidis, Vasilis ; Wansbeek, Tom.
    In: MPRA Paper.
    RePEc:pra:mprapa:20367.

    Full description at Econpapers || Download paper

  22. The impact of piped water provision on infant mortality in Brazil: A quantile panel data approach. (2010). Khan, Shakeeb ; Timmins, Christopher ; Gamper-Rabindran, Shanti .
    In: Journal of Development Economics.
    RePEc:eee:deveco:v:92:y:2010:i:2:p:188-200.

    Full description at Econpapers || Download paper

  23. Estimation of Temporal Variations in Fan Loyalty: Application of Multi-Factor Models. (2009). Lee, Young Hoon.
    In: Working Papers.
    RePEc:sgo:wpaper:0902.

    Full description at Econpapers || Download paper

  24. The Impact of Postseason Restructuring on the Competitive Balance and Fan Demand in Major League Baseball. (2009). Lee, Young Hoon.
    In: Working Papers.
    RePEc:sgo:wpaper:0901.

    Full description at Econpapers || Download paper

  25. A test of cross section dependence for a linear dynamic panel model with regressors. (2009). Yamagata, Takashi ; Sarafidis, Vasilis ; Robertson, Donald.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:148:y:2009:i:2:p:149-161.

    Full description at Econpapers || Download paper

  26. Estimation methods in panel data models with observed and unobserved components: a Monte Carlo study. (2008). Rossi, Eduardo ; Castagnetti, Carolina.
    In: MPRA Paper.
    RePEc:pra:mprapa:26196.

    Full description at Econpapers || Download paper

  27. A joint serial correlation test for linear panel data models. (2008). Yamagata, Takashi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:146:y:2008:i:1:p:135-145.

    Full description at Econpapers || Download paper

  28. Fixed effects instrumental variables estimation in correlated random coefficient panel data models. (2008). Wooldridge, Jeffrey ; Murtazashvili, Irina.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:539-552.

    Full description at Econpapers || Download paper

  29. Efficient estimation and inference in linear pseudo-panel data models. (2008). Inoue, Atsushi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:142:y:2008:i:1:p:449-466.

    Full description at Econpapers || Download paper

  30. Comments on: Panel data analysis—advantages and challenges. (2007). Meijer, Erik ; Wansbeek, Tom.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:16:y:2007:i:1:p:33-36.

    Full description at Econpapers || Download paper

  31. Stochastic frontier models with multiple time-varying individual effects. (2007). Schmidt, Peter ; Lee, Young Hoon ; Ahn, Seung.
    In: Journal of Productivity Analysis.
    RePEc:kap:jproda:v:27:y:2007:i:1:p:1-12.

    Full description at Econpapers || Download paper

  32. Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors. (2007). shin, yongcheol ; Serlenga, Laura.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:2:p:361-381.

    Full description at Econpapers || Download paper

  33. Fixed-effect estimation of technical efficiency with time-invariant dummies. (2007). Horrace, William ; Feng, Qu.
    In: Economics Letters.
    RePEc:eee:ecolet:v:95:y:2007:i:2:p:247-252.

    Full description at Econpapers || Download paper

  34. Panel Data Models with Multiple Time-Varying Individual Effects. (2007). Schmidt, Peter ; Lee, Young Hoon ; Ahn, Seung.
    In: Working Papers.
    RePEc:crt:wpaper:0702.

    Full description at Econpapers || Download paper

  35. Omitted Variables in Multilevel Models. (2006). Kim, Jee-Seon ; Frees, Edward.
    In: Psychometrika.
    RePEc:spr:psycho:v:71:y:2006:i:4:p:659-690.

    Full description at Econpapers || Download paper

  36. The Asymptotics for Panel Models with Common Shocks. (2006). Urga, Giovanni ; Trapani, Lorenzo ; Kao, Chihwa.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:77.

    Full description at Econpapers || Download paper

  37. The common and specific components of dynamic volatility. (2006). LINTON, OLIVER ; Korajczyk, Robert ; Connor, Gregory.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:132:y:2006:i:1:p:231-255.

    Full description at Econpapers || Download paper

  38. Consumption growth and spatial poverty traps: an analysis of the effect of social services and community infrastructures on living standards in rural Peru. (2005). Mesplé-Somps, Sandrine ; Herrera, Javier ; De Vreyer, Philippe.
    In: Ibero America Institute for Econ. Research (IAI) Discussion Papers.
    RePEc:got:iaidps:124.

    Full description at Econpapers || Download paper

  39. Estimation of a panel data model with parametric temporal variation in individual effects. (2005). Schmidt, Peter ; Orea, Luis ; Han, Chirok.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:126:y:2005:i:2:p:241-267.

    Full description at Econpapers || Download paper

  40. General Diagnostic Tests for Cross Section Dependence in Panels. (2004). Pesaran, M.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1240.

    Full description at Econpapers || Download paper

  41. Random Coefficient Panel Data Models. (2004). Pesaran, M ; hsiao, cheng.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1236.

    Full description at Econpapers || Download paper

  42. Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors. (2004). shin, yongcheol ; Serlenga, Laura.
    In: ESE Discussion Papers.
    RePEc:edn:esedps:105.

    Full description at Econpapers || Download paper

  43. Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure. (2004). Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1331.

    Full description at Econpapers || Download paper

  44. Random Coefficient Panel Data Models. (2004). Pesaran, M ; hsiao, cheng.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1233.

    Full description at Econpapers || Download paper

  45. General Diagnostic Tests for Cross Section Dependence in Panels. (2004). Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1229.

    Full description at Econpapers || Download paper

  46. ‘General Diagnostic Tests for Cross Section Dependence in Panels’. (2004). Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0435.

    Full description at Econpapers || Download paper

  47. ‘Random Coefficient Panel Data Models’. (2004). Pesaran, M ; hsiao, cheng.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0434.

    Full description at Econpapers || Download paper

  48. Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence. (2003). Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_869.

    Full description at Econpapers || Download paper

  49. Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence. (2003). Pesaran, M.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0305.

    Full description at Econpapers || Download paper

  50. Consistent estimation of discrete-choice models for panel data with multiplicative effects. (2002). Thomas, Alban.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
    RePEc:cpd:pd2002:d6-2.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-24 01:01:34 || 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.