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Modelos Dinâmicos com Dados em Painel: Revisão da Literatura

Author

Listed:
  • Luis David Marques

    (CEMPRE, Faculdade de Economia da Universidade do Porto)

Abstract
Since Hsiao [1986]’s work, many surveys have appeared, providing the researcher with the necessary tools for fully enjoying the advantages of panel data in terms of both microeconometric and macroeconometric studies. This survey has this very aim and, in a sense, offers no novel contribution, beyond the fact of bringing together some new developments in estimation and specification testing in a selective manner. The estimation of dynamic models either with fixed effects or random effects in the intercept using LSDV, GLS,MLE, IV and GMM is presented, as well as binary choice models. A short review on specification tests and unit roots testing is also presented.

Suggested Citation

  • Luis David Marques, 2000. "Modelos Dinâmicos com Dados em Painel: Revisão da Literatura," FEP Working Papers 100, Universidade do Porto, Faculdade de Economia do Porto.
    • Handle: RePEc:por:fepwps:100
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    File URL: http://www.fep.up.pt/investigacao/workingpapers/wp100.PDF
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    Citations

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    Cited by:

    1. Paula Cristina da Silva Ferreira Neto Rodrigues & António Abílio Garrido Brandão & António de Melo Cerqueira, 2008. "The Macroeconomic Determinants of Cross Border Mergers and Acquisitions and Greenfield Investments," FEP Working Papers 281, Universidade do Porto, Faculdade de Economia do Porto.
    2. Luiz Paulo Lopes Fávero, 2013. "Panel data in accounting and finance: theory and application," Brazilian Business Review, Fucape Business School, vol. 10(1), pages 127-149, January.
    3. Marcio José Vargas Cruz & Cássio Frederico Camargo Rolim, 2005. "The Determinants Of International Tourism And The Restrictions To The Insertion Of The Developing Countries - A Comparative Analysis In South America, Africa And South Of Asia," ERSA conference papers ersa05p714, European Regional Science Association.
    4. Marcos Rocha & Nelson Marconi, 2013. "Substituição de Poupança Interna por Externa e Sobreapreciações da Taxa de Câmbio," Discussion Papers 1870, Instituto de Pesquisa Econômica Aplicada - IPEA.
    5. David F.L. SANTOS & Santiago V. RODRIGUES & Danielle R.R. DAMIÃO, 2015. "Market Value and Performance of Brazilian Companies Valor de Mercado y Desempeño de las Empresas Brasileñas," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 15(2), pages 75-90.
    6. Kelmara Mendes Vieira & Paulo Sérgio Ceretta & Juliara Lopes da Fonseca, 2011. "Influence of variation of liquidity in asset pricing: panel analysis of the brazilian market for the period january 2000 to june 2008," Brazilian Business Review, Fucape Business School, vol. 8(3), pages 40-63, July.

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