Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2016.02.001 ◽

2016 ◽

Vol 100 ◽

pp. 401-423

Author(s):

Rui Li ◽

Alan T.K. Wan ◽

Jinhong You

Keyword(s):

Variable Selection ◽

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

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GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors

SSRN Electronic Journal ◽

10.2139/ssrn.1971176 ◽

2011 ◽

Author(s):

Pavel Cizek ◽

Jan P. A. M. Jacobs ◽

Jenny E. Ligthart ◽

Hendrik Vrijburg

Keyword(s):

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Lag ◽

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Efficient GMM estimation of spatial dynamic panel data models with fixed effects

Journal of Econometrics ◽

10.1016/j.jeconom.2014.03.003 ◽

2014 ◽

Vol 180 (2) ◽

pp. 174-197 ◽

Author(s):

Lung-fei Lee ◽

Jihai Yu

Keyword(s):

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Gmm Estimation ◽

Spatial Dynamic Panel Data

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GMM Estimation of Short Dynamic Panel Data Models with Interactive Fixed Effects

SSRN Electronic Journal ◽

10.2139/ssrn.1412083 ◽

2012 ◽

Author(s):

Kazuhiko Hayakawa

Keyword(s):

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Gmm Estimation ◽

Interactive Fixed Effects

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GMM Estimation of Short Dynamic Panel Data Models with Interactive Fixed Effects

JOURNAL OF THE JAPAN STATISTICAL SOCIETY ◽

10.14490/jjss.42.109 ◽

2012 ◽

Vol 42 (2) ◽

pp. 109-123 ◽

Author(s):

Kazuhiko Hayakawa

Keyword(s):

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Gmm Estimation ◽

Interactive Fixed Effects

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Maximum Likelihood and GMM Estimation of Dynamic Panel Data Models with Fixed Effects

SSRN Electronic Journal ◽

10.2139/ssrn.253869 ◽

2001 ◽

Author(s):

Hugo Kruiniger

Keyword(s):

Maximum Likelihood ◽

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

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Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects

Econometrics ◽

10.3390/econometrics3030494 ◽

2015 ◽

Vol 3 (3) ◽

pp. 494-524

Author(s):

Guangjie Li

Keyword(s):

Model Selection ◽

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

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Neighbourhood GMM estimation of dynamic panel data models

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2015.11.015 ◽

2016 ◽

Vol 100 ◽

pp. 526-544 ◽

Author(s):

Vasilis Sarafidis

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

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Fixed Effects versus Random Effects Estimation of Dynamic Panel Data Models

SSRN Electronic Journal ◽

10.2139/ssrn.3013700 ◽

2017 ◽

Author(s):

Hugo Kruiniger

Keyword(s):

Random Effects ◽

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models

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Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models

Journal of Econometrics ◽

10.1016/s0304-4076(00)00077-4 ◽

2001 ◽

Vol 101 (1) ◽

pp. 123-164 ◽

Author(s):

Donald W.K. Andrews ◽

Biao Lu

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Selection Procedures ◽

Gmm Estimation ◽

Moment Selection ◽

Consistent Model

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GMM Estimation of Dynamic Panel Data Models with Persistent Data

SSRN Electronic Journal ◽

10.2139/ssrn.253866 ◽

2001 ◽

Author(s):

Hugo Kruiniger

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Gmm Estimation ◽

Persistent Data

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