IDEAS home Printed from https://ideas.repec.org/a/bes/jnlbes/v28i3y2010p410-422.html
   My bibliography  Save this article

Iterated Feasible Generalized Least-Squares Estimation of Augmented Dynamic Panel Data Models

Author

Listed:
  • Phillips, Robert F.

Abstract

No abstract is available for this item.

Suggested Citation

  • Phillips, Robert F., 2010. "Iterated Feasible Generalized Least-Squares Estimation of Augmented Dynamic Panel Data Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(3), pages 410-422.
    • Handle: RePEc:bes:jnlbes:v:28:i:3:y:2010:p:410-422
    as

    Download full text from publisher

    File URL: http://pubs.amstat.org/doi/abs/10.1198/jbes.2009.08106
    File Function: full text
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Robert F. Phillips, 2018. "Quasi maximum likelihood estimation of dynamic panel data models," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 47(16), pages 3970-3986, August.
    2. Zhang, Lyuou & Zhou, Wen & Wang, Haonan, 2021. "A semiparametric latent factor model for large scale temporal data with heteroscedasticity," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
    3. Brahim Gaies, 2017. "Globalisation Financière, Croissance et effets de seuil : Le Cas des pays en développement Les moins avancés," EconomiX Working Papers 2017-25, University of Paris Nanterre, EconomiX.
    4. Hsiao, Cheng & Zhou, Qiankun, 2018. "Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models," Journal of Econometrics, Elsevier, vol. 207(1), pages 114-128.
    5. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019. "Does Financial Globalization Still Spur Growth In Emerging And Developing Countries? Considering Exchange Rate Volatility'S Effects," Working Papers hal-01968082, HAL.
    6. Robert F. Phillips, 2022. "Forward Orthogonal Deviations GMM and the Absence of Large Sample Bias," Papers 2212.14075, arXiv.org.
    7. Brahim Gaies & Stéphane Goutte & Khaled Guesmi, 2019. "Does Financial Globalization Still Spur Growth In Developing Countries? Considering Exchange Rate Volatility," Working Papers halshs-02175361, HAL.
    8. Robert F. Phillips, 2014. "Quasi Maximum-Likelihood Estimation Of Dynamic Panel Data Models For Short Time Series," Working Papers 2014-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
    9. De Blander, Rembert, 2020. "Iterative estimation correcting for error auto-correlation in short panels, applied to lagged dependent variable models," Econometrics and Statistics, Elsevier, vol. 15(C), pages 3-29.
    10. Gaies, Brahim & Goutte, Stéphane & Guesmi, Khaled, 2020. "Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates," Research in International Business and Finance, Elsevier, vol. 52(C).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bes:jnlbes:v:28:i:3:y:2010:p:410-422. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum (email available below). General contact details of provider: http://www.amstat.org/publications/jbes/index.cfm?fuseaction=main .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.