A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 68 (2000)
Issue (Month): 3 (September)
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Web page: http://www.elsevier.com/locate/ecolet
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- Vella, F. & Verbeek, M.J.C.M., 1999.
"Two-step estimation of panel data models with censored endogenous variables and selection bias,"
Open Access publications from Tilburg University
urn:nbn:nl:ui:12-80344, Tilburg University.
- Vella, Francis & Verbeek, Marno, 1999. "Two-step estimation of panel data models with censored endogenous variables and selection bias," Journal of Econometrics, Elsevier, vol. 90(2), pages 239-263, June.
- Ahn, Seung C. & Schmidt, Peter, 1995. "Efficient estimation of models for dynamic panel data," Journal of Econometrics, Elsevier, vol. 68(1), pages 5-27, July.
- Wooldridge, Jeffrey M., 1997. "Multiplicative Panel Data Models Without the Strict Exogeneity Assumption," Econometric Theory, Cambridge University Press, vol. 13(05), pages 667-678, October.
- Ham, John C & LaLonde, Robert J, 1996. "The Effect of Sample Selection and Initial Conditions in Duration Models: Evidence from Experimental Data on Training," Econometrica, Econometric Society, vol. 64(1), pages 175-205, January.
- Holtz-Eakin, Douglas & Newey, Whitney & Rosen, Harvey S, 1988.
"Estimating Vector Autoregressions with Panel Data,"
Econometric Society, vol. 56(6), pages 1371-95, November.
- Tom Doan, . "RATS program to demonstrate IV estimation of VAR in panel data," Statistical Software Components RTZ00185, Boston College Department of Economics.
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