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How informative is the initial condition in the dynamic panel model with fixed effects?

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Hahn, Jinyong
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File URL: http://www.sciencedirect.com/science/article/B6VC0-3XCFNPR-5/2/eaeb31fe5302e7dd52b10625271e56bf
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 93 (1999)
Issue (Month): 2 (December)
Pages: 309-326
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Handle: RePEc:eee:econom:v:93:y:1999:i:2:p:309-326

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  1. Jeffrey M. Wooldridge, 2005. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 39-54. [Downloadable!]
    Other versions:
  2. Fajnzylber, Pablo & Maloney, William F., 2001. "How comparable are labor demand elasticities across countries?," Policy Research Working Paper Series 2658, The World Bank. [Downloadable!]
  3. Martin A. Carree, 2002. "Nearly Unbiased Estimation in Dynamic Panel Data Models with Exogenous Variables," Tinbergen Institute Discussion Papers 02-007/2, Tinbergen Institute. [Downloadable!]
  4. Binder, M. & Hsaio, C. & Pesaran, M.H., 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Cambridge Working Papers in Economics 0003, Faculty of Economics, University of Cambridge. [Downloadable!]
    Other versions:
  5. Arvid Raknerud, 2002. "Identification, Estimation and Testing in Panel Data Models with Attrition: The Role of the Missing at Random Assumption," Discussion Papers 330, Research Department of Statistics Norway. [Downloadable!]
  6. Gareth M. Thomas & Seung C. Ahn, 2004. "Likelihood Based Inference for amic Panel Data Models," Econometric Society 2004 Far Eastern Meetings 669, Econometric Society. [Downloadable!]
  7. Michael Funke & Ralf Ruhwedel, 2002. "Export variety and export performance: Empirical evidence for the OECD countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 138(1), pages 97-114, March. [Downloadable!] (restricted)
  8. Hjalmar Böhm & Michael Funke & Nikolaus A. Siegfried, 2000. "Investigating the Link between Uncertainty and Investment - Microeconometric Evidence from Germany," Quantitative Macroeconomics Working Papers 20008, Hamburg University, Department of Economics. [Downloadable!]
  9. Jinyong Hahn & Jerry Hausman & Guido Kuersteiner, 2005. "Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects," Boston University - Department of Economics - Working Papers Series WP2005-024, Boston University - Department of Economics. [Downloadable!]
  10. Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers 16, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
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