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Fixed‐Effects Dynamic Panel Models, a Factor Analytical Method

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  • Jushan Bai

Abstract

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Suggested Citation

  • Jushan Bai, 2013. "Fixed‐Effects Dynamic Panel Models, a Factor Analytical Method," Econometrica, Econometric Society, vol. 81(1), pages 285-314, January.
  • Handle: RePEc:ecm:emetrp:v:81:y:2013:i:1:p:285-314
    DOI: ECTA9409
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    File URL: http://hdl.handle.net/10.3982/ECTA9409
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    Citations

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    Cited by:

    1. Arturas Juodis & Sarafidis, V., 2014. "Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors," UvA-Econometrics Working Papers 14-07, Universiteit van Amsterdam, Dept. of Econometrics.
    2. Norkute, Milda, 2014. "A Monte Carlo Study of a Factor Analytical Method for Fixed-Effects Dynamic Panel Models," Working Papers 2014:7, Lund University, Department of Economics.
    3. repec:bla:obuest:v:79:y:2017:i:4:p:463-494 is not listed on IDEAS
    4. Chudik, Alexander & Pesaran, M. Hashem, 2017. "A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels," Globalization and Monetary Policy Institute Working Paper 327, Federal Reserve Bank of Dallas.
    5. Geert Dhaene & Koen Jochmans, 2015. "Split-panel Jackknife Estimation of Fixed-effect Models," Review of Economic Studies, Oxford University Press, vol. 82(3), pages 991-1030.
    6. Norkute, Milda, 2014. "A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models," Economics Letters, Elsevier, vol. 123(3), pages 348-351.
    7. Beatrice D. Scheubel & Andrea Tafuro & Benjamin Vonessen, 2018. "STIGMA? WHAT STIGMA? A Contribution to the Debate on the Effectiveness of IMF Lending," CESifo Working Paper Series 7036, CESifo Group Munich.
    8. Maurice J.G. Bun & Martin A. Carree & Artūras Juodis, 2017. "On Maximum Likelihood Estimation of Dynamic Panel Data Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(4), pages 463-494, August.
    9. Olarreaga, Marcelo & Sperlich, Stefan & Trachsel, Virginie, 2016. "Export Promotion: what works?," CEPR Discussion Papers 11270, C.E.P.R. Discussion Papers.
    10. Bodnar, Taras & Reiß, Markus, 2016. "Exact and asymptotic tests on a factor model in low and large dimensions with applications," Journal of Multivariate Analysis, Elsevier, vol. 150(C), pages 125-151.
    11. repec:gam:jecnmx:v:5:y:2017:i:3:p:33-:d:106177 is not listed on IDEAS
    12. Westerlund, Joakim & Norkute, Milda, 2014. "A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root," Working Papers 2014:12, Lund University, Department of Economics.
    13. Juan Carlos Bou & Albert Satorra, 2014. "Univariate versus multivariate modeling of panel data," Economics Working Papers 1417, Department of Economics and Business, Universitat Pompeu Fabra.
    14. Jerry Hausman & Maxim L. Pinkovskiy, 2017. "Estimating dynamic panel models: backing out the Nickell Bias," CeMMAP working papers CWP53/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    15. Li, Kunpeng, 2017. "Fixed-effects dynamic spatial panel data models and impulse response analysis," Journal of Econometrics, Elsevier, vol. 198(1), pages 102-121.
    16. Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim, 2014. "GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels," MPRA Paper 53419, University Library of Munich, Germany.

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