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Dynamic Panel Data Models

Citations

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Cited by:

  1. Docquier, Frédéric & Lodigiani, Elisabetta & Rapoport, Hillel & Schiff, Maurice, 2016. "Emigration and democracy," Journal of Development Economics, Elsevier, vol. 120(C), pages 209-223.
  2. Yamagata, Takashi, 2008. "A joint serial correlation test for linear panel data models," Journal of Econometrics, Elsevier, vol. 146(1), pages 135-145, September.
  3. Dietrich Earnhart & Lubomir Lizal, 2002. "Effects of Ownership and Financial Status on Corporate Environmental Performance," CERGE-EI Working Papers wp203, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  4. Arturas Juodis, 2013. "Cointegration Testing in Panel VAR Models Under Partial Identification and Spatial Dependence," UvA-Econometrics Working Papers 13-08, Universiteit van Amsterdam, Dept. of Econometrics.
  5. Mehmet Caner & Xu Han & Yoonseok Lee, 2018. "Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 24-46, January.
  6. Arthur Grimes & Eyal Apatov & Larissa Lutchman & Anna Robinson, 2016. "Eighty years of urban development in New Zealand: impacts of economic and natural factors," New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(3), pages 303-322, September.
  7. Alexander Chudik & M. Hashem Pesaran, 2017. "An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels," Globalization Institute Working Papers 327, Federal Reserve Bank of Dallas, revised 27 Mar 2021.
  8. Rilind Kabashi, 2014. "The Cyclical Character of Fiscal Policy in Transition Countries," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 57-73.
  9. Juodis, Arturas & Sarafidis, Vasilis, 2020. "Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper 104908, University Library of Munich, Germany.
  10. Bram Gootjes & Jakob Haan & Richard Jong-A-Pin, 2021. "Do fiscal rules constrain political budget cycles?," Public Choice, Springer, vol. 188(1), pages 1-30, July.
  11. Ma³gorzata Jab³oñska & Joanna, 2020. "The key factors affecting entrepreneurship: a comparative analysis," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 38(1), pages 125-146.
  12. Gustavo A. Marrero & Luis Servén, 2022. "Growth, inequality and poverty: a robust relationship?," Empirical Economics, Springer, vol. 63(2), pages 725-791, August.
  13. Piccoli, Luca & Tiezzi, Silvia, 2021. "Rational addiction and time-consistency: An empirical test," Journal of Health Economics, Elsevier, vol. 80(C).
  14. Okui, Ryo & Wang, Wendun, 2021. "Heterogeneous structural breaks in panel data models," Journal of Econometrics, Elsevier, vol. 220(2), pages 447-473.
  15. Hayakawa, Kazuhiko, 2019. "Alternative over-identifying restriction test in the GMM estimation of panel data models," Econometrics and Statistics, Elsevier, vol. 10(C), pages 71-95.
  16. Maurice J. G. Bun & Richard Kelaher & Vasilis Sarafidis & Don Weatherburn, 2020. "Crime, deterrence and punishment revisited," Empirical Economics, Springer, vol. 59(5), pages 2303-2333, November.
  17. Pua, Andrew Adrian Yu & Fritsch, Markus & Schnurbus, Joachim, 2019. "Practical aspects of using quadratic moment conditions in linear dynamic panel data models," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-38-19, University of Passau, Faculty of Business and Economics.
  18. Caterina Giannetti, 2015. "Unit roots and the dynamics of market shares: an analysis using an Italian banking micro-panel," Empirical Economics, Springer, vol. 48(2), pages 537-555, March.
  19. Fritsch, Markus, 2019. "On GMM estimation of linear dynamic panel data models," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-36-19, University of Passau, Faculty of Business and Economics.
  20. Anirudh Shingal, 2014. "Services globalization and sub-national demand linkages: The case of India," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 1-23.
  21. Arturas Juodis & Sarafidis, V., 2015. "A Simple Estimator for Short Panels with Common Factors," UvA-Econometrics Working Papers 15-03, Universiteit van Amsterdam, Dept. of Econometrics.
  22. Piccoli, Luca & Tiezzi, Silvia, 2023. "Eggs When Young, Chicken When Old. Time Consistency and Addiction over the Life Cycle," IZA Discussion Papers 16372, Institute of Labor Economics (IZA).
  23. Fritsch, Markus & Pua, Andrew Adrian Yu & Schnurbus, Joachim, 2019. "Pdynmc - An R-package for estimating linear dynamic panel data models based on linear and nonlinear moment conditions," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-39-19, University of Passau, Faculty of Business and Economics.
  24. Teresa Bago d'Uva & Esen Erdogan Ciftci & Owen O'Donnell & Eddy van Doorslaer, 2015. "Who can predict their Own Demise? Accuracy of Longevity Expectations by Education and Cognition," Tinbergen Institute Discussion Papers 15-052/V, Tinbergen Institute.
  25. Owen Davis & Siavash Radpour, 2021. "Dissecting the Pandemic Retirement Surge," SCEPA publication series. 2021-05, Schwartz Center for Economic Policy Analysis (SCEPA), The New School.
  26. In Choi, 2016. "Cross-sectional maximum likelihood and bias-corrected pooled least squares estimators for dynamic panels with short T," Working Papers 1610, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
  27. Alexander Chudik & M. Hashem Pesaran, 2017. "A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels," CESifo Working Paper Series 6688, CESifo.
  28. Hayakawa, Kazuhiko & Nagata, Shuichi, 2016. "On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 265-303.
  29. Jan Kiviet & Milan Pleus & Rutger Poldermans, 2017. "Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models," Econometrics, MDPI, vol. 5(1), pages 1-54, March.
  30. Artūras Juodis, 2018. "Rank based cointegration testing for dynamic panels with fixed T," Empirical Economics, Springer, vol. 55(2), pages 349-389, September.
  31. Tue Gørgens & Chirok Han & Sen Xue, 2019. "Moment Restrictions and Identification in Linear Dynamic Panel Data Models," Annals of Economics and Statistics, GENES, issue 134, pages 149-176.
  32. Blanka Skrabic Peric & Zana Vidovic, 2017. "Heterogeneous Panel Granger causality between GDP and Tourism in 11 EU members in Central and Southeastern Europe," Eastern European Business and Economics Journal, Eastern European Business and Economics Studies Centre, vol. 3(1), pages 6-27.
  33. Lauren Stagnol, 2015. "Designing a corporate bond index on solvency criteria," EconomiX Working Papers 2015-39, University of Paris Nanterre, EconomiX.
  34. Markus Eberhardt, 2013. "Nonlinearities in the Relationship between Debt and Growth: Evidence from Co-Summability Testing," Discussion Papers 2013/06, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  35. Victor Ushahemba IJIRSHAR & Isa Jibrin OKPE & Jerome Terhemba ANDOHOL & Philip Terhemen ABACHI & Solomon GBAKA, 2024. "Revolutionising Trade: Exploring how Innovation in Selected African Countries Shapes Economic Relations with Key Regions," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 5(5), pages 51-70, May.
  36. Bram Gootjes & Jakob Haan & Richard Jong-A-Pin, 2021. "Do fiscal rules constrain political budget cycles?," Public Choice, Springer, vol. 188(1), pages 1-30, July.
  37. 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.
  38. Pua, Andrew Adrian Yu & Fritsch, Markus & Schnurbus, Joachim, 2019. "Large sample properties of an IV estimator based on the Ahn and Schmidt moment conditions," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-37-19, University of Passau, Faculty of Business and Economics.
  39. Jan F. Kiviet & Milan Pleus & Rutger Poldermans, 2014. "Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models," UvA-Econometrics Working Papers 14-09, Universiteit van Amsterdam, Dept. of Econometrics.
  40. Tue Gorgens & Chirok Han & Sen Xue, 2016. "Asymptotic distributions of the quadratic GMM estimator in linear dynamic panel data models," ANU Working Papers in Economics and Econometrics 2016-635, Australian National University, College of Business and Economics, School of Economics.
  41. Bergman, U. Michael & Hutchison, Michael M. & Jensen, Svend E. Hougaard, 2016. "Promoting sustainable public finances in the European Union: The role of fiscal rules and government efficiency," European Journal of Political Economy, Elsevier, vol. 44(C), pages 1-19.
  42. 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.
  43. Courage Mlambo & Forget Kapingura, 2020. "Remittances and Economic Development: Evidence from SADC Countries?," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 8(4), pages 261-273.
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