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Citations for "Instrumental-Variable Estimation of an Error-Components Model"

by Amemiya, Takeshi & MaCurdy, Thomas E

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  1. Jung Hur & Rasyad A. Parinduri & Yohanes E. Riyanto, 2011. "Cross‐Border M&A Inflows And Quality Of Country Governance: Developing Versus Developed Countries," Pacific Economic Review, Wiley Blackwell, vol. 16(5), pages 638-655, December.
  2. Ahn, Seung C. & Low, Stuart, 1996. "A reformulation of the Hausman test for regression models with pooled cross-section-time-series data," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 309-319.
  3. Andrews, Donald W. K. & Lu, Biao, 2001. "Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models," Journal of Econometrics, Elsevier, vol. 101(1), pages 123-164, March.
  4. bouoiyour, jamal & El Mouhoub, Mouhoud & Hanchane, Hichame, 2008. "Investissements directs étrangers et croissance économique : Estimation d’un modèle à erreurs composées
    [Foreign Direct Investment and Economic Growth: Estimatio of error component model]
    ," MPRA Paper 29152, University Library of Munich, Germany.
  5. Richard Blundell & Thomas MaCurdy, 1998. "Labour supply: a review of alternative approaches," IFS Working Papers W98/18, Institute for Fiscal Studies.
  6. Boumahdi, Rachid & Thomas, Alban, 2006. "Instrument relevance and efficient estimation with panel data," Economics Letters, Elsevier, vol. 93(2), pages 305-310, November.
  7. Liu, Luke, 2011. "Monetary policy, bank size and bank lending: Evidence from Australia," MPRA Paper 35033, University Library of Munich, Germany.
  8. Paul Heisey & Sarah Adelman, 2011. "Research expenditures, technology transfer activity, and university licensing revenue," The Journal of Technology Transfer, Springer, vol. 36(1), pages 38-60, February.
  9. Jean-Louis ARCAND & Béatrice D'HOMBRES & Paul GYSELINCK, 2004. "Instrument Choice and the Returns to Education: New Evidence from Vietnam," Working Papers 200422, CERDI.
  10. Seung Chan Ahn & Hyungsik Roger Moon, 2001. "Large-N and Large-T Properties of Panel Data Estimators and the Hausman Test," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A6-2, International Conferences on Panel Data.
  11. Eduardo Fé, 2012. "Instrumental variable estimation of heteroskedasticity adaptive error component models," Statistical Papers, Springer, vol. 53(3), pages 577-615, August.
  12. Hsiao, Cheng & Hashem Pesaran, M. & Kamil Tahmiscioglu, A., 2002. "Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods," Journal of Econometrics, Elsevier, vol. 109(1), pages 107-150, July.
  13. Gilbert E. Metcalf, 1996. "Specification Testing in Panel Data With Instrumental Variables," NBER Technical Working Papers 0123, National Bureau of Economic Research, Inc.
  14. Florence Kondylis, 2007. "Conflict-Induced Displacement and Labour Market Outcomes: Evidence from Post-War Bosnia and Herzegovina," CEP Discussion Papers dp0777, Centre for Economic Performance, LSE.
  15. So Im, Kyung & Ahn, Seung C. & Schmidt, Peter & Wooldridge, Jeffrey M., 1999. "Efficient estimation of panel data models with strictly exogenous explanatory variables," Journal of Econometrics, Elsevier, vol. 93(1), pages 177-201, November.
  16. Badi H. Baltagi & Peter Egger & Michael Pfaffermayr, 2014. "Panel Data Gravity Models of International Trade," CESifo Working Paper Series 4616, CESifo Group Munich.
  17. Badi H. Baltagi & Peter H. Egger & Michaela Kesina, 2014. "Firm-level Productivity Spillovers in China's Chemical Industry: A Spatial Hausman-Taylor Approach," Center for Policy Research Working Papers 175, Center for Policy Research, Maxwell School, Syracuse University.
  18. Park, B. U. & Sickles, R. C. & Simar, L., 1998. "Stochastic panel frontiers: A semiparametric approach," Journal of Econometrics, Elsevier, vol. 84(2), pages 273-301, June.
  19. Gächter, Martin & Schwazer, Peter & Theurl, Engelbert & Winner, Hannes, 2011. "Physician Density in a Two-Tiered Health Care System," Working Papers in Economics and Finance 2011-5, University of Salzburg.
  20. Patrick Sevestre & Yves Guillotin, 1994. "Estimations de fonctions de gains sur données de panel : endogéneité du capital humain et effets de la sélection," Économie et Prévision, Programme National Persée, vol. 116(5), pages 119-135.
  21. Peter Egger, 2001. "SUR Estimation of Error Components Models With AR(1) Disturbances and Unobserved Endogenous Effects," WIFO Working Papers 171, WIFO.
  22. Seung C. Ahn & Young H. Lee & Peter Schmidt, 2006. "Panel Data Models with Multiple Time-Varying Individual Effects," Working Papers 0702, University of Crete, Department of Economics.
  23. Tim Callen & Steven Morling & Jill Pleban, 1992. "Dividends and Taxation: A Preliminary Investigation," RBA Research Discussion Papers rdp9211, Reserve Bank of Australia.
  24. Davis, Peter, 2002. "Estimating multi-way error components models with unbalanced data structures," Journal of Econometrics, Elsevier, vol. 106(1), pages 67-95, January.
  25. Derek Hum & Wayne Simpson, 2002. "Analysis of the Performance of Immigrant Wages Using Panel Data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C2-1, International Conferences on Panel Data.
  26. Arellano, Manuel & Bover, Olympia, 1995. "Another look at the instrumental variable estimation of error-components models," Journal of Econometrics, Elsevier, vol. 68(1), pages 29-51, July.
  27. Keane, Michael, 1993. "Simulation estimation for panel data models with limited dependent variables," MPRA Paper 53029, University Library of Munich, Germany.
  28. R. Martinez-Espiñeira, 2002. "Residential Water Demand in the Northwest of Spain," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 21(2), pages 161-187, February.
  29. Dieppe, Alistair & Mutl, Jan, 2013. "International R&D Spillovers: Technology Transfer vs. R&D Synergies," Working Paper Series 1504, European Central Bank.
  30. Garcia, Serge & Moreaux, Michel & Reynaud, Arnaud, 2004. "Measuring Economies of Vertical Integration in Network Industries: an Application to the Water Sector," IDEI Working Papers 255, Institut d'Économie Industrielle (IDEI), Toulouse.
  31. Farla, Kristine, 2012. "Institutions and credit," MERIT Working Papers 038, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  32. Badi H Baltagi, 2010. "Narrow Replication of Serlenga and Shin (2007) gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(3), pages 505-506.
  33. Max Gillman & Mark N Harris & Michal Kejak, 2007. "The Interaction of Inflation and Financial Development with Endogenous Growth," Money Macro and Finance (MMF) Research Group Conference 2006 29, Money Macro and Finance Research Group.
  34. Kripfganz, Sebastian & Schwarz, Claudia, 2013. "Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79756, Verein für Socialpolitik / German Economic Association.
  35. Chay, Kenneth Y. & Lee, David S., 2000. "Changes in relative wages in the 1980s Returns to observed and unobserved skills and black-white wage differentials," Journal of Econometrics, Elsevier, vol. 99(1), pages 1-38, November.
  36. Hübler, Olaf, 2006. "The Nonlinear Link between Height and Wages: An Empirical Investigation," IZA Discussion Papers 2394, Institute for the Study of Labor (IZA).
  37. Schwalbach, Joachim & Brenner, Steffen, 2001. "Managerqualität und Unternehmensgröße," SFB 373 Discussion Papers 2001,18, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  38. Jean-Louis ARCAND & Béatrice D'HOMBRES, 2002. "Testing for Separation in Agricultural Household Models and Unobservable Individual Effects: A Note," Working Papers 200225, CERDI.
  39. Garcia, Serge & Reynaud, Arnaud, 2004. "Estimating the benefits of efficient water pricing in France," Resource and Energy Economics, Elsevier, vol. 26(1), pages 1-25, March.
  40. Laura Serlenga & Yongcheol Shin, 2004. "Gravity Models of the Intra-EU Trade: Application of the Hausman-Taylor Estimation in Heterogeneous Panels with Common Time-specific Factors," ESE Discussion Papers 105, Edinburgh School of Economics, University of Edinburgh.
  41. Tchakoute-Tchuigoua, Hubert, 2012. "Active risk management and loan contract terms: Evidence from rated microfinance institutions," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 427-437.
  42. Audrey Dumas & Saïd Hanchane, 2010. "How does job-training increase firm performance? The case of Morocco," International Journal of Manpower, Emerald Group Publishing, vol. 31(5), pages 585-602, September.
  43. Yongcheol Shin & Laura Serlenga, 2007. "Gravity models of intra-EU trade: application of the CCEP-HT estimation in heterogeneous panels with unobserved common time-specific factors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(2), pages 361-381.
  44. Andrew M. Jones & Eddy van Doorslaer & Teresa Bago d'Uva & Silvia Balia & Lynn Gambin & Cristina Hernández Quevedo & Xander Koolman & Nigel Rice, 2006. "Health and Wealth: Empirical Findings and Political Consequences," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 7(s1), pages 93-112, 05.
  45. Jalal El Ouardighi, 2005. "La spécialisation des activités technologiques des régions européennes : une approche empirique de la convergence," Recherches économiques de Louvain, De Boeck Université, vol. 71(3), pages 315-343.
  46. Donald W.K. Andrews & Biao Lu, 1999. "Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models," Cowles Foundation Discussion Papers 1233, Cowles Foundation for Research in Economics, Yale University.
  47. Vartiainen, Juhana, 1999. "Job Assignment and the Gender Wage Differential: Theory and Evidence on Finnish Metalworkers," Working Paper Series 149, Trade Union Institute for Economic Research.
  48. Jalal El Ouardighi, 2005. "La spécialisation des activités technologiques des régions européennes : une approche empirique de la convergence," Discussion Papers (REL - Recherches Economiques de Louvain) 2005033, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  49. Wendy Carlin & Steven Fries & Mark Schaffer & Paul Seabright, 2001. "Competition and enterprise performance in transition economies: evidence from a cross-country survey," Working Papers 63, European Bank for Reconstruction and Development, Office of the Chief Economist.
  50. Eduardo Fé Rodríguez, 2009. "Adaptive Instrumental Variable Estimation of Heteroskedastic Error Component Models," The School of Economics Discussion Paper Series 0921, Economics, The University of Manchester.
  51. Mutl, Jan, 2009. "Consistent Estimation of Global VAR Models," Economics Series 234, Institute for Advanced Studies.
  52. Vella, F. & Verbeek, M.J.C.M., 1999. "Two-step estimation of panel data models with censored endogenous variables and selection bias," Other publications TiSEM 5aad87bc-25d1-49bc-882b-c, Tilburg University, School of Economics and Management.
  53. M. Hashem Pesaran & Qiankun Zhou, 2014. "Estimation of Time-invariant Effects in Static Panel Data Models," CESifo Working Paper Series 4983, CESifo Group Munich.
  54. repec:eco:journ1:2014-03-22 is not listed on IDEAS
  55. Olivier Brossard & Inès Moussa, 2012. "The trilogy of knowledge spillovers in French regions: a history of nature, channels and boundaries," Papers in Evolutionary Economic Geography (PEEG) 1207, Utrecht University, Section of Economic Geography, revised May 2012.
  56. Peter Egger, 2008. "On the role of distance for outward FDI," The Annals of Regional Science, Springer, vol. 42(2), pages 375-389, June.
  57. Luca Crivelli & Massimo Filippini & Ilaria Mosca, 2006. "Federalism and regional health care expenditures: an empirical analysis for the Swiss cantons," Health Economics, John Wiley & Sons, Ltd., vol. 15(5), pages 535-541.
  58. Kornelius Kraft & Marija Ugarkovic, 2006. "Gesetzliche Mitbestimmung und Kapitalrendite," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 226(5), pages 588-604, September.
  59. 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.
  60. Jean-Louis ARCAND & Béatrice D'HOMBRES, 2002. "Explaining the Negative Coefficient Associated with Human Capital in Augmented Solow Growth Regressions," Working Papers 200227, CERDI.
  61. repec:pra:mprapa:38207 is not listed on IDEAS
  62. 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.
  63. Schneider, Kerstin, 2005. "Union wage setting and progressive income taxation with heterogeneous labor: theory and evidence from the German income tax reforms 1986-1990," Labour Economics, Elsevier, vol. 12(2), pages 205-222, April.
  64. Liang Zhao & Joyce P. Jacobsen, 2006. "Revisiting The Bell Curve Debate Regarding the Effects of Cognitive Ability on Wages," Wesleyan Economics Working Papers 2006-026, Wesleyan University, Department of Economics.
  65. Deininger, Klaus & Olinto, Pedro, 2000. "Asset distribution, inequality, and growth," Policy Research Working Paper Series 2375, The World Bank.
  66. Wendy Carlin & Steven Fries & Mark Schaffer & Paul Seabright, 2001. "Competition and Enterprise Performance in Transition Economies from a Cross-Country Survey," CERT Discussion Papers 0101, Centre for Economic Reform and Transformation, Heriot Watt University.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.