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Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

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Cited by:

  1. 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.
  2. Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem, 2005. "Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration," Econometric Theory, Cambridge University Press, vol. 21(4), pages 795-837, August.
  3. Wen Xu, 2016. "Estimation of Dynamic Panel Data Models with Stochastic Volatility Using Particle Filters," Econometrics, MDPI, vol. 4(4), pages 1-13, October.
  4. Lee, Lung-fei & Yu, Jihai, 2015. "Estimation of fixed effects panel regression models with separable and nonseparable space–time filters," Journal of Econometrics, Elsevier, vol. 184(1), pages 174-192.
  5. Richard Frensch & Jan Hanousek & Evzen Kocenda, 2016. "Trade in Parts and Components across Europe," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(3), pages 236-262, June.
  6. Yang, Zhenlin, 2015. "A general method for third-order bias and variance corrections on a nonlinear estimator," Journal of Econometrics, Elsevier, vol. 186(1), pages 178-200.
  7. Jan Mutl, 2002. "Panel VAR Models with Spatial Dependence," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A5-2, International Conferences on Panel Data.
  8. Anne Musson & Damien Rousselière, 2020. "Exploring the effect of crisis on cooperatives: a Bayesian performance analysis of French craftsmen cooperatives," Applied Economics, Taylor & Francis Journals, vol. 52(25), pages 2657-2678, May.
  9. Chandra S. Mishra, 2020. "Frequent acquirers and management compensation," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 41(5), pages 661-694, July.
  10. Musson, Anne & Rousselière, Damien, 2020. "Identifying the impact of crisis on cooperative capital constraint. A short note on French craftsmen cooperatives," Finance Research Letters, Elsevier, vol. 35(C).
  11. In Choi & Sanghyun Jung, 2021. "Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels," Empirical Economics, Springer, vol. 60(1), pages 177-203, January.
  12. Laura Spierdijk & Sherrill Shaffer & Tim Considine, 2016. "Adapting to changing input prices in response to the crisis: The case of US commercial banks," CAMA Working Papers 2016-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  13. Andrew K. Jorgenson & Brett Clark & Ryan P. Thombs & Jeffrey Kentor & Jennifer E. Givens & Xiaorui Huang & Hassan El Tinay & Daniel Auerbach & Matthew C. Mahutga, 2023. "Guns versus Climate: How Militarization Amplifies the Effect of Economic Growth on Carbon Emissions," American Sociological Review, , vol. 88(3), pages 418-453, June.
  14. Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2023. "A Panel Clustering Approach To Analyzing Bubble Behavior," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 64(4), pages 1347-1395, November.
  15. Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2009. "Dynamic Panel Data Models Featuring Endogenous Interaction and Spatially Correlated Errors," Other publications TiSEM d473cc67-03f6-4389-9a9f-3, Tilburg University, School of Economics and Management.
  16. Sebastian Kripfganz, 2016. "Quasi–maximum likelihood estimation of linear dynamic short-T panel-data models," Stata Journal, StataCorp LP, vol. 16(4), pages 1013-1038, December.
  17. Patricia Carracedo & Ana Debón, 2021. "Spatiotemporal Econometrics Models for Old Age Mortality in Europe," Mathematics, MDPI, vol. 9(9), pages 1-18, May.
  18. Zehri, Chokri, 2022. "Asymmetric impact of capital controls on international trade," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
  19. Ioannis Bournakis & Nelson R. Ramírez-Rondán, 2023. "Does uncertainty matter for the fiscal consolidation and investment nexus?," Working Papers 195, Peruvian Economic Association.
  20. Robinson, Peter M. & Velasco, Carlos, 2015. "Efficient inference on fractionally integrated panel data models with fixed effects," Journal of Econometrics, Elsevier, vol. 185(2), pages 435-452.
  21. Hayakawa, K. & Pesaran, M.H., 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models," Cambridge Working Papers in Economics 1224, Faculty of Economics, University of Cambridge.
  22. Seung C. Ahn & Gareth M. Thomas, 2023. "Likelihood-based inference for dynamic panel data models," Empirical Economics, Springer, vol. 64(6), pages 2859-2909, June.
  23. Reichle, Philipp & Fidrmuc, Jarko & Reck, Fabian, 2023. "The sharing economy and housing markets in selected European cities," Journal of Housing Economics, Elsevier, vol. 60(C).
  24. Adesina, Kolade Sunday, 2019. "Basel III liquidity rules: The implications for bank lending growth in Africa," Economic Systems, Elsevier, vol. 43(2), pages 1-1.
  25. Kruiniger, Hugo, 2009. "Gmm Estimation And Inference In Dynamic Panel Data Models With Persistent Data," Econometric Theory, Cambridge University Press, vol. 25(5), pages 1348-1391, October.
  26. Gareth M. Thomas & Seung C. Ahn, 2004. "Likelihood Based Inference for amic Panel Data Models," Econometric Society 2004 Far Eastern Meetings 669, Econometric Society.
  27. Baltagi, Badi H. & Pirotte, Alain & Yang, Zhenlin, 2021. "Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models," Journal of Econometrics, Elsevier, vol. 224(2), pages 245-270.
  28. A. Mahabbati & A. Izady & M. Mousavi Baygi & K. Davary & S. M. Hasheminia, 2017. "Daily soil temperature modeling using ‘panel-data’ concept," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(8), pages 1385-1401, June.
  29. Matteo Ruzzante, 2018. "Financial Crises, Macroeconomic Shocks, and the Government Balance Sheet: A Panel Analysis," IMF Working Papers 2018/093, International Monetary Fund.
  30. Cheng Hsiao, 2016. "Panel Macroeconometric Modeling," Working Papers 2016-02-21, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  31. 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.
  32. Cheng Hsiao, 2007. "Panel data analysis—advantages and challenges," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(1), pages 1-22, May.
  33. Boris Lokshin & René Belderbos & Martin Carree, 2008. "The Productivity Effects of Internal and External R&D: Evidence from a Dynamic Panel Data Model," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(3), pages 399-413, June.
  34. Parent, Olivier & LeSage, James P., 2012. "Spatial dynamic panel data models with random effects," Regional Science and Urban Economics, Elsevier, vol. 42(4), pages 727-738.
  35. Boris Lokshin, 2007. "A Monte Carlo comparison of alternative estimators for dynamic panel data models," Applied Economics Letters, Taylor & Francis Journals, vol. 15(1), pages 15-18.
  36. Michael S. Webb & Viv B Hall, 2009. "Application Of A Dynamic Panel Data Estimator To Cross-Country Coffee Demand: A Tale Of Two Eras," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 34(1), pages 1-17, June.
  37. Alvarez, Javier & Arellano, Manuel, 2022. "Robust likelihood estimation of dynamic panel data models," Journal of Econometrics, Elsevier, vol. 226(1), pages 21-61.
  38. Kukenova, Madina & Monteiro, Jose-Antonio, 2008. "Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation," MPRA Paper 11569, University Library of Munich, Germany, revised Nov 2008.
  39. Yingyao Hu & Ji‐Liang Shiu, 2018. "Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods," Econometrics Journal, Royal Economic Society, vol. 21(1), pages 55-85, February.
  40. Cheikh Tidiane Ndiaye & Armand Akomavo Dagoudo & Babacar Mbengue, 2021. "Growth and Income Distribution Inequalities in Sub-Saharan Africa: A Dynamic Model Approach [Croissance et inégalités de distribution des revenus en Afrique subsaharienne : une approche par les mod," Working Papers hal-03202484, HAL.
  41. Kruiniger, Hugo, 2018. "A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions," MPRA Paper 88623, University Library of Munich, Germany.
  42. A. M. Angulo & J. Mur & F. J. Trívez, 2018. "Measuring resilience to economic shocks: an application to Spain," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 60(2), pages 349-373, March.
  43. Dhaene, Geert & Zhu, Yu, 2017. "Median-based estimation of dynamic panel models with fixed effects," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 398-423.
  44. Giorgio Calzolari & Laura Magazzini, 2014. "Improving GMM efficiency in dynamic models for panel data with mean stationarity," Working Papers 12/2014, University of Verona, Department of Economics.
  45. Mewes, Lars & Broekel, Tom, 2022. "Technological complexity and economic growth of regions," Research Policy, Elsevier, vol. 51(8).
  46. Han, Chirok & Phillips, Peter C.B., 2013. "First difference maximum likelihood and dynamic panel estimation," Journal of Econometrics, Elsevier, vol. 175(1), pages 35-45.
  47. Huaccha, Gissell, 2023. "Regional persistence of the energy efficiency gap: Evidence from England and Wales," Energy Economics, Elsevier, vol. 127(PA).
  48. Edoardo Baldoni & Roberto Esposti, 2018. "Agricultural Productivity in Space - An econometric assessment on Italian farm-level data," Working Papers 428, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  49. Patrick Gagliardini, 2005. "Stochastic Migration Models with Application to Corporate Risk," Journal of Financial Econometrics, Oxford University Press, vol. 3(2), pages 188-226.
  50. Norkutė, Milda & Westerlund, Joakim, 2019. "The factor analytical method for interactive effects dynamic panel models with moving average errors," Econometrics and Statistics, Elsevier, vol. 11(C), pages 83-104.
  51. Sebastian Kripfganz, 2017. "Sequential (two-stage) estimation of linear panel data models," United Kingdom Stata Users' Group Meetings 2017 09, Stata Users Group.
  52. Ben Ammar, Imen & Hellara, Slaheddine, 2022. "High-frequency trading, stock volatility, and intraday crashes," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 337-344.
  53. Giorgio Canarella & Stephen M. Miller, 2019. "Determinants of Optimal Capital Structure and Speed of Adjustment: Evidence from the U.S. ICT Sector," Working papers 2019-06, University of Connecticut, Department of Economics.
  54. Sara Kahn-Nisser, 2021. "For better or worse: Shaming, faming, and human rights abuse," Journal of Peace Research, Peace Research Institute Oslo, vol. 58(3), pages 479-493, May.
  55. Varma, Poornima & Issar Akash, 2017. "Intra-Industry Trade and Labour Market Adjustment: Indian Manufacturing Sector," IIMA Working Papers WP 2017-04-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
  56. Zhang, Yonghui & Zhou, Qiankun, 2019. "Estimation for time-invariant effects in dynamic panel data models with application to income dynamics," Econometrics and Statistics, Elsevier, vol. 9(C), pages 62-77.
  57. Martin Carree & Emilio Congregado & Antonio Golpe & André van Stel, 2015. "Self-employment and job generation in metropolitan areas, 1969-2009," Entrepreneurship & Regional Development, Taylor & Francis Journals, vol. 27(3-4), pages 181-201, April.
  58. Majid M. Al-Sadoon & Tong Li & M. Hashem Pesaran, 2017. "Exponential class of dynamic binary choice panel data models with fixed effects," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 898-927, October.
  59. Artūras Juodis, 2018. "Rank based cointegration testing for dynamic panels with fixed T," Empirical Economics, Springer, vol. 55(2), pages 349-389, September.
  60. Kufenko, Vadim & Prettner, Klaus, 2016. "You can't always get what you want? Estimator choice and the speed of convergence," Hohenheim Discussion Papers in Business, Economics and Social Sciences 20-2016, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
  61. Marzieh Ronaghi & Michael Reed & Sayed Saghaian, 2020. "The impact of economic factors and governance on greenhouse gas emission," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 22(2), pages 153-172, April.
  62. Norkutė, Milda & Westerlund, Joakim, 2021. "The factor analytical approach in near unit root interactive effects panels," Journal of Econometrics, Elsevier, vol. 221(2), pages 569-590.
  63. Bogui Li & Jianbao Chen & Shuangshuang Li, 2023. "Estimation of Fixed Effects Partially Linear Varying Coefficient Panel Data Regression Model with Nonseparable Space-Time Filters," Mathematics, MDPI, vol. 11(6), pages 1-24, March.
  64. Artūras Juodis & Vasilis Sarafidis, 2022. "A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 1-15, January.
  65. Joakim Westerlund & Milda Norkutė & Ovidijus Stauskas, 2022. "The factor analytical approach in trending near unit root panels," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 501-508, May.
  66. G. Urga & P. A. Geroski & S. Lazarova & C. F. Walters, 2003. "Are differences in firm size transitory or permanent?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 47-59.
  67. Kruiniger, Hugo, 2013. "Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions," Journal of Econometrics, Elsevier, vol. 173(2), pages 175-188.
  68. Shulian Zhang, 2005. "Consumption Behaviour Under Institutional Transitions in China," School of Economics and Finance Discussion Papers and Working Papers Series 189, School of Economics and Finance, Queensland University of Technology.
  69. Robert F. Phillips, 2022. "Forward Orthogonal Deviations GMM and the Absence of Large Sample Bias," Papers 2212.14075, arXiv.org.
  70. Amery S Mureka, 2022. "Role of Domestic Savings and Investment in Economic Growth for Developing Economies of East Africa," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 6(9), pages 207-211, September.
  71. Luca Grassetti, 2011. "A note on transformed likelihood approach in linear dynamic panel models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 20(2), pages 221-240, June.
  72. Carbajal-De-Nova, Carolina, 2017. "A proposed method to estimate dynamic panel models when either N or T or both are not large," MPRA Paper 93100, University Library of Munich, Germany, revised 02 Sep 2017.
  73. Sobiech, Izabela, 2019. "Remittances, finance and growth: Does financial development foster the impact of remittances on economic growth?," World Development, Elsevier, vol. 113(C), pages 44-59.
  74. Yuriy Gorodnichenko, 2007. "Using Firm Optimization to Evaluate and Estimate Returns to Scale," NBER Working Papers 13666, National Bureau of Economic Research, Inc.
  75. Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith, 2014. "Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects," CESifo Working Paper Series 4822, CESifo.
  76. Cheng Hsiao, 2005. "Longitudinal Data Analysis," Economic Growth Centre Working Paper Series 0510, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
  77. Magnac, Thierry & Pistolesi, Nicolas & Roux, Sébastien, 2013. "Post schooling human capital investments and the life cycle variance of earnings," TSE Working Papers 13-380, Toulouse School of Economics (TSE).
  78. Mollick, Andre Varella & Wvalle-Vazquez, Karina, 2006. "Chinese competition and its effects on Mexican maquiladoras," Journal of Comparative Economics, Elsevier, vol. 34(1), pages 130-145, March.
  79. Guanghua Wan, 2002. "Income Inequality and Growth in Transition Economies: Are Nonlinear Models Needed?," WIDER Working Paper Series DP2002-104, World Institute for Development Economic Research (UNU-WIDER).
  80. Andrea M. Leiter & Engelbert Theurl, 2021. "Determinants of prepaid systems of healthcare financing: a worldwide country-level perspective," International Journal of Health Economics and Management, Springer, vol. 21(3), pages 317-344, September.
  81. Arturo Lamadrid-Contreras & N.R. Ramírez-Rondán, 2018. "Panel Models with Two Threshold Variables: The Case of Financial Constraints," Working Papers 128, Peruvian Economic Association.
  82. León-González, Roberto & Montolio, Daniel, 2015. "Endogeneity and panel data in growth regressions: A Bayesian model averaging approach," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 23-39.
  83. Haque, N. U. & Pesaran, M. H. & Sharma, Sunil, 1999. "Neglected Heterogeneity and Dynamics in Cross-country Savings Regressions," Cambridge Working Papers in Economics 9904, Faculty of Economics, University of Cambridge.
  84. Bazoumana Ouattara & Samuel Standaert, 2017. "Inequality And Property Rights, Revisited," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 17/935, Ghent University, Faculty of Economics and Business Administration.
  85. Galvao, Antonio F. & Gu, Jiaying & Volgushev, Stanislav, 2020. "On the unbiased asymptotic normality of quantile regression with fixed effects," Journal of Econometrics, Elsevier, vol. 218(1), pages 178-215.
  86. Jan F. Kiviet, 2005. "Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers 05-112/4, Tinbergen Institute.
  87. Jan Hoffmann & Naima Saeed & Sigbjørn Sødal, 2020. "Liner shipping bilateral connectivity and its impact on South Africa’s bilateral trade flows," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 22(3), pages 473-499, September.
  88. Djokoto, Justice Gameli & Gidiglo, Ferguson K. & Srofenyo , Francis Y. & Agyeiwaa-Afrane, Akua, 2022. "Human Development Effects of Food Manufacturing Foreign Direct Investment," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 10(1), January.
  89. Han, Chirok & Phillips, Peter C. B., 2010. "Gmm Estimation For Dynamic Panels With Fixed Effects And Strong Instruments At Unity," Econometric Theory, Cambridge University Press, vol. 26(1), pages 119-151, February.
  90. Melanie Krause & Stefan Szymanski, 2019. "Convergence versus the middle-income trap: the case of global soccer," Applied Economics, Taylor & Francis Journals, vol. 51(27), pages 2980-2999, June.
  91. Cave, Joshua & Chaudhuri, Kausik & Kumbhakar, Subal C., 2023. "Dynamic firm performance and estimator choice: A comparison of dynamic panel data estimators," European Journal of Operational Research, Elsevier, vol. 307(1), pages 447-467.
  92. 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.
  93. Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith, 2023. "Short T dynamic panel data models with individual, time and interactive effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 940-967, September.
  94. Huang, Naqun & Yang, Zhenlin, 2021. "Spatial dynamic models with short panels: Evaluating the impact of purchase restrictions on housing prices," Economic Modelling, Elsevier, vol. 103(C).
  95. Galvao Jr, A. F. & Montes-Rojas, G., 2009. "Instrumental variables quantile regression for panel data with measurement errors," Working Papers 09/06, Department of Economics, City University London.
  96. 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.
  97. Deng, Minfeng & Athanasopoulos, George, 2011. "Modelling Australian domestic and international inbound travel: a spatial–temporal approach," Tourism Management, Elsevier, vol. 32(5), pages 1075-1084.
  98. Bournakis, Ioannis & Ramirez-Rondan, Nelson R., 2022. "Does uncertainty matter for the fiscal consolidation and capital intensity nexus?," MPRA Paper 111592, University Library of Munich, Germany.
  99. Saima Nawaz & M. Idrees Khawaja, 2016. "Fiscal Policy, Institutions And Growth: New Insights," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(05), pages 1251-1278, December.
  100. Yongfu Huang, 2011. "Private investment and financial development in a globalized world," Empirical Economics, Springer, vol. 41(1), pages 43-56, August.
  101. 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.
  102. Elhorst, J. Paul, 2003. "Unconditional maximum likelihood estimation of dynamic models for spatial panels," Research Report 03C27, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  103. Trinh, Hai Hong & Sharma, Gagan Deep & Tiwari, Aviral Kumar & Vo, Diem Thi Hong, 2022. "Examining the heterogeneity of financial development in the energy-environment nexus in the era of climate change: Novel evidence around the world," Energy Economics, Elsevier, vol. 116(C).
  104. Berthonnaud, Pierre & Cesati, Enrico & Drudi, Maria Ludovica & Jager, Kirsten & Kick, Heinrich & Lanciani, Marcello & Schneider, Ludwig & Schwarz, Claudia & Siakoulis, Vasileios & Vroege, Robert, 2021. "Asset encumbrance in euro area banks: analysing trends, drivers and prediction properties for individual bank crises," Occasional Paper Series 261, European Central Bank.
  105. J.Paul Elhorst, 2005. "Models for Dynamic Panels in Space and Time - an Application to Regional Unemployment in the EU," ERSA conference papers ersa05p81, European Regional Science Association.
  106. Montmartin, Benjamin & Herrera, Marcos, 2015. "Internal and external effects of R&D subsidies and fiscal incentives: Empirical evidence using spatial dynamic panel models," Research Policy, Elsevier, vol. 44(5), pages 1065-1079.
  107. Christian Aßmann & Marcel Preising, 2020. "Bayesian estimation and model comparison for linear dynamic panel models with missing values," Australian & New Zealand Journal of Statistics, Australian Statistical Publishing Association Inc., vol. 62(4), pages 536-557, December.
  108. Ping Yu & Shengjie Hong & Peter C. B. Phillips, 2022. "Panel Threshold Regression with Unobserved Individual-Specific Threshold Effects," Cowles Foundation Discussion Papers 2352, Cowles Foundation for Research in Economics, Yale University.
  109. Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," IZA Discussion Papers 6583, Institute of Labor Economics (IZA).
  110. Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.
  111. David M. Zimmer, 2024. "The effects of infant daycare on later‐in‐life employment outcomes," American Journal of Economics and Sociology, Wiley Blackwell, vol. 83(1), pages 143-156, January.
  112. Maurice J.G. Bun & Sarafidis, V., 2013. "Dynamic Panel Data Models," UvA-Econometrics Working Papers 13-01, Universiteit van Amsterdam, Dept. of Econometrics.
  113. Shahimi, Shahida & Hafizuddin-Syah, B.A.M & Fuad, Siti Hanisah, 2018. "The Effect of Sustainability Certification for Export on Operational Profitability of Malaysian Palm Oil Companies," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 52(2), pages 55-67.
  114. Bond, Stephen Roy & Hoeffler, Anke & Temple, Jonathan, 2001. "GMM Estimation of Empirical Growth Models," CEPR Discussion Papers 3048, C.E.P.R. Discussion Papers.
  115. Marco Ferretti & Salvatore Ferri & Raffaele Fiorentino & Adele Parmentola & Alessandro Sapio, 2019. "Neither absent nor too present: the effects of the engagement of parent universities on the performance of academic spin-offs," Small Business Economics, Springer, vol. 52(1), pages 153-173, January.
  116. Chuang, Yih-Chyi & Lai, Wei-Wen, 2008. "The Sources of Taiwan's Regional Unemployment : A Cross-Region Panel Analysis," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 49(2), pages 47-65, December.
  117. Nilsson, Pia & Backman, Mikaela & Bjerke, Lina & Maniriho, Aristide, 2017. "One cow per poor family: effects on consumption and crop production in Rwanda," Working Paper Series in Economics and Institutions of Innovation 462, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
  118. Badi H. Baltagi & Georges Bresson & Anoop Chaturvedi & Guy Lacroix, 2022. "Robust Dynamic Space-Time Panel Data Models Using ε-contamination: An Application to Crop Yields and Climate Change," Center for Policy Research Working Papers 254, Center for Policy Research, Maxwell School, Syracuse University.
  119. Arturas Juodis, 2015. "Iterative Bias Correction Procedures Revisited: A Small Scale Monte Carlo Study," UvA-Econometrics Working Papers 15-02, Universiteit van Amsterdam, Dept. of Econometrics.
  120. Ana Angulo & F. Trívez, 2010. "The impact of spatial elements on the forecasting of Spanish labour series," Journal of Geographical Systems, Springer, vol. 12(2), pages 155-174, June.
  121. Robert F. Phillips, 2014. "Quasi Maximum-Likelihood Estimation Of Dynamic Panel Data Models For Short Time Series," Working Papers 2014-006, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  122. Makiela, Kamil & Ouattara, Bazoumana, 2018. "Foreign direct investment and economic growth: Exploring the transmission channels," Economic Modelling, Elsevier, vol. 72(C), pages 296-305.
  123. Zhenlin Yang, 2014. "Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models," Working Papers 16-2014, Singapore Management University, School of Economics.
  124. Arturas Juodis, 2013. "First Difference Transformation in Panel VAR models: Robustness, Estimation and Inference," UvA-Econometrics Working Papers 13-06, Universiteit van Amsterdam, Dept. of Econometrics.
  125. Lorde, Troy & Li, Gang & Airey, David, 2014. "Modeling Caribbean Tourism Demand: An Augmented Gravity Approach," MPRA Paper 95476, University Library of Munich, Germany.
  126. Guilherme Correa Petry & Ely José Mattos, 2023. "The Effects of Public Expenditure on Municipal Development: A Dynamic Panel Approach," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 165(2), pages 695-714, January.
  127. Michalô °€ Brzozowski, 2020. "Impact of Credit Market Development and Stability on Productivity: New Evidence from the Industry Level," Annals of Economics and Finance, Society for AEF, vol. 21(1), pages 111-129, May.
  128. Doran, Howard E. & Schmidt, Peter, 2006. "GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model," Journal of Econometrics, Elsevier, vol. 133(1), pages 387-409, July.
  129. repec:hal:wpspec:info:hdl:2441/eu4vqp9ompqllr09ij4oge90i is not listed on IDEAS
  130. Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2014. "X-Differencing And Dynamic Panel Model Estimation," Econometric Theory, Cambridge University Press, vol. 30(1), pages 201-251, February.
  131. Samuel Felix Okereke & Richard Kyarem & Martins Iyoboyi, 2023. "Access to Finance and Human Development in Sub-Saharan Africa," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 7(7), pages 1222-1233, July.
  132. Hoch, Felix & Seyberth, Lilo, 2021. "How institutions moderate the effect of gender diversity on firm performance," Discussion Papers of the Institute for Organisational Economics 11/2021, University of Münster, Institute for Organisational Economics.
  133. Yan Shen & Cheng Hsiao & Hiroshi Fujiki, 2005. "Aggregate vs. disaggregate data analysis-a paradox in the estimation of a money demand function of Japan under the low interest rate policy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(5), pages 579-601.
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