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

by Hsiao, Cheng & Hashem Pesaran, M. & Kamil Tahmiscioglu, A.

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  1. Kester Guy & Anton Belgrave, 2012. "Fiscal Multiplier in Microstates: Evidence from the Caribbean," International Advances in Economic Research, International Atlantic Economic Society, vol. 18(1), pages 74-86, February.
  2. 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.
  3. Cheng Hsiao & Yan Shen & Hiroshi Fujiki, 2004. "Aggregate vs Disaggregate Data Analysis — A Paradox in the Estimation of a Money Demand Function of Japan Under the Low Interest Rate Policy," IEPR Working Papers 04.1, Institute of Economic Policy Research (IEPR).
  4. Richard Frenscha & Jan Hanousekb & Evzen Kocenda, 2016. "Trade in parts and components across Europe," KIER Working Papers 939, Kyoto University, Institute of Economic Research.
  5. Hugo Kruiniger, 2006. "Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions," Working Papers 582, Queen Mary University of London, School of Economics and Finance.
  6. 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.
  7. Savas Papadopoulos, 2010. "Theory and methodology for dynamic panel data: tested by simulations based on financial data," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 1(3/4), pages 239-253.
  8. Fujiki, Hiroshi & Kitamura, Yukinobu, 2003. "The Big Mac Standard: A Statistical Illustration," Discussion Paper Series a446, Institute of Economic Research, Hitotsubashi University.
  9. Cheng Hsiao, 2013. "Panel Data Analysis - Advantages and Challenges," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  10. Wan, Guanghua, 2002. "Income Inequality and Growth in Transition Economies: Are Nonlinear Models Needed?," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  11. Wanjoong Kim, 2005. "Analyses Of The Relationship Between Exchange Rates And Employment In Korea," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 30(2), pages 131-153, December.
  12. Blazsek, Szabolcs & Escribano, Álvaro, 2014. "Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers," UC3M Working papers. Economics we1412, Universidad Carlos III de Madrid. Departamento de Economía.
  13. Abdoul Wane, 2004. "Growth and Convergence in WAEMU Countries," IMF Working Papers 04/198, International Monetary Fund.
  14. 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.
  15. 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.
  16. Kruiniger, Hugo, 2008. "Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model," Journal of Econometrics, Elsevier, vol. 144(2), pages 447-464, June.
  17. Gorodnichenko, Yuriy, 2008. "Using Firm Optimization to Evaluate and Estimate Returns to Scale," IZA Discussion Papers 3368, Institute for the Study of Labor (IZA).
  18. Han, Chirok & Phillips, Peter C. B. & Sul, Donggyu, 2014. "X-Differencing And Dynamic Panel Model Estimation," Econometric Theory, Cambridge University Press, vol. 30(01), pages 201-251, February.
  19. Geroski, Paul A & Samiei, Hossein & Urga, Giovanni, 1997. "Are Differences in Firm Size Transitory or Permanent?," CEPR Discussion Papers 1691, C.E.P.R. Discussion Papers.
  20. 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.
  21. John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006. "Econometrics: A Bird’s Eye View," CESifo Working Paper Series 1870, CESifo Group Munich.
  22. 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.
  23. Kukenova, Madina & Monteiro, Jose-Antonio, 2008. "Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation," MPRA Paper 13405, University Library of Munich, Germany, revised Feb 2009.
  24. Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," IZA Discussion Papers 6583, Institute for the Study of Labor (IZA).
  25. International Monetary Fund, 1999. "Neglected Heterogeneity and Dynamics in Cross-Country Savings Regressions," IMF Working Papers 99/128, International Monetary Fund.
  26. 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.
  27. Steve Bond & Céline Nauges & Frank Windmeijer, 2005. "Unit roots: identification and testing in micro panels," CeMMAP working papers CWP07/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  28. Roberto Leon-Gonzalez & Daniel Montolio, 2012. "Endogeneity and Panel Data in Growth Regressions: A Bayesian Model Averaging Approach," GRIPS Discussion Papers 12-08, National Graduate Institute for Policy Studies.
  29. 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, 06.
  30. Panayiotis P. Athanasoglou & Sophocles N. Brissimis & Matthaios D. Delis, 2005. "Bank-Specific, Industry-Specific and Macroeconomic Determinants of Bank Profitability," Working Papers 25, Bank of Greece.
  31. Javier Alvarez & Manuel Arellano, 2004. "Robust Likelihood Estimation Of Dynamic Panel Data Models," Working Papers wp2004_0421, CEMFI.
  32. Jan F. Kiviet & Milan Pleus & Rutger Poldermans, 2014. "Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models," Economic Growth Centre Working Paper Series 1415, Nanyang Technological University, School of Humanities and Social Sciences, Economic Growth Centre.
  33. Cheng Hsiao, 2005. "Longitudinal Data Analysis," Economic Growth Centre Working Paper Series 0510, Nanyang Technological University, School of Humanities and Social Sciences, Economic Growth Centre.
  34. 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.
  35. Hujer, Reinhard & Zeiss, Christopher, 2003. "Macroeconomic Impacts of ALMP on the Matching Process in West Germany," IZA Discussion Papers 915, Institute for the Study of Labor (IZA).
  36. Yongfu Huang, 2006. "Private investment and financial development in a globalized world," Bristol Economics Discussion Papers 06/589, Department of Economics, University of Bristol, UK.
  37. 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(01), pages 119-151, February.
  38. Benjamin Montmartin & Marcos Herrera, 2014. "Internal and External Effects of R&D Subsidies and Fiscal Incentives: Empirical Evidence Using Spatial Dynamic Panel Models," GREDEG Working Papers 2014-09, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
  39. Zhenlin Yang, 2014. "Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models," Working Papers 16-2014, Singapore Management University, School of Economics.
  40. Cizek, P. & Jacobs, J.P.A.M. & Ligthart, J.E. & Vrijburg, H., 2011. "GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors (Replaced by CentER DP 2015-003)," Discussion Paper 2011-134, Tilburg University, Center for Economic Research.
  41. 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.
  42. 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.
  43. Youssef, Ahmed & Abonazel, Mohamed R., 2015. "Alternative GMM Estimators for First-order Autoregressive Panel Model: An Improving Efficiency Approach," MPRA Paper 68674, University Library of Munich, Germany.
  44. Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2015. "Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 188(1), pages 111-134.
  45. 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, Research Program on Forecasting.
  46. 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.
  47. repec:kap:iaecre:v:18:y:2012:i:1:p:74-86 is not listed on IDEAS
  48. Hsiao, Cheng & Zhang, Junwei, 2015. "IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large," Journal of Econometrics, Elsevier, vol. 187(1), pages 312-322.
  49. 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.
  50. Choong, Chee-Keong & Baharumshah, Ahmad Zubaidi & Yusop, Zulkornain & Habibullah, Muzafar Shah, 2010. "Private capital flows, stock market and economic growth in developed and developing countries: A comparative analysis," Japan and the World Economy, Elsevier, vol. 22(2), pages 107-117, March.
  51. Reinhard Hujer & Paulo J.M. Rodrigues & Katja Wolf, 2008. "Dynamic Panel Data Models with Spatial Correlation," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), Justus-Liebig University Giessen, Department of Statistics and Economics, vol. 228(5+6), pages 612-629, December.
  52. Izabela Sobiech, 2015. "Remittances, finance and growth: does financial development foster remittances and their impact on economic growth," FIW Working Paper series 158, FIW.
  53. 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.
  54. 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.
  55. Gareth M. Thomas & Seung C. Ahn, 2004. "Likelihood Based Inference for amic Panel Data Models," Econometric Society 2004 Far Eastern Meetings 669, Econometric Society.
  56. Stephen Bond & Anke Hoeffler & Jonathan Temple, 2001. "GMM Estimation of Empirical Growth Models," Economics Papers 2001-W21, Economics Group, Nuffield College, University of Oxford.
  57. 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.
  58. 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.
  59. Hsiao, Cheng & Zhou, Qiankun, 2015. "Statistical inference for panel dynamic simultaneous equations models," Journal of Econometrics, Elsevier, vol. 189(2), pages 383-396.
  60. Minfeng Deng & George Athanasopoulos, 2009. "Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach," Monash Econometrics and Business Statistics Working Papers 10/09, Monash University, Department of Econometrics and Business Statistics.
  61. Musisi, A.A., 2006. "Physical public infrastructure and private sector output/productivity in Uganda: a firm level analysis," ISS Working Papers - General Series 19182, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
  62. 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.
  63. 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.
  64. J. Elhorst, 2012. "Dynamic spatial panels: models, methods, and inferences," Journal of Geographical Systems, Springer, vol. 14(1), pages 5-28, January.
  65. Escribano, Álvaro & Blazsek, Szabolcs, 2012. "Patents, secret innovations and firm's rate of return : differential effects of the innovation leader," UC3M Working papers. Economics we1202, Universidad Carlos III de Madrid. Departamento de Economía.
  66. Lee, Jim, 2015. "The regional economic impact of oil and gas extraction in Texas," Energy Policy, Elsevier, vol. 87(C), pages 60-71.
  67. André van Stel & Martin Carree & Emilio Congregado & Antonio Golpe, 2013. "Self-employment and Job Generation in Metropolitan Areas, 1969-2009," Scales Research Reports H201306, EIM Business and Policy Research.
  68. Su, Liangjun & Yang, Zhenlin, 2015. "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 230-258.
  69. Lee, Lung-fei & Yu, Jihai, 2014. "Efficient GMM estimation of spatial dynamic panel data models with fixed effects," Journal of Econometrics, Elsevier, vol. 180(2), pages 174-197.
  70. Karavias, Yiannis & Tzavalis, Elias, 2012. "Generalized �Fixed-T Panel Unit Root Tests Allowing for Structural Breaks," MPRA Paper 43128, University Library of Munich, Germany.
  71. Myung Hwan Seo & Yongcheol Shin, 2014. "Dynamic Panels with Threshold Effect and Endogeneity," STICERD - Econometrics Paper Series 577, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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