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Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance

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Cited by:

  1. Giorgio Calzolari & Laura Magazzini, 2012. "Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood," Empirical Economics, Springer, vol. 43(1), pages 145-152, August.
  2. Hausman, Jerry & Kuersteiner, Guido, 2008. "Difference in difference meets generalized least squares: Higher order properties of hypotheses tests," Journal of Econometrics, Elsevier, vol. 144(2), pages 371-391, June.
  3. Karlsson, Martin & Nilsson, Therese & Pichler, Stefan, 2012. "What Doesn't Kill You Makes You Stronger? The Impact of the 1918 Spanish Flu Epidemic on Economic Performance in Sweden," Working Paper Series 911, Research Institute of Industrial Economics.
  4. 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.
  5. Park, Byeong U. & Sickles, Robin C. & Simar, Leopold, 2003. "Semiparametric-efficient estimation of AR(1) panel data models," Journal of Econometrics, Elsevier, vol. 117(2), pages 279-309, December.
  6. Gabor Kezdi, 2005. "Robus Standard Error Estimation in Fixed-Effects Panel Models," Econometrics 0508018, University Library of Munich, Germany.
  7. Christian Almer & Jeremy Laurent-Lucchetti & Manuel Oechslin, 2014. "Agricultural shocks and riots: A disaggregated analysis," Department of Economics Working Papers 24/14, University of Bath, Department of Economics.
  8. Melvin Stephens, 2002. "Worker Displacement and the Added Worker Effect," Journal of Labor Economics, University of Chicago Press, vol. 20(3), pages 504-537, July.
  9. Jee-Seon Kim & Edward Frees, 2006. "Omitted Variables in Multilevel Models," Psychometrika, Springer;The Psychometric Society, vol. 71(4), pages 659-690, December.
  10. Neckermann, Susanne & Cueni, Reto & Frey, Bruno S., 2014. "Awards at work," Labour Economics, Elsevier, vol. 31(C), pages 205-217.
  11. 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.
  12. A. Colin Cameron & Douglas L. Miller, 2010. "Robust Inference with Clustered Data," Working Papers 107, University of California, Davis, Department of Economics.
  13. Hugo Kruiniger, 2002. "On the Estimation of Panel Regression Models with Fixed Effects," Working Papers 450, Queen Mary University of London, School of Economics and Finance.
  14. Gregory S. Amacher & Daniel Hellerstein, 1999. "The error structure of time series cross‐section hedonic models with sporadic event timing and serial correlation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(3), pages 233-252, May.
  15. Sébastien Roux & Philippe Zamora, 2013. "L'impact local des radars fixes sur les accidents de la route : un effet important après l'installation mais plus réduit à long terme," Économie et Statistique, Programme National Persée, vol. 460(1), pages 37-68.
  16. repec:hal:wpspec:info:hdl:2441/eu4vqp9ompqllr09ij4oge90i is not listed on IDEAS
  17. 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.
  18. Sébastien Roux & Philippe Zamora, 2011. "Short and Medium-Run Local Effects of Fixed Speed Enforcement Cameras on Accidents : Evidence from the French Case," Working Papers 2011-01, Center for Research in Economics and Statistics.
  19. Lung‐fei Lee & Jihai Yu, 2012. "Spatial Panels: Random Components Versus Fixed Effects," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(4), pages 1369-1412, November.
  20. Ayla Ogus & Cinar Ozen & Cem Kilic, 2007. "The Turkish Sugar Industry in the Aftermath of EU Sugar Reform," Papers of the Annual IUE-SUNY Cortland Conference in Economics, in: Oguz Esen & Ayla Ogus (ed.), Proceedings of the Conference on Globalization and Its Discontents, pages 174-185, Izmir University of Economics.
  21. A. Colin Cameron & Douglas L. Miller, 2010. "Robust Inference with Clustered Data," Working Papers 318, University of California, Davis, Department of Economics.
  22. Qian, Hailong & Schmidt, Peter, 2003. "Partial GLS regression," Economics Letters, Elsevier, vol. 79(3), pages 385-392, June.
  23. Ahn, Seung Chan & Hoon Lee, Young & Schmidt, Peter, 2001. "GMM estimation of linear panel data models with time-varying individual effects," Journal of Econometrics, Elsevier, vol. 101(2), pages 219-255, April.
  24. Kaufmann, Daniel & Kraay, Aart & Zoido-Lobaton, Pablo, 1999. "Aggregating governance indicators," Policy Research Working Paper Series 2195, The World Bank.
  25. Sam Schulhofer-Wohl, 2011. "Heterogeneity and Tests of Risk Sharing," Journal of Political Economy, University of Chicago Press, vol. 119(5), pages 925-958.
  26. Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Sciences Po publications info:hdl:2441/eu4vqp9ompq, Sciences Po.
  27. Hansen, Christian B., 2007. "Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects," Journal of Econometrics, Elsevier, vol. 140(2), pages 670-694, October.
  28. Dann Payares Ayola, 2012. "Estimación del potencial de valorización del suelo en Barranquilla en el periodo 2001-2011. Estimación de efectos fijos en datos de panel," Revista de Economía del Caribe 10851, Universidad del Norte.
  29. repec:hal:spmain:info:hdl:2441/eu4vqp9ompqllr09ij4oge90i is not listed on IDEAS
  30. Jeffrey M. Wooldridge, 2009. "Difference-in-differences estimation (in Russian)," Quantile, Quantile, issue 6, pages 25-47, March.
  31. Wooldridge, Jeffrey M., 1995. "Selection corrections for panel data models under conditional mean independence assumptions," Journal of Econometrics, Elsevier, vol. 68(1), pages 115-132, July.
  32. Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Working Papers hal-01073732, HAL.
  33. Michael Pfaffermayr, 2013. "The Cliff and Ord Test for Spatial Correlation of the Disturbances in Unbalanced Panel Models," International Regional Science Review, , vol. 36(4), pages 492-506, October.
  34. Joilson Dias & Maria Helena Ambrosio Dias, 2004. "Educação Dos Jovens, Analfabetismo E O Custo Governo: Teoria E Aplicações Econométricas Para O Brasil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] 049, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  35. repec:spo:wpecon:info:hdl:2441/eu4vqp9ompqllr09ij4oge90i is not listed on IDEAS
  36. Susanne Neckermann & Reto Cueni & Bruno S. Frey, 2009. "What is an Award Worth? An Econometric Assessment of the Impact of Awards on Employee Performance," CESifo Working Paper Series 2657, CESifo.
  37. Asai, Manabu, 2023. "Feasible Panel GARCH Models: Variance-Targeting Estimation and Empirical Application," Econometrics and Statistics, Elsevier, vol. 25(C), pages 23-38.
  38. 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.
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