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Citations for "Efficient estimation of models for dynamic panel data"

by Ahn, Seung C. & Schmidt, Peter

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  1. Yongcheol Shin & Ron P Smith & Mohammad Hashem Pesaran, 1998. "Pooled Mean Group Estimation of Dynamic Heterogeneous Panels," ESE Discussion Papers 16, Edinburgh School of Economics, University of Edinburgh.
  2. Giorgio Calzolari & Laura Magazzini, 2011. "Moment Conditions and Neglected Endogeneity in Panel Data Models," Working Papers 02/2011, University of Verona, Department of Economics.
  3. Bushra Yasmin & Aliya H. Khan, 2005. "Trade Liberalisation and Labour Demand Elasticities: Empirical Evidence for Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 44(4), pages 1067-1089.
  4. Benoit Mulkay & Bronwyn H. Hall & Jacques Mairesse, 2001. "Firm Level Investment and R&D in France and the United States: A Comparison," Economics Papers 2001-W2, Economics Group, Nuffield College, University of Oxford.
  5. Marinho, Emerson & Araújo, Jair, 2010. "Pobreza e o Sistema de Seguridade Social Rural no Brasil," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 64(2), May.
  6. Romano, Antonio Angelo & Scandurra, Giuseppe, 2013. "Investments in renewable energy sources in OPEC members: a dynamic panel approach," MPRA Paper 50870, University Library of Munich, Germany.
  7. Nauros F. Campos & Jeffrey B. Nugent, 2000. "Investment and Instability," William Davidson Institute Working Papers Series 337, William Davidson Institute at the University of Michigan.
  8. Marinho, Emerson & Linhares, Fabricio & Campelo, Guaracyane, 2011. "Os Programas de Transferência de Renda do Governo Impactam a Pobreza no Brasil?," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 65(3), August.
  9. Hsaio, Cheng & Pesaran, M. Hashem & Tahmiscioglu, A. Kamil, 1998. "Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods," Cambridge Working Papers in Economics 9826, Faculty of Economics, University of Cambridge.
  10. Hutchison, Michael M. & Noy, Ilan, 2004. "Sudden Stops and the Mexican Wave: Currency Crises, Capital Flow Reversals and Output Loss in Emerging Markets," Santa Cruz Center for International Economics, Working Paper Series qt38j2b036, Center for International Economics, UC Santa Cruz.
  11. Thorsten Beck & Ross Levine, 2002. "Stock Markets, Banks, and Growth: Panel Evidence," NBER Working Papers 9082, National Bureau of Economic Research, Inc.
  12. Crepon, Bruno & Kramarz, Francis & Trognon, Alain, 1997. "Parameters of interest, nuisance parameters and orthogonality conditions An application to autoregressive error component models," Journal of Econometrics, Elsevier, vol. 82(1), pages 135-156.
  13. Kyoung-Youn Na & Chirok Han & Chang-Ho Yoon, 2013. "Network effect of transportation infrastructure: a dynamic panel evidence," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 50(1), pages 265-274, February.
  14. Cole, Rebel & Moshirian, Fari & Wu, Qionbing, 2007. "Bank stock returns and economic growth," MPRA Paper 29188, University Library of Munich, Germany.
  15. Norman Loayza & Klaus Schmidt-Hebbel & Luis Servén, 1999. "What Drives Private Saving Across the World?," Working Papers Central Bank of Chile 47, Central Bank of Chile.
  16. Richard Blundell & Rachel Griffith & Frank Windmeijer, 1999. "Individual effects and dynamics in count data models," IFS Working Papers W99/03, Institute for Fiscal Studies.
  17. Francesco Bogliacino & Mariacristina Piva & Marco Vivarelli, 2011. "The impact of R&D on employment in Europe: A firm-level analysis," DISCE - Quaderni del Dipartimento di Scienze Economiche e Sociali dises1176, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
  18. Huigang Chen & Alin T Mirestean & Charalambos G Tsangarides, 2011. "Limited Information Bayesian Model Averaging for Dynamic Panels with An Application to a Trade Gravity Model," IMF Working Papers 11/230, International Monetary Fund.
  19. Shiu, Ji-Liang, 2014. "An alternative identification of nonlinear dynamic panel data models with unobserved covariates," Economics Letters, Elsevier, vol. 122(2), pages 338-342.
  20. Douglas Noonan, 2007. "Fiscal pressures, institutional context, and constituents: a dynamic model of states’ arts agency appropriations," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 31(4), pages 293-310, December.
  21. Fathi Fakhfakh & Virginie Pérotin & Monica Gago, 2011. "Productivity, Capital and Labor in Labor-Managed and Conventional Firms," Working Papers halshs-00838518, HAL.
  22. Petreski, Marjan, 2009. "Analysis of exchange-rate regime effect on growth: theoretical channels and empirical evidence with panel data," Economics Discussion Papers 2009-49, Kiel Institute for the World Economy (IfW).
  23. Lambarraa, Fatima, 2011. "Dynamic Efficiency Analysis of Spanish Outdoor and Greenhouse Horticulture Sector," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114408, European Association of Agricultural Economists.
  24. Chirok Han & Peter C. B. Phillips, 2006. "GMM with Many Moment Conditions," Econometrica, Econometric Society, vol. 74(1), pages 147-192, 01.
  25. Arnab Bhattacharjee & Sean Holly, 2010. "Understanding Interactions in Social Networks and Committees," CDMA Working Paper Series 201004, Centre for Dynamic Macroeconomic Analysis.
  26. Nicholas Apergis, 2010. "Old Wine in a New Bottle: Are Financial Variables Omitted Variables in the Production Function?," Research in World Economy, Research in World Economy, Sciedu Press, vol. 1(1), pages 2-9, November.
  27. Andrés Rodríguez-Pose & Vassilis Tselios, 2009. "Education And Income Inequality In The Regions Of The European Union," Journal of Regional Science, Wiley Blackwell, vol. 49(3), pages 411-437.
  28. 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.
  29. Wansbeek, Tom & Bekker, Paul, 1996. "On IV, GMM and ML in a dynamic panel data model," Economics Letters, Elsevier, vol. 51(2), pages 145-152, May.
  30. Disli, Mustafa & Ng, Adam & Askari, Hossein, 2016. "Culture, income, and CO2 emission," Renewable and Sustainable Energy Reviews, Elsevier, vol. 62(C), pages 418-428.
  31. Badri Narayanan G, 2005. "Effects of trade liberalisation, environmental and labour regulations on employment in India's organised textile sector," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2005-005, Indira Gandhi Institute of Development Research, Mumbai, India.
  32. Anil Mishra, 2014. "Foreign Ownership and Firm Value: Evidence from Australian Firms," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 21(1), pages 67-96, March.
  33. Gérard Ballot & Fathi Fakhfakh & Erol Taymaz, 2002. "Who benefits from training and R&D: The firm or the workers? A study on panels of French and Swedish firms," ERC Working Papers 0201, ERC - Economic Research Center, Middle East Technical University, revised Jan 2002.
  34. G. Malengier & L. Pozzi, 2004. "Examining Ricardian Equivalence by estimating and bootstrapping a nonlinear dynamic panel model," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/274, Ghent University, Faculty of Economics and Business Administration.
  35. Genya Kobayashi & Hideo Kozumi, 2012. "Bayesian analysis of quantile regression for censored dynamic panel data," Computational Statistics, Springer, vol. 27(2), pages 359-380, June.
  36. Lancaster, Tony, 2000. "The incidental parameter problem since 1948," Journal of Econometrics, Elsevier, vol. 95(2), pages 391-413, April.
  37. Stephen Bond & Anke Hoeffler & Jonathan Temple, 2001. "GMM Estimation of Empirical Growth Models," Economics Papers 2001-W21, Economics Group, Nuffield College, University of Oxford.
  38. A. Gledson de Carvalho & Francisco Anuatti-Neto & Milton Barossi-Filho & Roberto Macedo, 2003. "Costs and Benefits of Privatization: Evidence from Brazil," Research Department Publications 3149, Inter-American Development Bank, Research Department.
  39. Marco Vega & Diego Winkelried, 2004. "How Does Global Disinflation Drag Inflation in Small Open Economies?," Macroeconomics 0403008, EconWPA.
  40. Alonso-Borrego, César & Arrellano, Manuel, 1996. "Symmetrically normalized instrumental-variable estimation using panel data," UC3M Working papers. Economics 4098, Universidad Carlos III de Madrid. Departamento de Economía.
  41. Lambarraa, Fatima, 2012. "The Spanish Horticulture Sector: A dynamic efficiency analysis of Outdoor and Greenhouse farms," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126797, International Association of Agricultural Economists.
  42. Jorge Carrera & Guillermo Vuletin, 2003. "The Effects of Exchange Rate Regimes on Real Exchange Rate Volatility. A Dynamic Panel Data Approach," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31th Brazilian Economics Meeting] c67, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  43. Kai Carstensen & Farid Toubal, 2004. "Foreign Direct Investment in Central and Eastern European Countries: A Dynamic Panel Analysis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00311585, HAL.
  44. Michele Ca' Zorzi & Alistair Dieppe & Alex Chudik, 2011. "Thousands of Models, One Story: Current Account Imbalances in the Global Economy," EcoMod2011 3184, EcoMod.
  45. Eschenhof, Sabine, 2009. "Standard Taylor rules revisited: A cross country study for European countries," Darmstadt Discussion Papers in Economics 196, Darmstadt University of Technology, Department of Law and Economics.
  46. Eliane Cristina de Araújo, 2011. "Volatilidade Cambial eCrescimento Econômico: Teorias e Evidencias para Economias emDesenvolvimento e Emergentes (1980 e 2007)," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 105, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
  47. Jeffrey M Wooldridge, 2002. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers CWP18/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  48. Bun, Maurice J.G. & Kiviet, Jan F., 2006. "The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models," Journal of Econometrics, Elsevier, vol. 132(2), pages 409-444, June.
  49. 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.
  50. G. Mythili, 2006. "Supply response of Indian farmers: Pre and post reforms," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2006-009, Indira Gandhi Institute of Development Research, Mumbai, India.
  51. Serven, Luis, 1998. "Macroeconomic uncertainty and private investment in developing countries - an empirical investigation," Policy Research Working Paper Series 2035, The World Bank.
  52. Judson, Ruth A. & Owen, Ann L., 1999. "Estimating dynamic panel data models: a guide for macroeconomists," Economics Letters, Elsevier, vol. 65(1), pages 9-15, October.
  53. Behera, Smruti Ranjan Behera & Dua, Pami Dua & Goldar, Bishwanath Goldar, 2012. "Technology Spillover of Foreign Direct Investment: An Analysis of Different Clusters in India," MPRA Paper 43840, University Library of Munich, Germany.
  54. 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.
  55. YUAN, Chunming & CHEN, Ruo, 2015. "Policy transmissions, external imbalances, and their impacts: Cross-country evidence from BRICS," China Economic Review, Elsevier, vol. 33(C), pages 1-24.
  56. Hua Wang & Nlandu Mamingi & Benoit Laplante & Susmita Dasgupta, 2003. "Incomplete Enforcement of Pollution Regulation: Bargaining Power of Chinese Factories," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 24(3), pages 245-262, March.
  57. Zhaoxia Xu, 2007. "Do Firms Adjust Toward a Target Leverage Level?," Staff Working Papers 07-50, Bank of Canada.
  58. Mishra, Anil V & Ratti, Ronald A, 2013. "Taxation of Domestic Dividend Income and Foreign Investment Holdings," MPRA Paper 50601, University Library of Munich, Germany.
  59. Chen, Yanjing, 2009. "Agglomeration and location of foreign direct investment: The case of China," China Economic Review, Elsevier, vol. 20(3), pages 549-557, September.
  60. Hahn, Jinyong, 1997. "Efficient estimation of panel data models with sequential moment restrictions," Journal of Econometrics, Elsevier, vol. 79(1), pages 1-21, July.
  61. Michael Creel, 2009. "A Data Mining Approach to Indirect Inference," UFAE and IAE Working Papers 788.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 25 Oct 2009.
  62. Li, Rui & Wan, Alan T.K. & You, Jinhong, 2016. "Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 401-423.
  63. G. Mythili, 2010. "Supply Response of Indian Farmers: Pre and Post Reforms," Working Papers id:2633, eSocialSciences.
  64. Byeong Park & Seuck Song, 2007. "Comments on: 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 47-51, May.
  65. Chirok Han & Peter C.B. Phillips & Donggyu Sul, 2010. "X-Differencing and Dynamic Panel Model Estimation," Cowles Foundation Discussion Papers 1747, Cowles Foundation for Research in Economics, Yale University.
  66. Loayza, Norman & Schmidt-Hebbel, Klaus & Serven, Luis, 2000. "What drives private saving around the world?," Policy Research Working Paper Series 2309, The World Bank.
  67. Byeong U. Park & Robin C Sickles & Léopold Simar, 2002. "Semi parametric efficient estimation of dynamic panel data models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C6-1, International Conferences on Panel Data.
  68. Marconi, Nelson & Reis, Cristina Fróes de Borja & Araújo, Eliane Cristina de, 2016. "Manufacturing and economic development: The actuality of Kaldor's first and second laws," Structural Change and Economic Dynamics, Elsevier, vol. 37(C), pages 75-89.
  69. F. J. Ledesma-Rodríguez & M. Navarro-Ibánez & J. V. Pérez-Rodríguez, . "Panel data and tourism demand. The case of Tenerife," Working Papers 99-17, FEDEA.
  70. Arvid Raknerud, 2002. "Identification, Estimation and Testing in Panel Data Models with Attrition: The Role of the Missing at Random Assumption," Discussion Papers 330, Statistics Norway, Research Department.
  71. Bun, Maurice J.G. & Carree, Martin A., 2006. "Bias-corrected estimation in dynamic panel data models with heteroscedasticity," Economics Letters, Elsevier, vol. 92(2), pages 220-227, August.
  72. Richard Blundell & Steve Bond, 1995. "Initial conditions and moment restrictions in dynamic panel data models," IFS Working Papers W95/17, Institute for Fiscal Studies.
  73. Anupam Nanda, 2005. "Property Condition Disclosure Law: Does 'Seller Tell All' Matter in Property Values?," Working papers 2005-47, University of Connecticut, Department of Economics, revised Jul 2006.
  74. 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.
  75. Angelica Gonzalez, 2007. "Empirical Likelihood: Improved Inference within Dynamic Panel Data Models," ESE Discussion Papers 154, Edinburgh School of Economics, University of Edinburgh.
  76. 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.
  77. 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.
  78. Geert Dhaene & Koen Jochmans, 2011. "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Working Papers hal-01073732, HAL.
  79. Sarafidis, Vasilis, 2009. "GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence," MPRA Paper 25176, University Library of Munich, Germany.
  80. 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).
  81. 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.
  82. 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.
  83. 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.
  84. Martín Redrado & Jorge Carrera & Diego Bastourre & Javier Ibarlucia, 2006. "The Economic Policy of Foreign Reserve Accumulation: New International Evidence," BCRA Working Paper Series 200614, Central Bank of Argentina, Economic Research Department.
  85. Yoshitsugu Kitazawa, 2009. "Equidispersion and moment conditions for count panel data model," Discussion Papers 33, Kyushu Sangyo University, Faculty of Economics.
  86. Ambra Poggi & Matteo Richiardi, 2012. "Accounting for Unobserved Heterogeneity in Discrete-time, Discrete-choice Dynamic Microsimulation Models. An application to Labor Supply and Household Formation in Italy," LABORatorio R. Revelli Working Papers Series 117, LABORatorio R. Revelli, Centre for Employment Studies.
  87. Michael Funke & Ralf Ruhwedel, 2002. "Export variety and export performance: Empirical evidence for the OECD countries," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 138(1), pages 97-114, March.
  88. Kripfganz, Sebastian, 2014. "Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100604, Verein für Socialpolitik / German Economic Association.
  89. Gayle, George-Levi & Viauroux, Christelle, 2007. "Root-N consistent semiparametric estimators of a dynamic panel-sample-selection model," Journal of Econometrics, Elsevier, vol. 141(1), pages 179-212, November.
  90. Schoder, Christian, 2013. "Credit vs. demand constraints: The determinants of US firm-level investment over the business cycles from 1977 to 2011," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 1-27.
  91. Mutl, Jan, 2009. "Consistent Estimation of Global VAR Models," Economics Series 234, Institute for Advanced Studies.
  92. Cheng Hsiao, 2006. "Panel Data Analysis - Advantages and Challenges," IEPR Working Papers 06.49, Institute of Economic Policy Research (IEPR).
  93. repec:wyi:journl:002076 is not listed on IDEAS
  94. Scott, K. Rebecca, 2011. "Demand and price volatility: rational habits in international gasoline demand," CUDARE Working Paper Series 1122, University of California at Berkeley, Department of Agricultural and Resource Economics and Policy.
  95. Tong Li & Xiaoyong Zheng, 2008. "Semiparametric Bayesian inference for dynamic Tobit panel data models with unobserved heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(6), pages 699-728.
  96. Flannery, Mark J. & Hankins, Kristine Watson, 2013. "Estimating dynamic panel models in corporate finance," Journal of Corporate Finance, Elsevier, vol. 19(C), pages 1-19.
  97. Shiu, Ji-Liang & Hu, Yingyao, 2013. "Identification and estimation of nonlinear dynamic panel data models with unobserved covariates," Journal of Econometrics, Elsevier, vol. 175(2), pages 116-131.
  98. Biørn, Erik, 2012. "The Measurement Error Problem in Dynamic Panel Data Analysis: Modeling and GMM Estimation," Memorandum 02/2012, Oslo University, Department of Economics.
  99. Steve Bond & Clive Bowsher & Frank Windmeijer, 2001. "Criterion-based inference for GMM in autoregressive panel-data models," IFS Working Papers W01/02, Institute for Fiscal Studies.
  100. Herbert Bruecker & Philipp Schroder & Christian Weise, 2004. "Can EU Conditionality Remedy Soft Budget Constraints In Transition Countries?," Royal Economic Society Annual Conference 2004 126, Royal Economic Society.
  101. Barry Abrams & Santharajah Kumaradevan & Vasilis Sarafidis & Frank Spaninks, 2012. "An Econometric Assessment of Pricing Sydney’s Residential Water Use," The Economic Record, The Economic Society of Australia, vol. 88(280), pages 89-105, 03.
  102. Kripfganz, Sebastian & Schwarz, Claudia, 2013. "Estimation of linear dynamic panel data models with time-invariant regressors," Discussion Papers 25/2013, Deutsche Bundesbank, Research Centre.
  103. Zhang, Yue-Jun & Peng, Hua-Rong & Liu, Zhao & Tan, Weiping, 2015. "Direct energy rebound effect for road passenger transport in China: A dynamic panel quantile regression approach," Energy Policy, Elsevier, vol. 87(C), pages 303-313.
  104. Cheng Hsiao & Yan Shen & Hiroshi Fujiki, 2002. "Aggregate vs Disaggregate Data Analysis - A Paradox in the Estimation of Money Demand Function of Japan Under the Low Interest Rate Policy," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A4-1, International Conferences on Panel Data.
  105. repec:ilr:articl:v:65:y:2012:i:4:p:847-879 is not listed on IDEAS
  106. Carlos Medina & Christian M. Posso & Jorge A. Tamayo & Emma Monsalve, 2012. "Dinámica de la Demanda Laboral en la Industria Manufacturera Colombiana 1993-2009: una Estimación Panel VAR," Borradores de Economia 694, Banco de la Republica de Colombia.
  107. Cao, Bolong & Sun, Yixiao, 2011. "Asymptotic distributions of impulse response functions in short panel vector autoregressions," Journal of Econometrics, Elsevier, vol. 163(2), pages 127-143, August.
  108. Luintel, Kul B. & Mavrotas, George, 2005. "Examining Private Investment Heterogeneity: Evidence from a Dynamic Panel," Working Paper Series DP2005/11, World Institute for Development Economic Research (UNU-WIDER).
  109. Francisco Sogorb- Mira & José Lopez- Gracia, 2003. "Pecking Order Versus Trade-Off: An Empirical Approach To The Small And Medium Enterprise Capital Structure," Working Papers. Serie EC 2003-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  110. Fedorov, Leonid & Sahn, David E, 2005. "Socioeconomic Determinants of Children's Health in Russia: A Longitudinal Study," Economic Development and Cultural Change, University of Chicago Press, vol. 53(2), pages 479-500, January.
  111. Nathaniel T Wilcox, 2003. "Heterogeneity and Learning Principles," Levine's Bibliography 666156000000000435, UCLA Department of Economics.
  112. Tolga Omay, 2014. "A Survey about Smooth Transition Panel Data Analysis," Econometrics Letters, Bilimsel Mektuplar Organizasyonu (Scientific letters), vol. 1(1), pages 18-29.
  113. 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.
  114. Jan F. Kiviet, 2005. "Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers 05-112/4, Tinbergen Institute.
  115. Youssef, Ahmed H. & El-Sheikh, Ahmed A. & Abonazel, Mohamed R., 2014. "Improving the Efficiency of GMM Estimators for Dynamic Panel Models," MPRA Paper 68675, University Library of Munich, Germany.
  116. Chudik, Alexander & Pesaran, M. Hashem & Yang, Jui-Chung, 2016. "Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor," Globalization and Monetary Policy Institute Working Paper 281, Federal Reserve Bank of Dallas.
  117. J. Rodrigo Fuentes & Verónica Mies, 2007. "Changes in Monetary Policy Conduct and Their Effects on Banking Spreads," Working Papers Central Bank of Chile 428, Central Bank of Chile.
  118. João Coelho & Carlos Santos, 2008. "The Budgeting of Portuguese Public Museums: a dynamic panel data analysis," Working Papers de Economia (Economics Working Papers) 032008, Católica Porto Business School, Universidade Católica Portuguesa.
  119. 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.
  120. Scott, K. Rebecca, 2015. "Demand and price uncertainty: Rational habits in international gasoline demand," Energy, Elsevier, vol. 79(C), pages 40-49.
  121. Hahn, Jinyong & Hausman, Jerry & Kuersteiner, Guido, 2007. "Long difference instrumental variables estimation for dynamic panel models with fixed effects," Journal of Econometrics, Elsevier, vol. 140(2), pages 574-617, October.
  122. David Pacini & Frank Windmeijer, 2015. "Moment Conditions for AR(1) Panel Data Models with Missing Outcomes," Bristol Economics Discussion Papers 15/660, Department of Economics, University of Bristol, UK.
  123. Fathi Fakhfakh & Virginie Pérotin & MÓnica Gago, 2012. "Productivity, Capital, and Labor in Labor-Managed and Conventional Firms: An Investigation on French Data," ILR Review, Cornell University, ILR School, vol. 65(4), pages 847-879, October.
  124. 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.
  125. repec:cep:stiecm:/2014/577 is not listed on IDEAS
  126. Matteo Richiardi & Ambra Poggi, 2012. "Imputing Individual Effects in Dynamic Microsimulation Models. An application of the Rank Method," Carlo Alberto Notebooks 267, Collegio Carlo Alberto.
  127. Bertoni, Fabio & Colombo, Massimo G. & Grilli, Luca, 2011. "Venture capital financing and the growth of high-tech start-ups: Disentangling treatment from selection effects," Research Policy, Elsevier, vol. 40(7), pages 1028-1043, September.
  128. Jason Allen & Allan W. Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Working Papers 1156, Queen's University, Department of Economics.
  129. John Ashworth & Bruno Heyndels & Kristien Werck, 2010. "Expert judgements and the demand for novels in Flanders," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 34(3), pages 197-218, August.
  130. Cheng, Leonard K. & Kwan, Yum K., 2000. "What are the determinants of the location of foreign direct investment? The Chinese experience," Journal of International Economics, Elsevier, vol. 51(2), pages 379-400, August.
  131. Guillermo Vuletin, 2013. "Exchange Rate Regimes And Fiscal Discipline: The Role Of Capital Controls," Economic Inquiry, Western Economic Association International, vol. 51(4), pages 2096-2109, October.
  132. Flannery, Mark J. & Rangan, Kasturi P., 2006. "Partial adjustment toward target capital structures," Journal of Financial Economics, Elsevier, vol. 79(3), pages 469-506, March.
  133. d'Agostino, Giorgio & Dunne, Paul J. & Pieroni, Luca, 2012. "Government spending, corruption and economic growth," MPRA Paper 38109, University Library of Munich, Germany.
  134. Durling, James P. & Prusa, Thomas J., 2006. "The trade effects associated with an antidumping epidemic: The hot-rolled steel market, 1996-2001," European Journal of Political Economy, Elsevier, vol. 22(3), pages 675-695, September.
  135. Aboua, Christian, 2013. "Climate, International Trade and Crop Biodiversity in West Africa Countries," 2013 AAAE Fourth International Conference, September 22-25, 2013, Hammamet, Tunisia 160524, African Association of Agricultural Economists (AAAE).
  136. Arvid Raknerud, 2001. "A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components," Discussion Papers 295, Statistics Norway, Research Department.
  137. Van Bui & Michael Stolpe, 2010. "The impact of new drug launches on the loss of labor from disease and injury: evidence from German panel data," International Journal of Health Economics and Management, Springer, vol. 10(4), pages 315-346, December.
  138. Peter Phillips & Hyungsik Moon, 2000. "Nonstationary panel data analysis: an overview of some recent developments," Econometric Reviews, Taylor & Francis Journals, vol. 19(3), pages 263-286.
  139. Xiao, Zhiguo, 2010. "The weighted method of moments approach for moment condition models," Economics Letters, Elsevier, vol. 107(2), pages 183-186, May.
  140. Gouriéroux, Christian & Phillips, Peter C.B. & Yu, Jun, 2010. "Indirect inference for dynamic panel models," Journal of Econometrics, Elsevier, vol. 157(1), pages 68-77, July.
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