Robust estimation of dynamic fixed-effects panel data models
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00362-013-0545-7.pdf
Reference14 articles.
1. Abrevaya J (2000) Rank estimation of a generalized fixed-effects regression model. J Econ 95(1):1–23
2. Aquaro M (2013) Pairwise-difference estimation of fixed-effects panel data models. Unpublished PhD thesis, Tilburg University.
3. Aquaro M, Čížek P (2010) One-step robust estimation of fixed-effects panel data models. Tech. Rep. 2010–110, Tilburg University, Center for Economic Research.
4. Arellano M (2003) Panel data econometrics. No. 9780199245291 in OUP Catalogue, Oxford University Press.
5. Arellano M, Bond S (1991) Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Rev Econ Stud 58(2):277–297
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1. Robust estimation and moment selection in dynamic fixed-effects panel data models;Computational Statistics;2017-12-11
2. Median-based estimation of dynamic panel models with fixed effects;Computational Statistics & Data Analysis;2017-09
3. Cumulative sum estimator for change-point in panel data;Statistical Papers;2015-10-27
4. Robust Estimation and Moment Selection in Dynamic Fixed-Effects Panel Data Models;SSRN Electronic Journal;2015
5. Robust estimation of dynamic fixed-effects panel data models;Statistical Papers;2013-07-05
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