Estimation of Panel Data Models with Cross-Sectionally Heteroskedastic Data-Reference-Cited by-同舟云学术

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Estimation of Panel Data Models with Cross-Sectionally Heteroskedastic Data

Published:2023 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Ahn Seung C.,Zhang Xiangyu

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference18 articles.

1. Comment on 'IV estimation of panels with factor residuals' by D. Robertson and V. Sarafidis;S C Ahn;Journal of Econometrics,2015

2. GMM estimation of linear panel data models with time-varying individual effects;S C Ahn;Journal of Econometrics,2001

3. Panel data models with multiple time-varying individual effects;Journal of Econometrics,2013

4. Efficient estimation of models for dynamic panel data;S C Ahn;Journal of Econometrics,1995

5. A separability result for gmm estimation, with applications to gls prediction and conditional moment tests;Econometric Reviews,1995

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