A note on the Anderson-Hsiao estimator for panel data

DOI10.1016/0165-1765(89)90025-6zbMath1376.62094OpenAlexW1964900241MaRDI QIDQ1676637

Manuel Arellano

Publication date: 9 November 2017

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(89)90025-6

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (7)

On bias, inconsistency, and efficiency of various estimators in dynamic panel data models ⋮ An incidental parameters free inference approach for panels with common shocks ⋮ Estimating dynamic panel data models: A guide for macroeconomists ⋮ On the impact of error cross-sectional dependence in short dynamic panel estimation ⋮ A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco ⋮ An augmented Anderson–Hsiao estimator for dynamic short-T panels^† ⋮ Innovation and employment: Evidence from Italian microdata

Cites Work

• Formulation and estimation of dynamic models using panel data

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