How informative is the initial condition in the dynamic panel model with fixed effects?

DOI10.1016/S0304-4076(99)00013-5zbMath0943.62113OpenAlexW2001996955MaRDI QIDQ1808549

Jinyong Hahn

Publication date: 10 September 2000

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(99)00013-5

zbMATH Keywords

initial conditiondynamic panel modelsemiparametric information bounds

Mathematics Subject Classification ID

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

Related Items (15)

Long difference instrumental variables estimation for dynamic panel models with fixed effects ⋮ Likelihood inference and the role of initial conditions for the dynamic panel data model ⋮ Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels ⋮ Unequal spacing in dynamic panel data: identification and estimation ⋮ Penalized quantile regression for dynamic panel data ⋮ ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION ⋮ ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS ⋮ X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION ⋮ Testing initial conditions in dynamic panel data models ⋮ Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models ⋮ Exponential class of dynamic binary choice panel data models with fixed effects ⋮ Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods ⋮ Estimation of heterogeneous autoregressive parameters with short panel data ⋮ Heterogeneity and selection in dynamic panel data ⋮ ASYMPTOTIC THEORY IN FIXED EFFECTS PANEL DATA SEEMINGLY UNRELATED PARTIALLY LINEAR REGRESSION MODELS

Cites Work

• Unnamed Item
• Estimating Vector Autoregressions with Panel Data
• Initial conditions and moment restrictions in dynamic panel data models
• Efficient estimation of models for dynamic panel data
• Estimation in semiparametric models. Some recent developments
• Efficient estimation of panel data models with sequential moment restrictions
• Semiparametric efficiency bounds
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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