Estimation of and testing for random effects in dynamic panel data models

DOI10.1007/s11749-011-0259-xzbMath1259.62049OpenAlexW2025666281MaRDI QIDQ1936531

Jian-hong Wu, Li Xing Zhu

Publication date: 5 February 2013

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0259-x

zbMATH Keywords

estimation of moments

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)

Related Items (4)

Level-based estimation of dynamic panel models ⋮ Moment-based tests for individual and time effects in panel data models ⋮ Determining individual or time effects in panel data models ⋮ Robust Estimation of Moments in Dynamic Panel Models with Potential Intercorrelation

Uses Software

• Stata
• xtabond2

Cites Work

• A joint serial correlation test for linear panel data models
• Nonparametric estimation of mean-squared prediction error in nested-error regression models
• An Orthogonality-Based Estimation of Moments for Linear Mixed Models
• On Variance Components in Semiparametric Mixed Models for Longitudinal Data
• Non-Parametric Small Area Estimation Using Penalized Spline Regression
• NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
• GMM Estimation with persistent panel data: an application to production functions
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Unnamed Item

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