The econometrics of panel data. Fundamental and recent developments in theory and practice.

From MaRDI portal
Publication:2483061

DOI10.1007/978-3-540-75892-1zbMath1137.62088OpenAlexW2290273321MaRDI QIDQ2483061

No author found.

Publication date: 5 May 2008

Published in: Advanced Studies in Theoretical and Applied Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-75892-1




Related Items (55)

Maximum likelihood estimation of spatially and serially correlated panels with random effectsA correlated random effects approach to the estimation of models with multiple fixed effectsNonstationary-volatility robust panel unit root tests and the great moderationUnified \(M\)-estimation of fixed-effects spatial dynamic models with short panelsCointegration in large VARsChallenges for Panel Financial AnalysisMeasuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approachCross-Sectional Dependence in Panel Data AnalysisAn Intersection Test for Panel Unit RootsA Generalized Spatial Panel Data Model with Random EffectsEmpirical likelihood for panel data models with spatial errorsSpatial dynamic panel data models with correlated random effectsA simple nonstationary-volatility robust panel unit root testForecasting with spatial panel dataRobust linear static panel data models using \(\varepsilon\)-contaminationInflation dynamics of franc-zone countries determinants, co-movements and spatial interactionsImpact Analysis for Spatial Autoregressive Models: With Application to Air Pollution in ChinaBayesian estimation and model comparison for linear dynamic panel models with missing valuesDepth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panelsUniform inference in linear panel data models with two-dimensional heterogeneityEstimating Spillover Effects in Property and Casualty Insurance ConsumptionForward detrending for heteroskedasticity-robust panel unit root testingRobust estimation and inference of spatial panel data models with fixed effectsEmpirical likelihood for spatial dynamic panel data models with spatial lags and spatial errorsJoint Bayesian longitudinal models for mixed outcome types and associated model selection techniquesA simple panel stationarity test in the presence of serial correlation and a common factorUnnamed ItemThe spatial time lag in panel data modelsGeneralized dynamic panel data models with random effects for cross-section and timeSpatial system estimators for panel models: a sensitivity and simulation studyQML estimation of spatial dynamic panel data models with endogenous time varying spatial weights matricesIdentification and estimation of linear social interaction modelsInstrumental variable estimation of a spatial autoregressive panel model with random effectsA new stochastic frontier model with cross-sectional effects in both noise and inefficiency termsA spatial latent class modelIdentifying latent grouped patterns in panel data models with interactive fixed effectsPanel models with interactive effectsImproved estimation of fixed effects panel data partially linear models with heteroscedastic errorsBinary response correlated random coefficient panel data modelsA spatio-temporal model of house prices in the USATesting for structural breaks in dynamic factor modelsTesting the fixed effects restrictions? A Monte Carlo study of Chamberlain's minimum chi-squared testExponential regression of fractional-response fixed-effects models with an application to firm capital structureAre actions costlier than words? Formal models of protester-police dynamic interactions and evidence from empirical analysisHeteroskedasticity‐Robust Unit Root Testing for Trending PanelsGMM inference in spatial autoregressive modelsGrouped spatial autoregressive modelQML estimation of dynamic panel data models with spatial errorsNonparametric rank tests for non-stationary panelsEC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random EffectsRandom Effects, Fixed Effects and Hausman's Test for the Generalized Mixed Regressive Spatial Autoregressive Panel Data ModelHeteroskedasticity Robust Panel Unit Root Testing Under Variance Breaks in Pooled RegressionsEstimation of partially specified spatial panel data models with fixed-effectsNonparametric multidimensional fixed effects panel data modelsUnified M-estimation of matrix exponential spatial dynamic panel specification




This page was built for publication: The econometrics of panel data. Fundamental and recent developments in theory and practice.