scientific article

zbMath1125.62128MaRDI QIDQ3409064

Hyungsik Roger Moon, Jinyong Hahn

Publication date: 7 November 2006

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Related Items (13)

Bias-corrected estimation of panel vector autoregressions ⋮ Time-specific average estimation of dynamic panel regressions ⋮ Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects ⋮ Asymptotic inference for \(\mathrm{AR}(1)\) panel data ⋮ Estimation of dynamic panel data models with both individual and time-specific effects ⋮ Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels ⋮ Jackknife estimation of stationary autoregressive models ⋮ Estimation of spatial autoregressive panel data models with fixed effects ⋮ Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends ⋮ Individual and time effects in nonlinear panel models with large \(N\), \(T\) ⋮ Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors ⋮ First difference transformation in panel VAR models: Robustness, estimation, and inference ⋮ An augmented Anderson–Hsiao estimator for dynamic short-T panels^†

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