Bootstrap inference for linear dynamic panel data models with individual fixed effects

DOI10.1016/j.jeconom.2015.02.017zbMath1332.62327OpenAlexW2046187101MaRDI QIDQ494176

Sílvia Gonçalves, Maximilien Kaffo

Publication date: 31 August 2015

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.02.017

zbMATH Keywords

bootstrapfixed effectsincidental parameter biaspanel data autoregression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Related Items (10)

Time-specific average estimation of dynamic panel regressions ⋮ Domestic barriers to entry and external vulnerability in emerging economies ⋮ Uniform inference in linear panel data models with two-dimensional heterogeneity ⋮ Cross-section bootstrap for CCE regressions ⋮ Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity ⋮ The persistence of wages ⋮ On the robustness of the pooled CCE estimator ⋮ Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels ⋮ Bootstrap inference for linear dynamic panel data models with individual fixed effects ⋮ Panel data analysis with heterogeneous dynamics

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