Unequal spacing in dynamic panel data: identification and estimation
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Publication:503572
DOI10.1016/j.jeconom.2016.10.002zbMath1403.62170OpenAlexW2186120102MaRDI QIDQ503572
Publication date: 13 January 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.10.002
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
Related Items (5)
Level-based estimation of dynamic panel models ⋮ Indirect inference approach to estimating dynamic panel data models with irregular spacing ⋮ Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit ⋮ Missing dependent variables in fixed-effects models ⋮ Estimating dynamic binary choice models using irregularly spaced panel data
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- Estimation of AR(1) models with unequally spaced pseudo‐panels
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- UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES
- Testing Parameters in GMM Without Assuming that They Are Identified
- Semiparametric Bayesian Inference in Autoregressive Panel Data Models
- Estimation of a Censored Dynamic Panel Data Model
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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