Orthogonal to backward mean transformation for dynamic panel data models

DOI10.1111/ectj.12001OpenAlexW1516661053MaRDI QIDQ5093208

Gerdie Everaert

Publication date: 26 July 2022

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

Full work available at URL: https://doi.org/10.1111/ectj.12001

zbMATH Keywords

Monte Carlo simulationdynamic panelindividual effectsbackward mean

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (6)

Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects ⋮ Backward mean transformation in unit root panel data models ⋮ Bayesian estimation and model comparison for linear dynamic panel models with missing values ⋮ Do the most frequently used dynamic panel data estimators have the best performance in a small sample? A Monte Carlo comparison ⋮ FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS ⋮ Double filter instrumental variable estimation of panel data models with weakly exogenous variables

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