Estimation of time-invariant effects in static panel data models

DOI10.1080/07474938.2016.1222225zbMath1491.62124OpenAlexW2145800970MaRDI QIDQ5860898

Qiankun Zhou, M. Hashem Pesaran

Publication date: 4 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.898.6669

zbMATH Keywords

Monte Carlo experimentsendogenous time-invariant regressorsfixed effects filtered estimatorsstatic panel data modelstime-invariant effects

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Testing for individual and time effects in unbalanced panel data models with time-invariant regressors

Cites Work

• Unnamed Item
• Efficient estimation of panel data models with strictly exogenous explanatory variables
• Essays in Honor of Jerry Hausman
• Instrumental-Variable Estimation of an Error-Components Model
• Efficient Estimation Using Panel Data
• Generalized Method of Moments With Many Weak Moment Conditions
• Panel Data and Unobservable Individual Effects

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