Indirect inference estimation of dynamic panel data models
From MaRDI portal
Publication:6108289
DOI10.1016/j.jeconom.2022.09.003OpenAlexW4306169240MaRDI QIDQ6108289
Publication date: 29 June 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2022.09.003
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
- Estimating Vector Autoregressions with Panel Data
- Initial conditions and moment restrictions in dynamic panel data models
- Efficient estimation of models for dynamic panel data
- Another look at the instrumental variable estimation of error-components models
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
- Bias in dynamic panel models under time series misspecification
- Indirect inference for dynamic panel models
- Bootstrap-based bias correction for dynamic panels
- On IV, GMM and ML in a dynamic panel data model
- Efficient estimation of panel data models with sequential moment restrictions
- The ABC of simulation estimation with auxiliary statistics
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
- \(\beta \) and \(\sigma \)-convergence: A mathematical relation of causality
- Estimating dynamic panel data models: A guide for macroeconomists
- Robust likelihood estimation of dynamic panel data models
- Simulated minimum distance estimation of dynamic models with errors-in-variables
- Model selection in the presence of incidental parameters
- Fixed-Effects Dynamic Panel Models, a Factor Analytical Method
- Folklore Theorems, Implicit Maps, and Indirect Inference
- The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
- Biases in Dynamic Models with Fixed Effects
- Estimation of Dynamic Models with Error Components
- GMM Estimation with persistent panel data: an application to production functions
- Orthogonal Parameters and Panel Data
- Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix
- Optimal Tax Progressivity: An Analytical Framework*
- GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Inference for Iterated GMM Under Misspecification
- First difference or forward demeaning: Implications for the method of moments estimators
- Reopening the convergence debate: A new look at cross-country growth empirics.
This page was built for publication: Indirect inference estimation of dynamic panel data models
