Double Filter Instrumental Variable Estimation of Panel Data Models with Weakly Exogenous Variables

SSRN Electronic Journal ◽

10.2139/ssrn.2965277 ◽

2017 ◽

Cited By ~ 4

Author(s):

Kazuhiko Hayakawa ◽

Meng Qi ◽

JJrg Breitung

Keyword(s):

Panel Data ◽

Instrumental Variable ◽

Data Models ◽

Panel Data Models ◽

Exogenous Variables ◽

Instrumental Variable Estimation

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Double filter instrumental variable estimation of panel data models with weakly exogenous variables

Econometric Reviews ◽

10.1080/07474938.2018.1514024 ◽

2019 ◽

Vol 38 (9) ◽

pp. 1055-1088 ◽

Cited By ~ 2

Author(s):

Kazuhiko Hayakawa ◽

Meng Qi ◽

Jörg Breitung

Keyword(s):

Panel Data ◽

Instrumental Variable ◽

Data Models ◽

Panel Data Models ◽

Exogenous Variables ◽

Instrumental Variable Estimation

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Instrumental Variable Estimation of Large Panel Data Models with Common Factors

SSRN Electronic Journal ◽

10.2139/ssrn.3668588 ◽

2020 ◽

Author(s):

Sebastian Kripfganz ◽

Vasilis Sarafidis

Keyword(s):

Panel Data ◽

Instrumental Variable ◽

Common Factors ◽

Data Models ◽

Panel Data Models ◽

Instrumental Variable Estimation ◽

Large Panel

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Instrumental variable estimation of semiparametric dynamic panel data models: Monte Carlo results on several new and existing estimators

Advances in Econometrics - Nonstationary Panels, Panel Cointegration, and Dynamic Panels ◽

10.1016/s0731-9053(00)15011-x ◽

2004 ◽

pp. 297-315 ◽

Cited By ~ 5

Author(s):

M. Douglas Berg ◽

Qi Li ◽

Aman Ullah

Keyword(s):

Monte Carlo ◽

Panel Data ◽

Instrumental Variable ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Instrumental Variable Estimation

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On instrumental variable estimation of semiparametric dynamic panel data models

Economics Letters ◽

10.1016/s0165-1765(02)00025-3 ◽

2002 ◽

Vol 76 (1) ◽

pp. 1-9 ◽

Cited By ~ 22

Author(s):

Badi H. Baltagi ◽

Qi Li

Keyword(s):

Panel Data ◽

Instrumental Variable ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Instrumental Variable Estimation

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Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure

Journal of Econometrics ◽

10.1016/j.jeconom.2020.04.008 ◽

2020 ◽

Cited By ~ 2

Author(s):

Milda Norkutė ◽

Vasilis Sarafidis ◽

Takashi Yamagata ◽

Guowei Cui

Keyword(s):

Panel Data ◽

Instrumental Variable ◽

Data Models ◽

Panel Data Models ◽

Error Structure ◽

Instrumental Variable Estimation

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Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure

SSRN Electronic Journal ◽

10.2139/ssrn.3123490 ◽

2018 ◽

Cited By ~ 1

Author(s):

Milda Norkute ◽

Vasilis Sarafidis ◽

Takashi Yamagata

Keyword(s):

Panel Data ◽

Instrumental Variable ◽

Data Models ◽

Panel Data Models ◽

Error Structure ◽

Instrumental Variable Estimation

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Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects

SSRN Electronic Journal ◽

10.2139/ssrn.3692123 ◽

2020 ◽

Author(s):

guowei cui ◽

Milda Norkute ◽

Vasilis Sarafidis ◽

Takashi Yamagata

Keyword(s):

Panel Data ◽

Instrumental Variable ◽

Data Models ◽

Interactive Effects ◽

Panel Data Models ◽

Two Stage ◽

Instrumental Variable Estimation

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Estimating Dynamic Panel Data Models with Random Individual Effect: Instrumental Variable and GMM Approach

Journal of Statistics Applications & Probability ◽

10.18576/jsap/050107 ◽

2016 ◽

Vol 5 (1) ◽

pp. 79-87

Author(s):

Johnson T. Olajide ◽

Olusanya E. Olubusoye

Keyword(s):

Panel Data ◽

Instrumental Variable ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Individual Effect ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Random Individual

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Examination of relationship between theft/violent crime and social structural variables with spatial panel data models

KOREAN CRIMINOLOGICAL REVIEW ◽

10.36889/kcr.2020.09.30.3.201 ◽

2020 ◽

Vol 31 (3) ◽

pp. 201-232

Author(s):

Yun-ho Yeom

Keyword(s):

Panel Data ◽

Violent Crime ◽

Data Models ◽

Panel Data Models ◽

Spatial Panel ◽

Spatial Panel Data Models ◽

Social Structural ◽

Structural Variables ◽

Spatial Panel Data

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A Subset-Continuous-Updating Transformation on GMM Estimators for Dynamic Panel Data Models

SSRN Electronic Journal ◽

10.2139/ssrn.2723609 ◽

2016 ◽

Author(s):

Richard A. Ashley ◽

Xiaojin Sun

Keyword(s):

Panel Data ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models

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