Fixed Effects versus Random Effects Estimation of Dynamic Panel Data Models

SSRN Electronic Journal ◽

10.2139/ssrn.3013700 ◽

2017 ◽

Cited By ~ 1

Author(s):

Hugo Kruiniger

Keyword(s):

Panel Data ◽

Random Effects ◽

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models

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Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects

Econometrics ◽

10.3390/econometrics3030494 ◽

2015 ◽

Vol 3 (3) ◽

pp. 494-524

Author(s):

Guangjie Li

Keyword(s):

Panel Data ◽

Model Selection ◽

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Selection Of

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GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors

SSRN Electronic Journal ◽

10.2139/ssrn.1971176 ◽

2011 ◽

Cited By ~ 1

Author(s):

Pavel Cizek ◽

Jan P. A. M. Jacobs ◽

Jenny E. Ligthart ◽

Hendrik Vrijburg

Keyword(s):

Panel Data ◽

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Lag ◽

Gmm Estimation

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Efficient GMM estimation of spatial dynamic panel data models with fixed effects

Journal of Econometrics ◽

10.1016/j.jeconom.2014.03.003 ◽

2014 ◽

Vol 180 (2) ◽

pp. 174-197 ◽

Cited By ~ 65

Author(s):

Lung-fei Lee ◽

Jihai Yu

Keyword(s):

Panel Data ◽

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Gmm Estimation ◽

Spatial Dynamic Panel Data

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Generalized dynamic panel data models with random effects for cross-section and time

Journal of Econometrics ◽

10.1016/j.jeconom.2014.03.004 ◽

2014 ◽

Vol 180 (2) ◽

pp. 127-140 ◽

Cited By ~ 10

Author(s):

G. Mesters ◽

S.J. Koopman

Keyword(s):

Panel Data ◽

Cross Section ◽

Random Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models

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GMM Estimation of Short Dynamic Panel Data Models with Interactive Fixed Effects

SSRN Electronic Journal ◽

10.2139/ssrn.1412083 ◽

2012 ◽

Author(s):

Kazuhiko Hayakawa

Keyword(s):

Panel Data ◽

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Gmm Estimation ◽

Interactive Fixed Effects

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Spatial dynamic panel data models with random effects

Regional Science and Urban Economics ◽

10.1016/j.regsciurbeco.2012.04.008 ◽

2012 ◽

Vol 42 (4) ◽

pp. 727-738 ◽

Cited By ~ 58

Author(s):

Olivier Parent ◽

James P. LeSage

Keyword(s):

Panel Data ◽

Random Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Dynamic Panel ◽

Spatial Dynamic Panel Data

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Estimation of and testing for random effects in dynamic panel data models

Test ◽

10.1007/s11749-011-0259-x ◽

2011 ◽

Vol 21 (3) ◽

pp. 477-497 ◽

Cited By ~ 4

Author(s):

Jianhong Wu ◽

Lixing Zhu

Keyword(s):

Panel Data ◽

Random Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models

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GMM Estimation of Short Dynamic Panel Data Models with Interactive Fixed Effects

JOURNAL OF THE JAPAN STATISTICAL SOCIETY ◽

10.14490/jjss.42.109 ◽

2012 ◽

Vol 42 (2) ◽

pp. 109-123 ◽

Cited By ~ 9

Author(s):

Kazuhiko Hayakawa

Keyword(s):

Panel Data ◽

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Gmm Estimation ◽

Interactive Fixed Effects

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Spatial Dynamic Panel Data Models with Random Effects

SSRN Electronic Journal ◽

10.2139/ssrn.1609748 ◽

2009 ◽

Cited By ~ 8

Author(s):

Olivier Parent ◽

James P. LeSage

Keyword(s):

Panel Data ◽

Random Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Dynamic Panel ◽

Spatial Dynamic Panel Data

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Topics on Dynamic Panel Data Models with Random Effects Using Semi-Parametric Bayesian Approach

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2012.673672 ◽

2014 ◽

Vol 43 (8) ◽

pp. 1630-1648 ◽

Cited By ~ 1

Author(s):

Iraj Kazemi ◽

Reyhaneh Rikhtehgaran

Keyword(s):

Panel Data ◽

Random Effects ◽

Bayesian Approach ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models

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