scholarly journals Simultaneous Generalized Method of Moments Estimator for Panel Data Models with Spatially Correlated Error Components

2018 ◽  
Author(s):  
Marius Amba ◽  
Taoufiki Mbratana
Keyword(s):  
Panel Data ◽  
Method Of Moments ◽  
Generalized Method Of Moments ◽  
Data Models ◽  
Panel Data Models ◽  
Spatially Correlated ◽  
Error Components ◽  
Correlated Error ◽  
Method Of Moments Estimator

scholarly journals Panel data models with spatially correlated error components

2007 ◽  
Vol 140 (1) ◽  
pp. 97-130 ◽  
Author(s):  
Mudit Kapoor ◽  
Harry H. Kelejian ◽  
Ingmar R. Prucha
Keyword(s):  
Panel Data ◽  
Data Models ◽  
Panel Data Models ◽  
Spatially Correlated ◽  
Error Components ◽  
Correlated Error

scholarly journals NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS

2008 ◽  
Vol 24 (5) ◽  
pp. 1321-1342 ◽  
Author(s):  
Zongwu Cai ◽  
Qi Li
Keyword(s):  
Panel Data ◽  
Method Of Moments ◽  
Generalized Method Of Moments ◽  
Dynamic Panel Data ◽  
Data Models ◽  
Panel Data Models ◽  
Discrete Variables ◽  
Dynamic Panel ◽  
Dynamic Panel Data Models ◽  
Individual Variations

We suggest using a class of semiparametric dynamic panel data models to capture individual variations in panel data. The model assumes linearity in some continuous/discrete variables that can be exogenous/endogenous and allows for nonlinearity in other weakly exogenous variables. We propose a nonparametric generalized method of moments (NPGMM) procedure to estimate the functional coefficients, and we establish the consistency and asymptotic normality of the resulting estimators.

Using information from singletons in fixed-effects estimation: xtfesing

2020 ◽  
Vol 20 (4) ◽  
pp. 965-975
Author(s):  
Laura Magazzini ◽  
Randolph Luca Bruno ◽  
Marco Stampini
Keyword(s):  
Panel Data ◽  
Method Of Moments ◽  
Fixed Effects ◽  
Generalized Method Of Moments ◽  
Panel Data Regression ◽  
Data Regression ◽  
Method Of Moments Estimator ◽  
Fixed Effects Estimation

In this article, we describe the xtfesing command. The command implements a generalized method of moments estimator that allows exploiting singleton information in fixed-effects panel-data regression as in Bruno, Magazzini, and Stampini (2020, Economics Letters 186: Article 108519).

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