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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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 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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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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Large Panel Data Models with Cross-Sectional Dependence

The Oxford Handbook of Panel Data ◽

10.1093/oxfordhb/9780199940042.013.0001 ◽

2015 ◽

Author(s):

Badi H. Baltagi ◽

Alexander Chudik ◽

Hashem Pesaran

Keyword(s):

Panel Data ◽

Data Models ◽

Panel Data Models ◽

Cross Sectional ◽

Large Panel ◽

Cross Sectional Dependence

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Recursive Estimation in Large Panel Data Models: Theory and Practice

SSRN Electronic Journal ◽

10.2139/ssrn.2915749 ◽

2017 ◽

Cited By ~ 4

Author(s):

Bin Jiang ◽

Yanrong Yang ◽

Jiti Gao ◽

Cheng Hsiao

Keyword(s):

Panel Data ◽

Data Models ◽

Recursive Estimation ◽

Theory And Practice ◽

Panel Data Models ◽

Large Panel

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GMM estimation of spatial panel data models with common factors and a general space–time filter

Spatial Economic Analysis ◽

10.1080/17421772.2017.1353128 ◽

2017 ◽

Vol 13 (2) ◽

pp. 247-269 ◽

Cited By ~ 2

Author(s):

Wei Wang ◽

Lung-fei Lee

Keyword(s):

Panel Data ◽

Common Factors ◽

Space Time ◽

Data Models ◽

Panel Data Models ◽

Gmm Estimation ◽

Spatial Panel ◽

General Space ◽

Spatial Panel Data Models ◽

Spatial Panel Data

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