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Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
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- Alok Bhargava, 2008. "Globalization, Literacy Levels, and Economic Development," WIDER Working Paper Series RP2008-04, World Institute for Development Economic Research (UNU-WIDER).
- Tahir Andrabi & Jishnu Das & Asim Ijaz Khwaja & Tristan Zajonc, 2011.
"Do Value-Added Estimates Add Value? Accounting for Learning Dynamics,"
American Economic Journal: Applied Economics, American Economic Association, vol. 3(3), pages 29-54, July.
- Tahir Andrabi & Jishnu Das & Asim Ijaz Khwaja & Tristan Zajonc, 2008. "Do Value-Added Estimates Add Value? Accounting for Learning Dynamics," CID Working Papers 158, Center for International Development at Harvard University.
- Khwaja, Asim Ijaz & Andrabi, Tahir & Das, Jishnu & Zajonc, Tristan, 2009. "Do Value-Added Estimates Add Value? Accounting for Learning Dynamics," Scholarly Articles 4435671, Harvard Kennedy School of Government.
- Andrabi, Tahir & Das, Jishnu & Khwaja, Asim Ijaz & Zajonc, Tristan, 2009. "Do value-added estimates add value ? accounting for learning dynamics," Policy Research Working Paper Series 5066, The World Bank.
- Andrabi, Tahir & Das, Jishnu & Khwaja, Asim Ijaz & Zajonc, Tristan, 2009. "Do Value-Added Estimates Add Value? Accounting for Learning Dynamics," Working Paper Series rwp09-034, Harvard University, John F. Kennedy School of Government.
- Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem, 2005.
"Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration,"
Econometric Theory, Cambridge University Press, vol. 21(4), pages 795-837, August.
- Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Working Papers 0005, Banco de España.
- Michael Binder, Cheng Hsiao, and M. Hashem Pesaran, 2001. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Computing in Economics and Finance 2001 36, Society for Computational Economics.
- Binder, M. & Hsaio, C. & Pesaran, M.H., 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Cambridge Working Papers in Economics 0003, Faculty of Economics, University of Cambridge.
- Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000. "Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration," CESifo Working Paper Series 374, CESifo.
- Alok Bhargava, 2006.
"Modelling the Health of Filipino Children,"
World Scientific Book Chapters, in: Econometrics, Statistics And Computational Approaches In Food And Health Sciences, chapter 11, pages 153-168,
World Scientific Publishing Co. Pte. Ltd..
- Alok Bhargava, 1994. "Modelling the Health of Filipino Children," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 157(3), pages 417-432, May.
- Tao Bai & Stephen Chen & Xiao He, 2019. "How Home-Country Political Connections Influence the Internationalization of Service Firms," Management International Review, Springer, vol. 59(4), pages 541-560, August.
- Lawrence S. Mayer & Steven S. Carroll, 1988. "Measures of Dependence for Cross-Lagged Panel Models," Sociological Methods & Research, , vol. 17(1), pages 93-120, August.
- Gerhard Arminger, 1992. "Analyzing Panel Data with Non-Metric Dependent Variables: Probit Models, Generalized Estimating Equations, Missing Data and Absorbing States," Discussion Papers of DIW Berlin 59, DIW Berlin, German Institute for Economic Research.
- Moral-Benito, Enrique & Bartolucci, Cristian, 2012.
"Income and democracy: Revisiting the evidence,"
Economics Letters, Elsevier, vol. 117(3), pages 844-847.
- Enrique Moral-Benito & Cristian Bartolucci, 2011. "Income and democracy: revisiting the evidence," Working Papers 1115, Banco de España.
- Enrique Moral-Benito & Cristian Bartolucci, 2011. "Income and Democracy: Revisiting the Evidence," Carlo Alberto Notebooks 204, Collegio Carlo Alberto.
- Sebastian Kripfganz, 2016.
"Quasi–maximum likelihood estimation of linear dynamic short-T panel-data models,"
Stata Journal, StataCorp LP, vol. 16(4), pages 1013-1038, December.
- Sebastian Kripfganz, 2016. "xtdpdqml: Quasi-maximum likelihood estimation of linear dynamic short-T panel-data models," United Kingdom Stata Users' Group Meetings 2016 12, Stata Users Group.
- Bernard Black & Woochan Kim & Julia Nasev, 2021. "The Effect of Board Structure on Firm Disclosure and Behavior: A Case Study of Korea and a Comparison of Research Designs," Journal of Empirical Legal Studies, John Wiley & Sons, vol. 18(2), pages 328-376, June.
- Hayakawa, K. & Pesaran, M.H., 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models," Cambridge Working Papers in Economics 1224, Faculty of Economics, University of Cambridge.
- Frédéric Docquier & Elisabetta Lodigiani, 2010.
"Skilled Migration and Business Networks,"
Open Economies Review, Springer, vol. 21(4), pages 565-588, September.
- Frederic, DOCQUIER & Elisabetta, LODIGINI, 2006. "Skilled Migration and Business Networks," Discussion Papers (ECON - Département des Sciences Economiques) 2006036, Université catholique de Louvain, Département des Sciences Economiques.
- Frédéric Docquier & Elisabetta Lodigiani, 2008. "Skilled migration and business networks," DEM Discussion Paper Series 08-11, Department of Economics at the University of Luxembourg.
- Frédéric Docquier & Elisabetta Lodigiani, 2007. "Skilled Migration and Business Networks," Development Working Papers 234, Centro Studi Luca d'Agliano, University of Milano.
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"Health and wages: Evidence on men and women in urban Brazil,"
Journal of Econometrics, Elsevier, vol. 77(1), pages 159-185, March.
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- Seung C. Ahn & Gareth M. Thomas, 2023. "Likelihood-based inference for dynamic panel data models," Empirical Economics, Springer, vol. 64(6), pages 2859-2909, June.
- Yeung, Hak & Huber, Jürgen, 2024. "Has China's belt and road initiative positively impacted the economic complexity of host countries? Empirical evidence," Structural Change and Economic Dynamics, Elsevier, vol. 69(C), pages 246-258.
- Stefano Castriota, 2018. "Does Excellence Pay Off? Evidence from the Wine Market," BEMPS - Bozen Economics & Management Paper Series BEMPS49, Faculty of Economics and Management at the Free University of Bozen.
- Cheng Hsiao, 2007.
"Panel data analysis—advantages and challenges,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 16(1), pages 1-22, May.
- Cheng Hsiao, 2006. "Panel Data Analysis - Advantages and Challenges," IEPR Working Papers 06.49, Institute of Economic Policy Research (IEPR).
- Cheng Hsiao, 2013. "Panel Data Analysis - Advantages and Challenges," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Parent, Olivier & LeSage, James P., 2012. "Spatial dynamic panel data models with random effects," Regional Science and Urban Economics, Elsevier, vol. 42(4), pages 727-738.
- Castriota, Stefano, 2018. "Does Excellence Pay Off? Quality, Reputation and Vertical Integration in the Wine Market," 2018 Annual Meeting, August 5-7, Washington, D.C. 273802, Agricultural and Applied Economics Association.
- Joo Hun Han & DuckJung Shin & William G. Castellano, & Alison M. Konrad & Douglas L. Kruse & Joseph R. Blasi, 2020. "Creating Mutual Gains to Leverage a Racially Diverse Workforce: The Effects of Firm-Level Racial Diversity on Financial and Workforce Outcomes Under the Use of Broad-Based Stock Options," Organization Science, INFORMS, vol. 31(6), pages 1515-1537, November.
- Bhargava, Alok, 2019. "Climate change, demographic pressures and global sustainability," Economics & Human Biology, Elsevier, vol. 33(C), pages 149-154.
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"Are cardiovascular diseases bad for economic growth?,"
Health Economics, John Wiley & Sons, Ltd., vol. 19(12), pages 1478-1496, December.
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- Bettinelli, Cristina & Del Bosco, Barbara & Gentry, Richard J. & Dibrell, Clay, 2023. "The influence of board social activity on firm performance," Journal of Family Business Strategy, Elsevier, vol. 14(2).
- Giorgio Calzolari & Laura Magazzini, 2014. "Improving GMM efficiency in dynamic models for panel data with mean stationarity," Working Papers 12/2014, University of Verona, Department of Economics.
- Stephen Bond & Anke Hoeffler, 2001. "GMM Estimation of Empirical Growth Models," Economics Series Working Papers 2001-W21, University of Oxford, Department of Economics.
- Manuel Arellano & Olympia Bover, 1990. "La econometría de datos de panel," Investigaciones Economicas, Fundación SEPI, vol. 14(1), pages 3-45, January.
- Bhargava, Alok, 2008. "Randomized controlled experiments in health and social sciences: Some conceptual issues," Economics & Human Biology, Elsevier, vol. 6(2), pages 293-298, July.
- Bronwyn H. Hall & Zvi Griliches & Jerry A. Hausman, 1984. "Patents and R&D: Is There A Lag?," NBER Working Papers 1454, National Bureau of Economic Research, Inc.
- Alok Bhargava, 2010. "An econometric analysis of dividends and share repurchases by US firms," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 173(3), pages 631-656, July.
- Giorgio Canarella & Stephen M. Miller, 2019. "Determinants of Optimal Capital Structure and Speed of Adjustment: Evidence from the U.S. ICT Sector," Working papers 2019-06, University of Connecticut, Department of Economics.
- Nadide Sevil Halıcı-Tülüce & İbrahim Doğan & Cüneyt Dumrul, 2016.
"Is income relevant for health expenditure and economic growth nexus?,"
International Journal of Health Economics and Management, Springer, vol. 16(1), pages 23-49, March.
- Nadide Halıcı-Tülüce & İbrahim Doğan & Cüneyt Dumrul, 2016. "Is income relevant for health expenditure and economic growth nexus?," International Journal of Health Economics and Management, Springer, vol. 16(1), pages 23-49, March.
- Alok Bhargava & Dean T. Jamison & Lawrence J. Lau & Christopher J. L. Murray, 2006.
"Modeling the effects of health on economic growth,"
World Scientific Book Chapters, in: Econometrics, Statistics And Computational Approaches In Food And Health Sciences, chapter 20, pages 269-286,
World Scientific Publishing Co. Pte. Ltd..
- Bhargava, Alok & Jamison, Dean T. & Lau, Lawrence J. & Murray, Christopher J. L., 2001. "Modeling the effects of health on economic growth," Journal of Health Economics, Elsevier, vol. 20(3), pages 423-440, May.
- Arellano, Manuel & Bover, Olympia, 1995.
"Another look at the instrumental variable estimation of error-components models,"
Journal of Econometrics, Elsevier, vol. 68(1), pages 29-51, July.
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- Hak Yeung & Jürgen Huber, 2023. "China’s Belt and Road Initiative and Life Expectancy in Host Countries: Empirical Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 29(4), pages 225-242, November.
- Wang, Zhe & Chen, Huangxin & Teng, Yin-Pei, 2023. "Role of greener energies, high tech-industries and financial expansion for ecological footprints: Implications from sustainable development perspective," Renewable Energy, Elsevier, vol. 202(C), pages 1424-1435.
- Alberto Alesina & Nouriel Roubini, 1992.
"Political Cycles in OECD Economies,"
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- Alesina, Alberto F & Roubini, Nouriel, 1990. "Political Cycles in OECD Economies," CEPR Discussion Papers 470, C.E.P.R. Discussion Papers.
- Roubini, Nouriel & Alesina, Alberto, 1992. "Political Cycles in OECD Economies," Scholarly Articles 4553025, Harvard University Department of Economics.
- Sonia Bhalotra, 2007.
"Is Child Work Necessary?,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(1), pages 29-55, February.
- Bhalotra, Sonia, 2000. "Is child work necessary?," LSE Research Online Documents on Economics 6652, London School of Economics and Political Science, LSE Library.
- Sonia R Bhalotra, 2000. "Is Child Work Necessary?," STICERD - Development Economics Papers - From 2008 this series has been superseded by Economic Organisation and Public Policy Discussion Papers 26, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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- Sonia Bhalotra, 2003. "Is Child Work Necessary?," Bristol Economics Discussion Papers 03/554, School of Economics, University of Bristol, UK.
- Sonia Bhalotra, 2000. "Is Child Work Necessary?," Econometric Society World Congress 2000 Contributed Papers 0500, Econometric Society.
- Hsiao, Cheng & Hashem Pesaran, M. & Kamil Tahmiscioglu, A., 2002.
"Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods,"
Journal of Econometrics, Elsevier, vol. 109(1), pages 107-150, July.
- Hsaio, Cheng & Pesaran, M. Hashem & Tahmiscioglu, A. Kamil, 1998. "Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods," Cambridge Working Papers in Economics 9826, Faculty of Economics, University of Cambridge.
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"Are there dynamic gains from a poor-area development program?,"
Journal of Public Economics, Elsevier, vol. 67(1), pages 65-85, January.
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- Jan F. Kiviet, 2005. "Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers 05-112/4, Tinbergen Institute.
- Jan Hoffmann & Naima Saeed & Sigbjørn Sødal, 2020. "Liner shipping bilateral connectivity and its impact on South Africa’s bilateral trade flows," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 22(3), pages 473-499, September.
- Djokoto, Justice Gameli & Gidiglo, Ferguson K. & Srofenyo , Francis Y. & Agyeiwaa-Afrane, Akua, 2022. "Human Development Effects of Food Manufacturing Foreign Direct Investment," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 10(1), January.
- Jean-François Richard, 2015. "Likelihood Based Inference and Prediction in Spatio-temporal Panel Count Models for Urban Crimes," Working Paper 5657, Department of Economics, University of Pittsburgh.
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"On bias, inconsistency, and efficiency of various estimators in dynamic panel data models,"
Journal of Econometrics, Elsevier, vol. 68(1), pages 53-78, July.
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- Hsiao, Cheng, 2018. "Panel models with interactive effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 645-673.
- Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith, 2023. "Short T dynamic panel data models with individual, time and interactive effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(6), pages 940-967, September.
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"Methods for multicountry studies of corporate governance: Evidence from the BRIKT countries,"
Journal of Econometrics, Elsevier, vol. 183(2), pages 230-240.
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Tourism Management, Elsevier, vol. 32(5), pages 1075-1084.
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"Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 39-54, January.
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- Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2012.
"Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models,"
IZA Discussion Papers
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- Kazuhiko Hayakawa & M. Hashem Pesaran, 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," Working Paper series 38_12, Rimini Centre for Economic Analysis.
- Kazuhiko Hayakawa & M. Hashem Pesaran, 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," CESifo Working Paper Series 3850, CESifo.
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"Estimation of linear dynamic panel data models with time‐invariant regressors,"
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"Likelihood approach to dynamic panel models with interactive effects,"
Journal of Econometrics, Elsevier, vol. 240(1).
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"Private wealth and job exit at older age: a random effects model,"
Empirical Economics, Springer, vol. 51(2), pages 763-807, September.
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