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Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods

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Cited by:

  1. Alok Bhargava, 2008. "Globalization, Literacy Levels, and Economic Development," WIDER Working Paper Series RP2008-04, World Institute for Development Economic Research (UNU-WIDER).
  2. 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.
  3. 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.
  4. 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..
  5. 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.
  6. 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.
  7. 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.
  8. Moral-Benito, Enrique & Bartolucci, Cristian, 2012. "Income and democracy: Revisiting the evidence," Economics Letters, Elsevier, vol. 117(3), pages 844-847.
  9. 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.
  10. 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.
  11. 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.
  12. Frédéric Docquier & Elisabetta Lodigiani, 2010. "Skilled Migration and Business Networks," Open Economies Review, Springer, vol. 21(4), pages 565-588, September.
  13. Thomas, Duncan & Strauss, John, 1997. "Health and wages: Evidence on men and women in urban Brazil," Journal of Econometrics, Elsevier, vol. 77(1), pages 159-185, March.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. Bhargava, Alok, 2019. "Climate change, demographic pressures and global sustainability," Economics & Human Biology, Elsevier, vol. 33(C), pages 149-154.
  22. Athanasios Andrikopoulos & Xeni Dassiou, 2024. "Bank market power and performance of financial technology firms," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 1141-1156, January.
  23. Marc Suhrcke & Dieter Urban, 2010. "Are cardiovascular diseases bad for economic growth?," Health Economics, John Wiley & Sons, Ltd., vol. 19(12), pages 1478-1496, December.
  24. 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).
  25. 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.
  26. Stephen Bond & Anke Hoeffler, 2001. "GMM Estimation of Empirical Growth Models," Economics Series Working Papers 2001-W21, University of Oxford, Department of Economics.
  27. Manuel Arellano & Olympia Bover, 1990. "La econometría de datos de panel," Investigaciones Economicas, Fundación SEPI, vol. 14(1), pages 3-45, January.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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..
  34. 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.
  35. 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.
  36. 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.
  37. Alberto Alesina & Nouriel Roubini, 1992. "Political Cycles in OECD Economies," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 59(4), pages 663-688.
  38. 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.
  39. 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.
  40. Olivier Parent, 2012. "A space-time analysis of knowledge production," Journal of Geographical Systems, Springer, vol. 14(1), pages 49-73, January.
  41. Jalan, Jyotsna & Ravallion, Martin, 1998. "Are there dynamic gains from a poor-area development program?," Journal of Public Economics, Elsevier, vol. 67(1), pages 65-85, January.
  42. Jan F. Kiviet, 2005. "Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers 05-112/4, Tinbergen Institute.
  43. 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.
  44. 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.
  45. 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.
  46. Kiviet, Jan F., 1995. "On bias, inconsistency, and efficiency of various estimators in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 68(1), pages 53-78, July.
  47. Hsiao, Cheng, 2018. "Panel models with interactive effects," Journal of Econometrics, Elsevier, vol. 206(2), pages 645-673.
  48. 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.
  49. Tue Gørgens & Christopher L. Skeels & Allan H. Würtz, 2009. "Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models," CREATES Research Papers 2009-51, Department of Economics and Business Economics, Aarhus University.
  50. Black, Bernard & de Carvalho, Antonio Gledson & Khanna, Vikramaditya & Kim, Woochan & Yurtoglu, Burcin, 2014. "Methods for multicountry studies of corporate governance: Evidence from the BRIKT countries," Journal of Econometrics, Elsevier, vol. 183(2), pages 230-240.
  51. Deng, Minfeng & Athanasopoulos, George, 2011. "Modelling Australian domestic and international inbound travel: a spatial–temporal approach," Tourism Management, Elsevier, vol. 32(5), pages 1075-1084.
  52. Elhorst, J. Paul, 2003. "Unconditional maximum likelihood estimation of dynamic models for spatial panels," Research Report 03C27, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  53. J.Paul Elhorst, 2005. "Models for Dynamic Panels in Space and Time - an Application to Regional Unemployment in the EU," ERSA conference papers ersa05p81, European Regional Science Association.
  54. Jeffrey M. Wooldridge, 2005. "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.
  55. Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," IZA Discussion Papers 6583, Institute of Labor Economics (IZA).
  56. Blundell, Richard & Bond, Stephen, 1998. "Initial conditions and moment restrictions in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 87(1), pages 115-143, August.
  57. Maurice J.G. Bun & Sarafidis, V., 2013. "Dynamic Panel Data Models," UvA-Econometrics Working Papers 13-01, Universiteit van Amsterdam, Dept. of Econometrics.
  58. Rakesh Basant & Pulak Mishra, 2019. "Impact of Vertical Integration on Market Power in Indian Manufacturing Sector During the Post-Reform Period," Journal of Industry, Competition and Trade, Springer, vol. 19(4), pages 561-581, December.
  59. Xosé-Luís Varela-Irimia, 2012. "Profitability, uncertainty and multi-product firm product proliferation: The Spanish car industry," Working Papers XREAP2012-16, Xarxa de Referència en Economia Aplicada (XREAP), revised Sep 2012.
  60. Chen, Ming-Yuan, 2014. "Determinants of corporate board structure in Taiwan," International Review of Economics & Finance, Elsevier, vol. 32(C), pages 62-78.
  61. Bond, Stephen Roy & Hoeffler, Anke & Temple, Jonathan, 2001. "GMM Estimation of Empirical Growth Models," CEPR Discussion Papers 3048, C.E.P.R. Discussion Papers.
  62. Rodriguez-Meza, Jorge & Gonzalez-Vega, Claudio, 2004. "Household Income Dynamics And Poverty Traps In Rural El Salvador," 2004 Annual meeting, August 1-4, Denver, CO 20352, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  63. Menyelim M. Chima & Abiola Ayopo Babajide & Alex Adegboye & Segun Kehinde & Oluwatobi Fasheyitan, 2021. "The Relevance of Financial Inclusion on Sustainable Economic Growth in Sub-Saharan African Nations," Sustainability, MDPI, vol. 13(10), pages 1-20, May.
  64. Kitamura, Ryuichi, 1990. "Panel Analysis in Transportation Planning: An Overview," University of California Transportation Center, Working Papers qt86v0f7zh, University of California Transportation Center.
  65. Bhargava, Alok & Fox-Kean, Melanie, 2003. "The effects of maternal education versus cognitive test scores on child nutrition in Kenya," Economics & Human Biology, Elsevier, vol. 1(3), pages 309-319, December.
  66. B Cobacho & R Caballero & M González & J Molina, 2010. "Planning federal public investment in Mexico using multiobjective decision making," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 61(9), pages 1328-1339, September.
  67. Alok Bhargava, 2022. "Econometric modelling of carbon dioxide emissions and concentrations, ambient temperatures and ocean deoxygenation," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 185(1), pages 178-201, January.
  68. Marcin Borsuk & Błażej Lepczyński, 2021. "Rating implikowany a koszt finansowania banków notowanych na Giełdzie Papierów Wartościowych w Warszawie," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 87-109.
  69. Ahn, Seung C. & Schmidt, Peter, 1995. "Efficient estimation of models for dynamic panel data," Journal of Econometrics, Elsevier, vol. 68(1), pages 5-27, July.
  70. repec:eee:labchp:v:2:y:1986:i:c:p:1183-1217 is not listed on IDEAS
  71. Borsuk, Marcin & Lepczyński, Błażej, 2021. "Rating implikowany a koszt finansowania banków notowanych na Giełdzie Papierów Wartościowych w Warszawie," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, vol. 2021(1), March.
  72. Hausman, Jerry A., 2003. "Triangular structural model specification and estimation with application to causality," Journal of Econometrics, Elsevier, vol. 112(1), pages 107-113, January.
  73. Basant, Rakesh & Mishra, Pulak, 2017. "Vertical Integration, Market Structure and Competition Policy: Experiences of Indian Manufacturing Sector during the Post Reform Period," IIMA Working Papers WP 2017-09-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
  74. Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2015. "Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 188(1), pages 111-134.
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  76. Schultz, T. Paul, 1997. "Assessing the productive benefits of nutrition and health: An integrated human capital approach," Journal of Econometrics, Elsevier, vol. 77(1), pages 141-158, March.
  77. Bhargava, Alok, 1997. "Nutritional status and the allocation of time in Rwandese households," Journal of Econometrics, Elsevier, vol. 77(1), pages 277-295, March.
  78. David Brady, 2004. "The Welfare State and Relative Poverty in Rich Western Democracies, 1967-1997," LIS Working papers 390, LIS Cross-National Data Center in Luxembourg.
  79. Alok Bhargava, 2013. "Executive compensation, share repurchases and investment expenditures: econometric evidence from US firms," Review of Quantitative Finance and Accounting, Springer, vol. 40(3), pages 403-422, April.
  80. Black, Bernard S. & Kim, Woochan & Jang, Hasung & Park, Kyung-Suh, 2015. "How corporate governance affect firm value? Evidence on a self-dealing channel from a natural experiment in Korea," Journal of Banking & Finance, Elsevier, vol. 51(C), pages 131-150.
  81. Bloemen, Hans, 2021. "Labor Market Transitions of Members of Opposite-Sex Couples: Nonparticipation, Unemployed Search, and Employment," IZA Discussion Papers 14673, Institute of Labor Economics (IZA).
  82. Sebastian Kripfganz & Claudia Schwarz, 2019. "Estimation of linear dynamic panel data models with time‐invariant regressors," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(4), pages 526-546, June.
  83. Menegaki, Angeliki N. & Tsagarakis, Konstantinos P., 2015. "Rich enough to go renewable, but too early to leave fossil energy?," Renewable and Sustainable Energy Reviews, Elsevier, vol. 41(C), pages 1465-1477.
  84. Bai, Jushan, 2024. "Likelihood approach to dynamic panel models with interactive effects," Journal of Econometrics, Elsevier, vol. 240(1).
  85. Stephen S. Everhart & Mariusz A. Sumlinski, 2001. "Trends in Private Investment in Developing Countries : Statistics for 1970-2000 and the Impact on Private Investment of Corruption and the Quality of Public Investment," World Bank Publications - Books, The World Bank Group, number 13989.
  86. Leonardo Fabio Morales & Penny Gordon-Larsen & David Guilkey, 2014. "Obesity and Health-Related Decisions: An Empirical Model of the Determinants of Weight Status," Borradores de Economia 12171, Banco de la Republica.
  87. Su, Liangjun & Yang, Zhenlin, 2015. "QML estimation of dynamic panel data models with spatial errors," Journal of Econometrics, Elsevier, vol. 185(1), pages 230-258.
  88. Pulak Mishra, 2018. "Are Mergers and Acquisitions Necessarily Anti-competitive? Empirical Evidence from India’s Manufacturing Sector," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 12(3), pages 276-307, August.
  89. Bhargava, Alok & Docquier, Frédéric & Moullan, Yasser, 2011. "Modeling the effects of physician emigration on human development," Economics & Human Biology, Elsevier, vol. 9(2), pages 172-183, March.
  90. Francis X. Diebold & Til Schuermann, 1996. "Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models," NBER Technical Working Papers 0194, National Bureau of Economic Research, Inc.
  91. Hans G. Bloemen, 2016. "Private wealth and job exit at older age: a random effects model," Empirical Economics, Springer, vol. 51(2), pages 763-807, September.
  92. Kevin Leicht & David Brady, 2007. "Party to Inequality: Right Party Power and Income Inequality in Affluent Western Democracies," LIS Working papers 460, LIS Cross-National Data Center in Luxembourg.
  93. Kripfganz, Sebastian, 2014. "Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100604, Verein für Socialpolitik / German Economic Association.
  94. Federico Zincenko & Walter Sosa-Escudero & Gabriel Montes-Rojas, 2014. "Robust tests for time-invariant individual heterogeneity versus dynamic state dependence," Empirical Economics, Springer, vol. 47(4), pages 1365-1387, December.
  95. Pinaki Chakraborty & Bharatee Bhusana Dash, 2017. "Fiscal Reforms, Fiscal Rule, and Development Spending: How Indian States Have Performed?," Public Budgeting & Finance, Wiley Blackwell, vol. 37(4), pages 111-133, December.
  96. Hsiao, Cheng & Zhou, Qiankun, 2015. "Statistical inference for panel dynamic simultaneous equations models," Journal of Econometrics, Elsevier, vol. 189(2), pages 383-396.
  97. Hsiao, Cheng & Zhou, Qiankun, 2018. "Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models," Journal of Econometrics, Elsevier, vol. 207(1), pages 114-128.
  98. J. Paul Elhorst, 2014. "Dynamic Spatial Panels: Models, Methods and Inferences," SpringerBriefs in Regional Science, in: Spatial Econometrics, edition 127, chapter 0, pages 95-119, Springer.
  99. Alicia Barroso & Gerard Llobet, 2011. "Advertising and Consumer Awareness of New, Differentiated Products," Working Papers wp2011_1104, CEMFI.
  100. Morales, Leonardo Fabio & Gordon-Larsen, Penny & Guilkey, David, 2016. "Obesity and health-related decisions: An empirical model of the determinants of weight status across the transition from adolescence to young adulthood," Economics & Human Biology, Elsevier, vol. 23(C), pages 46-62.
  101. Giorgio Calzolari & Laura Magazzini, 2011. "Moment Conditions and Neglected Endogeneity in Panel Data Models," Working Papers 02/2011, University of Verona, Department of Economics.
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  103. Peter Phillips & Hyungsik Moon, 2000. "Nonstationary panel data analysis: an overview of some recent developments," Econometric Reviews, Taylor & Francis Journals, vol. 19(3), pages 263-286.
  104. Roman Liesenfeld & Jean‐François Richard & Jan Vogler, 2017. "Likelihood‐Based Inference and Prediction in Spatio‐Temporal Panel Count Models for Urban Crimes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(3), pages 600-620, April.
  105. Wang, Yong & Xiang, Erwei & Cheung, Adrian (Wai Kong) & Ruan, Wenjuan & Hu, Wei, 2017. "International oil price uncertainty and corporate investment: Evidence from China's emerging and transition economy," Energy Economics, Elsevier, vol. 61(C), pages 330-339.
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  108. Beatriz Cu鬬ar-Fernᮤez & Yolanda Fuertes-Call鮠 & Carlos Serrano-Cinca & Bego uti鲲ez-Nieto, 2016. "Determinants of margin in microfinance institutions," Applied Economics, Taylor & Francis Journals, vol. 48(4), pages 300-311, January.
  109. Stefano Castriota & Alessandro Fedele, 2021. "Does Excellence Pay Off? Theory and Evidence from the Wine Market," BEMPS - Bozen Economics & Management Paper Series BEMPS77, Faculty of Economics and Management at the Free University of Bozen.
  110. Hsiao, Cheng & Zhang, Junwei, 2015. "IV, GMM or likelihood approach to estimate dynamic panel models when either N or T or both are large," Journal of Econometrics, Elsevier, vol. 187(1), pages 312-322.
  111. Lee, Lung-fei & Yu, Jihai, 2014. "Efficient GMM estimation of spatial dynamic panel data models with fixed effects," Journal of Econometrics, Elsevier, vol. 180(2), pages 174-197.
  112. Mark Wachowiak & Renata Wachowiak-Smolikova & Jonathan Zimmerling, 2012. "The Viability of Global Optimization for Parameter Estimation in Spatial Econometrics Models," ERSA conference papers ersa12p598, European Regional Science Association.
  113. Denise Kall & David Brady, 2007. "Nearly Universal, but Somewhat Distinct: The Feminization of Poverty in Affluent Western Democracies, 1969-2000," LIS Working papers 462, LIS Cross-National Data Center in Luxembourg.
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  116. Bhargava, Alok, 2014. "Firms’ fundamentals, macroeconomic variables and quarterly stock prices in the US," Journal of Econometrics, Elsevier, vol. 183(2), pages 241-250.
  117. Lokshin Michael & Ravallion Martin, 2004. "Household Income Dynamics in Two Transition Economies," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(3), pages 1-33, September.
  118. Blazsek, Szabolcs, 2012. "Patents, secret innovations and firm's rate of return : differential effects of the innovation leader," UC3M Working papers. Economics we1202, Universidad Carlos III de Madrid. Departamento de Economía.
  119. Feng, Xingdong & Li, Wenyu & Zhu, Qianqian, 2024. "Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 238(1).
  120. Danalet, Antonin & Tinguely, Loïc & Lapparent, Matthieu de & Bierlaire, Michel, 2016. "Location choice with longitudinal WiFi data," Journal of choice modelling, Elsevier, vol. 18(C), pages 1-17.
  121. Elhorst, J. Paul, 2010. "Dynamic panels with endogenous interaction effects when T is small," Regional Science and Urban Economics, Elsevier, vol. 40(5), pages 272-282, September.
  122. Crepon, Bruno & Kramarz, Francis & Trognon, Alain, 1997. "Parameters of interest, nuisance parameters and orthogonality conditions An application to autoregressive error component models," Journal of Econometrics, Elsevier, vol. 82(1), pages 135-156.
  123. Wu, Hania Fei, 2021. "Social determination, health selection or indirect selection? Examining the causal directions between socioeconomic status and obesity in the Chinese adult population," Social Science & Medicine, Elsevier, vol. 269(C).
  124. Hak Yeung & Jürgen Huber, 2022. "Further Evidence on China’s B&R Impact on Host Countries’ Quality of Institutions," Sustainability, MDPI, vol. 14(9), pages 1-17, May.
  125. Andrews, Donald W. K. & Lu, Biao, 2001. "Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models," Journal of Econometrics, Elsevier, vol. 101(1), pages 123-164, March.
  126. David Brady, 2005. "Structural Theory and Relative Poverty in Rich Western Democracies, 1969-2000," LIS Working papers 407, LIS Cross-National Data Center in Luxembourg.
  127. Lokshin, Michael & Ravallion, Martin, 2000. "Short-lived shocks with long-lived impacts? - household income dynamics in a transition economy," Policy Research Working Paper Series 2459, The World Bank.
  128. Li, Chunxiao & Gilleskie, Donna B., 2021. "The influence of endogenous behaviors among social pairs: Social interaction effects of smoking," Journal of Health Economics, Elsevier, vol. 80(C).
  129. Luo, Haowen, 2022. "COVID-19 and trade credit speed of adjustment," Finance Research Letters, Elsevier, vol. 47(PA).
  130. Yingxia Pu & Xinyi Zhao & Guangqing Chi & Jin Zhao & Fanhua Kong, 2019. "A spatial dynamic panel approach to modelling the space-time dynamics of interprovincial migration flows in China," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 41(31), pages 913-948.
  131. Marco Ferretti & Salvatore Ferri & Raffaele Fiorentino & Adele Parmentola & Alessandro Sapio, 2020. "What drives the growth of academic spin-offs? Matching academics, universities, and non-research organizations," International Entrepreneurship and Management Journal, Springer, vol. 16(1), pages 137-163, March.
  132. Leonardo Fabio Morales & Penny Gordon-Larsen & David Guilkey, 2014. "Obesity and Health-Related Decisions: An Empirical Model of the Determinants of Weight Status," Borradores de Economia 846, Banco de la Republica de Colombia.
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