IDEAS home Printed from https://ideas.repec.org/r/ecm/emetrp/v81y2013i1p285-314.html
   My bibliography  Save this item

Fixed‐Effects Dynamic Panel Models, a Factor Analytical Method

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Huanjun Zhu & Vasilis Sarafidis & Mervyn J Silvapulle, 2020. "A new structural break test for panels with common factors [Panel data models with multiple time-varying individual effects]," The Econometrics Journal, Royal Economic Society, vol. 23(1), pages 137-155.
  2. In Choi & Sanghyun Jung, 2021. "Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels," Empirical Economics, Springer, vol. 60(1), pages 177-203, January.
  3. Barbosa, José Diogo & Moreira, Marcelo J., 2021. "Likelihood inference and the role of initial conditions for the dynamic panel data model," Journal of Econometrics, Elsevier, vol. 221(1), pages 160-179.
  4. Geert Dhaene & Koen Jochmans, 2015. "Split-panel Jackknife Estimation of Fixed-effect Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 82(3), pages 991-1030.
  5. Alexander Chudik & M. Hashem Pesaran, 2017. "An Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels," Globalization Institute Working Papers 327, Federal Reserve Bank of Dallas, revised 27 Mar 2021.
  6. Olarreaga, Marcelo & Sperlich, Stefan & Trachsel, Virginie, 2016. "Export Promotion: what works?," CEPR Discussion Papers 11270, C.E.P.R. Discussion Papers.
  7. Shasha Liu & Robin Sickles, 2021. "The agency problem revisited: a structural analysis of managerial productivity and CEO compensation in large US commercial banks," Empirical Economics, Springer, vol. 60(1), pages 391-418, January.
  8. Artūras Juodis & Vasilis Sarafidis, 2018. "Fixed T dynamic panel data estimators with multifactor errors," Econometric Reviews, Taylor & Francis Journals, vol. 37(8), pages 893-929, September.
  9. Alvarez, Javier & Arellano, Manuel, 2022. "Robust likelihood estimation of dynamic panel data models," Journal of Econometrics, Elsevier, vol. 226(1), pages 21-61.
  10. repec:spo:wpecon:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
  11. Jan Bruha & Jaromir Tonner, 2018. "An Exchange Rate Floor as an Instrument of Monetary Policy: An Ex-Post Assessment of the Czech Experience," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(6), pages 537-549, December.
  12. repec:hal:spmain:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
  13. Norkutė, Milda & Westerlund, Joakim, 2019. "The factor analytical method for interactive effects dynamic panel models with moving average errors," Econometrics and Statistics, Elsevier, vol. 11(C), pages 83-104.
  14. Junrong Liu & Robin C. Sickles & E. G. Tsionas, 2017. "Bayesian Treatments for Panel Data Stochastic Frontier Models with Time Varying Heterogeneity," Econometrics, MDPI, vol. 5(3), pages 1-21, July.
  15. Norkutė, Milda & Westerlund, Joakim, 2021. "The factor analytical approach in near unit root interactive effects panels," Journal of Econometrics, Elsevier, vol. 221(2), pages 569-590.
  16. Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim, 2014. "GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels," MPRA Paper 53419, University Library of Munich, Germany.
  17. Maurice J.G. Bun & Martin A. Carree & Artūras Juodis, 2017. "On Maximum Likelihood Estimation of Dynamic Panel Data Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(4), pages 463-494, August.
  18. Andrea Nocera & M. Hashem Pesaran, 2022. "Causal Effects of the Fed's Large-Scale Asset Purchases on Firms' Capital Structure," CESifo Working Paper Series 9695, CESifo.
  19. Bodnar, Taras & Reiß, Markus, 2016. "Exact and asymptotic tests on a factor model in low and large dimensions with applications," Journal of Multivariate Analysis, Elsevier, vol. 150(C), pages 125-151.
  20. Mitchell J. Lovett & Renana Peres & Linli Xu, 2019. "Can your advertising really buy earned impressions? The effect of brand advertising on word of mouth," Quantitative Marketing and Economics (QME), Springer, vol. 17(3), pages 215-255, September.
  21. Hayakawa, Kazuhiko, 2024. "Recent development of covariance structure analysis in economics," Econometrics and Statistics, Elsevier, vol. 29(C), pages 31-48.
  22. Constantinescu, Mihnea & Lastauskas, Povilas, 2018. "The knotty interplay between credit and housing," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 241-266.
  23. Li, Kunpeng, 2017. "Fixed-effects dynamic spatial panel data models and impulse response analysis," Journal of Econometrics, Elsevier, vol. 198(1), pages 102-121.
  24. Bao, Yong & Yu, Xuewen, 2023. "Indirect inference estimation of dynamic panel data models," Journal of Econometrics, Elsevier, vol. 235(2), pages 1027-1053.
  25. Zheng, Jiajia & Wang, Xingwu, 2022. "Impacts on human development index due to combinations of renewables and ICTs --new evidence from 26 countries," Renewable Energy, Elsevier, vol. 191(C), pages 330-344.
  26. Bai, Jushan, 2024. "Likelihood approach to dynamic panel models with interactive effects," Journal of Econometrics, Elsevier, vol. 240(1).
  27. Norkute, Milda, 2014. "A Monte Carlo Study of a Factor Analytical Method for Fixed-Effects Dynamic Panel Models," Working Papers 2014:7, Lund University, Department of Economics.
  28. Alexander Chudik & M. Hashem Pesaran, 2017. "A Bias-Corrected Method of Moments Approach to Estimation of Dynamic Short-T Panels," CESifo Working Paper Series 6688, CESifo.
  29. Scheubel, Beatrice & Tafuro, Andrea & Vonessen, Benjamin, 2018. "Stigma? What stigma? A contribution to the debate on financial market effects of IMF lending," Working Paper Series 2198, European Central Bank.
  30. Norkute, Milda, 2014. "A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models," Economics Letters, Elsevier, vol. 123(3), pages 348-351.
  31. 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.
  32. repec:hal:wpspec:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
  33. Jerry A. Hausman & Maxim L. Pinkovskiy, 2017. "Estimating dynamic panel models: backing out the Nickell Bias," Staff Reports 824, Federal Reserve Bank of New York.
  34. Juan Carlos Bou & Albert Satorra, 2014. "Univariate versus multivariate modeling of panel data," Economics Working Papers 1417, Department of Economics and Business, Universitat Pompeu Fabra.
  35. Samuel Brien, 2021. "Wealth Inequality, Uninsurable Entrepreneurial Risk and Firms Markup," Working Paper 1476, Economics Department, Queen's University.
  36. Xuan Leng & Jiaming Mao & Yutao Sun, 2023. "Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities," Papers 2305.03134, arXiv.org, revised Nov 2024.
  37. Subhash C. Sharma & Anil K. Bera, 2021. "Estimation of Random Components and Prediction in One and Two-Way Error Component Regression Models," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 419-441, December.
  38. Suhal Kusairi & Suriyani Muhamad & M Musdholifah & Shu-Chen Chang, 2019. "Labor Market and Household Debt in Asia Pacific Countries: Dynamic Heterogeneous Panel Data Analysis," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 1-15, June.
  39. Beatrice D. Scheubel & Andrea Tafuro & Benjamin Vonessen, 2018. "STIGMA? WHAT STIGMA? A Contribution to the Debate on the Effectiveness of IMF Lending," CESifo Working Paper Series 7036, CESifo.
  40. Abdelfeteh Bitat, 2018. "Environmental regulation and eco-innovation: the Porter hypothesis refined," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 8(3), pages 299-321, September.
  41. Khalaf, Lynda & Saunders, Charles J., 2020. "Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels," Journal of Econometrics, Elsevier, vol. 218(2), pages 419-434.
  42. Jerry Hausman & Maxim L. Pinkovskiy, 2017. "Estimating dynamic panel models: backing out the Nickell Bias," CeMMAP working papers 53/17, Institute for Fiscal Studies.
  43. Westerlund, Joakim & Norkute, Milda, 2014. "A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root," Working Papers 2014:12, Lund University, Department of Economics.
  44. Jerry Hausman & Maxim L. Pinkovskiy, 2017. "Estimating dynamic panel models: backing out the Nickell Bias," CeMMAP working papers CWP53/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  45. repec:spo:wpmain:info:hdl:2441/f6h8764enu2lskk9p2m9mgp8l is not listed on IDEAS
  46. Breitung, Jörg & Kripfganz, Sebastian & Hayakawa, Kazuhiko, 2022. "Bias-corrected method of moments estimators for dynamic panel data models," Econometrics and Statistics, Elsevier, vol. 24(C), pages 116-132.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.