https://ideas.repec.org/p/rtv/ceisrp/373.html
Spatial panel data models using Stata
Downloadable! xsmle is a new command for spatial analysis using Stata. We consider the quasi-maximum likelihood estimation of a wide set of both fixed- and...
panel data modelsspatialusingstata
https://ideas.repec.org/p/iek/wpaper/1707.html
Efficient Estimation of Linear Panel Data Models with Sample Selection and Fixed Effects
Downloadable! For linear panel data models with endogenous selectivity, the popular pooled ordinary least squares with bias correction and its minimum distance...
panel data models
https://ideas.repec.org/p/hal/wpaper/hal-01073732.html
An Adjusted profile likelihood for non-stationary panel data models with fixed effects
Downloadable! We calculate the bias of the profile score for the autoregressive parameters p and covariate slopes in the linear model for N x T panel data with...
panel data models
https://ideas.repec.org/a/eee/econom/v168y2012i2p300-314.html
Nonparametric identification in nonseparable panel data models with generalized fixed effects
Downloadable (with restrictions)! This paper extends the familiar notion of fixed effects to nonlinear structures with infinite-dimensional unobservables, like...
panel data modelsnonparametricidentification
https://ideas.repec.org/p/dpr/wpaper/1019r.html
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and...
Downloadable! This paper develops two instrumental variable (IV) estimators for dynamic panel data
panel data models
https://ideas.repec.org/p/fip/fedgfe/1997-3.html
Estimating dynamic panel data models: a practical guide for macroeconomists
Downloadable! We use a Monte Carlo approach to investigate the performance of several different methods designed to reduce the bias of the estimated...
panel data modelspractical guideestimatingdynamicmacroeconomists
https://www.econstor.eu/handle/10419/281101
EconStor: More efficient estimation of multiplicative panel data models in the presence of serial...
EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW.
panel data models
https://ideas.repec.org/a/adr/anecst/y2019i134p207-226.html
Identification in Binary Response Panel Data Models: Is Point-Identification More Common Than We...
Downloadable! This paper investigates identification in binary response models with panel data. Conditioning on sufficient statistics can sometimes lead to a...
panel data models
https://ideas.repec.org/p/ifs/cemmap/09-02.html
Dynamic panel data models: a guide to microdata methods and practice
Downloadable! This paper reviews econometric methods for dynamic panel data models, and presents examples that illustrate the use of these procedures. The...
panel data modelsguide todynamic
https://www.econstor.eu/handle/10419/62792
EconStor: GMM estimation and inference in dynamic panel data models with persistent data
EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW.
panel data models
https://www.federalreserve.gov/econres/feds/estimating-dynamic-panel-data-models-a-practical-guide-for-macroeconomists.htm
The Fed - Estimating Dynamic Panel Data Models: A Practical Guide for Macroeconomists
The Federal Reserve Board of Governors in Washington DC.
panel data modelsthe fed