Estimation for Dynamic Panel Data with Individual Effects

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Show simple item record Robinson, Peter M. Velasco, Carlos 2022-03-30T17:10:46Z 2022-03-30T17:10:46Z 2020-03-01
dc.identifier.bibliographicCitation Robinson, P. M., & Velasco, C. (2019). Estimation for dynamic panel data with individual effects. Econometric Theory, 36 (2), pp. 185-222.
dc.identifier.issn 0266-4666
dc.description.abstract The article discusses statistical inference in parametric models for panel data. The models feature dynamics of a general nature, individual effects, and possible explanatory variables. The focus is on large-cross-section inference on Gaussian pseudo maximum likelihood estimates with temporal dimension kept fixed, partially complementing and extending recent work of the authors. We focus on a particular kind of initial condition but go on to discuss implications of alternative initial conditions. Some possible further developments are briefly reviewed.
dc.language.iso eng
dc.publisher Cambridge University Press
dc.rights © Cambridge University Press 2019
dc.rights Atribución-NoComercial-SinDerivadas 3.0 España
dc.subject.other Parametric models
dc.subject.other Panel data models
dc.subject.other Asymptotic statistical properties
dc.subject.other Dynamic panel data
dc.title Estimation for Dynamic Panel Data with Individual Effects
dc.type article
dc.subject.eciencia Economía
dc.rights.accessRights openAccess
dc.type.version acceptedVersion
dc.identifier.publicationfirstpage 185
dc.identifier.publicationissue 2
dc.identifier.publicationlastpage 222
dc.identifier.publicationtitle ECONOMETRIC THEORY
dc.identifier.publicationvolume 36
dc.identifier.uxxi AR/0000025673
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