Estimation for Dynamic Panel Data with Individual Effects

e-Archivo Repository

Show simple item record

dc.contributor.author Robinson, Peter M.
dc.contributor.author Velasco, Carlos
dc.date.accessioned 2022-03-30T17:10:46Z
dc.date.available 2022-03-30T17:10:46Z
dc.date.issued 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.identifier.uri http://hdl.handle.net/10016/34499
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.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
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.identifier.doi https://doi.org/10.1017/S0266466619000069
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
 Find Full text

Files in this item

*Click on file's image for preview. (Embargoed files's preview is not supported)


The following license files are associated with this item:

This item appears in the following Collection(s)

Show simple item record