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Performance of various estimators in dynamic panel data models
(Centro de Investigación y Docencia Económicas, División de Economía, 2022)
Social dynamics in Swiss society : empirical studies based on the swiss household panel
It is indeed a pleasure to write the preface to a book celebrating 20 years of the
“Swiss Household Panel (SHP).” For about 20 years, I was responsible for one of
SHP’s twins: the German Socio-Economic Panel Study (SOEP), ...
Level-based estimation of dynamic panel models
(De Gruyter, 2011-06-01)
This paper develops an alternative estimator for linear dynamic panel data models based on parameterizing the covariances between covariates and unobserved time-invariant effects. A GMM framework is used to derive an optimal ...
Likelihood inference and the role of initial conditions for the dynamic panel data model
(Escola de Pós-Graduação em Economia da FGV, 2017-10)
Lancaster (2002) proposes an estimator for the dynamic panel data model with homoskedastic errors and zero initial conditions. In this paper, we show this estimator is invariant to orthogonal transformations, but is ine ...
Median-unbiased estimation in panel data: methodology and applications to the GDP convergence and purchasing power parity hypotheses
(Centro de Investigación y Docencia Económicas, División de Economía, 2007)
Size distortions of tests for heteroskedasticity, cross-sectional correlation and autocorrelation in dynamic panel data models
(Centro de Investigación y Docencia Económicas, 2011)
Performance of various estimators in dynamic panel data models
(Centro de Investigación y Docencia Económicas, 2011)
Performance of various estimators in dynamic panel data models
(Centro de Investigación y Docencia Económicas, 2011)