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Keyword

dynamic panel data

Description: Econometric panel data models that represent how outcomes evolve over time and may depend on their own past values.
OpenAlex ID: keywords/dynamic-panel-data-models
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
1991 · Manuel Arellano, Stephen Bond · The Review of Economic Studies · 33,058
Econometric Analysis of Cross Section and Panel Data
2001 · Jeffrey M. Wooldridge · RePEc: Research Papers in Economics · 27,575
Initial conditions and moment restrictions in dynamic panel data models
1998 · Richard Blundell, Stephen Bond · Journal of Econometrics · 22,517
Initial conditions and moment restrictions in dynamic panel data models
1995 · Richard Blundell, Stephen Bond · Working paper series - Institute for Fiscal Studies/Working papers · 14,749
Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
1999 · M. Hashem Pesaran, Yongcheol Shin, et al. · Journal of the American Statistical Association · 6,663
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Testing slope homogeneity in large panels
2007 · M. Hashem Pesaran, Takashi Yamagata · Journal of Econometrics · 6,015
Estimating long-run relationships from dynamic heterogeneous panels
1995 · M.Hashem Pesaran, Ron Smith · Journal of Econometrics · 5,463
Growth Empirics: A Panel Data Approach
1995 · N. Islam · The Quarterly Journal of Economics · 3,504
Fully modified OLS for heterogeneous cointegrated panels
2004 · Peter Pedroni · Advances in econometrics · 2,720
How to do Xtabond2: An Introduction to Difference and System GMM in Stata
2007 · David Roodman · SSRN Electronic Journal · 2,637
Dynamic panel data models: a guide to micro data methods and practice
2002 · Stephen R. Bond · Portuguese Economic Journal · 2,567
Estimation of Dynamic Models with Error Components
1981 · T. W. Anderson, Cheng Hsiao · Journal of the American Statistical Association · 2,325
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Estimating dynamic panel data models: a guide for macroeconomists
1999 · Ruth A Judson, Ann L Owen · Economics Letters · 2,126
Stock markets, banks, and growth: Panel evidence
2003 · Thorsten Beck, Ross Levine · Journal of Banking & Finance · 2,064
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
1995 · Jan F. Kiviet · Journal of Econometrics · 1,932
Dynamic panel data models: a guide to microdata methods and practice
2002 · Stephen Bond · Cemmap working papers · 1,547
Inference for unit roots in dynamic panels where the time dimension is fixed
1999 · Richard D.F. Harris, Elias Tzavalis · Journal of Econometrics · 1,444
Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence
2002 · Peter C.B. Phillips, Donggyu Sul · RePEc: Research Papers in Economics · 1,265
The incidental parameter problem since 1948
2000 · Tony Lancaster · Journal of Econometrics · 1,127
Causal Analysis With Panel Data
2020 · Finkel, Steven E. · SAGE Research Methods Foundations · 1,083
Efficient estimation of models for dynamic panel data
1995 · Seung C. Ahn, Peter Schmidt · Journal of Econometrics · 1,033
Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models
2005 · Giovanni S.F. Bruno · Economics Letters · 1,026
Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
2001 · Donald W.K. Andrews, Biao Lu · Journal of Econometrics · 980
Panel Models in Sociological Research: Theory into Practice
2004 · Charles N. Halaby · Annual Review of Sociology · 946
Nonstationary Panels, Panel Cointegration, and Dynamic Panels
2001 · Baltagi, Badi H., Fomby, Thomas B., et al. · Advances in econometrics · 934
Works count: 3,532
Citation count: 197,400
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