Pairwise Differences Estimators in Linear Fixed Effects Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Ziye Zhang

Feasible Estimation of Linear Models with N-Fixed Effects

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Fernando RiossAvila

Estimating Non-Linear Models with Multiple Fixed Effects: A Computational Note

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Laura Hospido

Dynamic Linear Panel Regression Models with Interactive Fixed Effects

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Hyungsik Roger Moon | Martin Weidner

Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Hugo Kruiniger

Estimation of Fixed Effects Dynamic Panel Data Models - Linear Differencing or Conditional Expectation

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Cheng Hsiao

Time-Varying Linear Transformation Models with Fixed Effects and Endogeneity for Short Panels

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Irene Botosaru | Chris Muris

Rate-Adapative GMM Estimators for Linear Time Series Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Guido M. Kuersteiner

Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Min Seong Kim | Yixiao Sun

A Penalty Function Approach to Bias Reduction in Non-linear Panel Models with Fixed Effects

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Alan Bester | Christian Hansen

Sensitivity of GLS Estimators in Random Effects Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Andrey L. L. Vasnev

Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Vincenzo Verardi | Joachim Wagner

Finite Sample Inference for GMM Estimators in Linear Panel Data Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Stephen R. Bond | Frank Windmeijer

Testing for Normality in Linear Regression Models Using Regression and Scale Equivariant Estimators

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Rami Victor Tabri

A Simple, Robust Test for Choosing the Level of Fixed Effects in Linear Panel Data Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Leslie E. Papke | Jeffrey M. Wooldridge

Identification Problem of GMM Estimators for Short Panel Data Models with Interactive Fixed Effects

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Kazuhiko Hayakawa

Fixed Effects versus Random Effects Estimation of Dynamic Panel Data Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Hugo Kruiniger

k-Step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Yixiao Sun | Min Seong Kim

On the Performance of Small-Area Estimators: Fixed vs. Random Area Parameters

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Alex Costa Saenz de San Pedro | Albert Satorra | Eva Ventura

Fixed and Random Effects Models for Count Data

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: William H. Greene