The Robustness of Estimators for Dynamic Panel Data Models to Misspecification

QR Code

The Robustness of Estimators for Dynamic Panel Data Models to Misspecification

Bibliographic Details
Main Authors:	Harris, Mark, Kostenko, W., Matyas, L., Timol, I.
Format:	Journal Article
Published:	World Scientific Publishing 2009
Online Access:	http://hdl.handle.net/20.500.11937/36385

Similar Items

Performance of the operational Wansbeek-Bekker estimator for dynamic panel data models
by: Harris, Mark, et al.
Published: (2000)

A Comparative Analysis of Different IV and GMM Estimators of Dynamic Panel Data Models
by: Harris, Mark, et al.
Published: (2004)

Model Misspecification
by: Moosa, I., et al.
Published: (2015)

Dynamic Models for Short Panels
by: Harris, Mark, et al.
Published: (2008)

Variance targeting estimator for GJR-GARCH under model’s misspecification
by: Muhammad Asmu’i Abdul Rahim,, et al.
Published: (2018)

The Estimation of Multidimensional Fixed Effects Panel Data Models
by: Balazsi, Laszlo, et al.
Published: (2015)

Robust Estimation for the Fixed Effect Panel Data Model

Model misspecification in the time series analysis
by: Davies, Neville
Published: (1977)

Growth convergence: some panel data evidence
by: Lee, M., et al.
Published: (1998)

Mitigating Model Misspecification with Variational Bayesian Inference
by: Krissaane, Ines
Published: (2024)

The applications of robust estimation in fixed effect panel data

Robust weights of generalized M-estimator for panel data

Robust diagnostic and parameter estimation for multiple linear and panel data regression models
by: Sani, Muhammad
Published: (2018)

Modelling Export Flows in the APEC Case: Static and Dynamic Gravity Model Approaches
by: Harris, Mark, et al.
Published: (2001)

A Note on Nonlinear Cointegration, Misspecification, and Bimodality
by: Medeiros, M., et al.
Published: (2014)

Robust estimation for fixed and random effects panel data models with different centering methods
by: Midi, Habshah, et al.
Published: (2018)

The Modified Robust Within Group GM-Estimators for the Fixed Effect Panel Data Model

The robustness of two step estimation against heteroskedasticity and outliers in panel data

Robust bootstrapping panel data

Robust diagnostic and robust estimation methods for fixed effect panel data model in presence of high leverage points and multicollinearity
by: Ismaeel, Shelan Saied
Published: (2017)

Robust estimation methods for fixed effect panel data model having block-concentrated outliers
by: Abu Bakar @ Harun, Nor Mazlina
Published: (2019)

Robust centering in the fixed effect panel data model
by: Midi, Habshah, et al.
Published: (2015)

Robust centering in the fixed effect panel data model

Modelling firm innovation using panel probit estimators
by: Harris, Mark, et al.
Published: (2003)

Misspecification in term structure models of commodity prices: implications for hedging price risk
by: Suenaga, Hiroaki
Published: (2011)

Robust parameter estimation for fixed effect panel data model in the presence of heteroscedasticity and high leverage points
by: Sani, Muhammad, et al.
Published: (2019)

Robust weighted bootstrap for the fixed effect panel data model

Robust inference in panel data model / Nurul Sima Mohamad Shariff
by: Mohamad Shariff, Nurul Sima
Published: (2012)

Robust multicollinearity diagnostic measure for fixed effect panel data model
by: Ismaeel, Shelan Saied, et al.
Published: (2021)

Statistical inference for discrete distributions under parameter orthogonality and model misspecification / Chua Kuan Chin
by: Chua, Kuan Chin
Published: (2009)

A dynamic panel analysis of the profitability of Australian tax entities
by: Feeny, S., et al.
Published: (2005)

Modelling charitable donations to an unexpected natural disaster: Evidence from the U.S. Panel Study of Income Dynamics
by: Brown, S., et al.
Published: (2012)

Modelling Export Activity of Eleven APEC Countries
by: Matyas, L., et al.
Published: (2004)

Robust vibration control of ﬂexible panel:modeling and simulation
by: Banu, Aalya, et al.
Published: (2017)

Occupational transition and country-of-origin effects in the early stage occupational assimilation of immigrants: some evidence from Australia
by: Kostenko, W., et al.
Published: (2012)

Dynamic robust bootstrap method based on LTS estimators
by: Midi, Habshah, et al.
Published: (2009)

Modelling the Impact of Environmental Regulations on Bilateral Trade Flows: OECD, 1990-1996
by: Harris, Mark, et al.
Published: (2002)

Modelling The Nexus Between Energy-Economic Growth Using The Long Panel Data Estimations
by: Sim, Khang Yi
Published: (2024)

Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator
by: Uraibi, Hassan S., et al.
Published: (2015)

Robust spatial diagnostic method and parameter estimation for spatial big data regression model
by: Ali, Mohammed Baba
Published: (2022)