Estimation of Dynamic Panel Data Models with Both Individual and Time Specific Effects

By Cheng Hsiao, A. K. Tahmiscioglu. 2008

58 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/3192f15b99a74b43389787b2a081ecfc294ae605

How researchers see this paper

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In Economics and Econometrics

1. Haider Malik
2. H. An
3. Marria Hassan
4. Zepeng Zhao
5. Kazuhiko Hayakawa
6. Lingyan Meng
7. Asif Razzaq
8. S. Kripfganz

Citations in the corpus

• THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH N AND T ARE LARGE (2015, background): “In the literature, Hahn and Moon (2006) and Hsiao and Tahmiscioglu (2008) consider dynamic panel models with both individual and time effects.”
• On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments (2010, unknown): “(See Hsiao and Tahmiscioglu (2008), for instance.)”
• Asymmetric impact of fiscal decentralization and environmental innovation on carbon emissions: Evidence from highly decentralized countries (2021, methodology): “To avert the cross-sectional dependencies (CSD) between the cross-sectional units and ambiguous parameters.(95) Pesaran(96) CSD test is employed, which helps us to choose the appropriate technique that efficiently deals with the highlighted issues.”