Panel Data Econometrics

By Donggyu Sul. 2019

479 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Political Science and International Relations, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/53b3016740a51d06f31d3fdc8a88ccd26db0bf20

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Citations in the corpus

Forecasting With Dynamic Panel Data Models (2017, unknown): “The identification of π(λi|hi) can be established using a characteristic function argument similar to that in Arellano and Bonhomme (2012). For the general model (1) we make the following assumptions:”
Economic growth and financial performance of Islamic banks: a CAMELS approach (2020, unknown): “Hence, we adopt a dynamic specification of the model by including a lagged dependent variable among the regressors (Arellano, 2003; Croissant and Millo, 2019), the regression of Eqn (1) augmented with lagged GDP has become: Yit ¼ α0 þ vYi;t−1 þ αiPit þ βiXit þ ξit (2) Where Yi;t−1 is the…”
Panel experiments and dynamic causal effects: A finite population perspective (2020, background): “, the reviews of Arellano (2003), Arellano and Bonhomme (2012)) that tend to avoid formal discussions of causal effects in the modern sense that explicitly appeals to potential outcome functions to define counterfactuals (e.g., Imbens and Rubin (2015), Hernan and Robins (2019)) or directed acyclic g”
Estimation and Inference about Heterogeneous Treatment Effects in High-Dimensional Dynamic Panels. (2017, background): “(2020), Lu and Su (2020)) among many others, see FernandezVal and Weidner (2018) for an overview or Arellano (2003), Baltagi (2008) or Wooldridge (2010) for an introduction. Finally, this paper contributes to a literature (Cattaneo et al. (2018), Lei et al. (2018), Kline et al.”
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure (2019, unknown): “Finally, applying a standard proof for the asymptotic distribution of the overidentifying restrictions test under the null hypothesis, such as in Arellano (2003), yields the desired result.”
Why is there a lack of evidence on knowledge spillovers from foreign direct investment (2018, unknown): “There are several good texts that explore these issues; Arellano (2003) provides a summary the formal state of the art, Wooldridge (2010) provides a comprehensive survey of the econometric techniques, and Hsiao (2014) provides a review of panel data methodologies.”
Fixed Effects Estimation of Large-TPanel Data Models (2018, methodology): “We refer to Arellano (2003b), Baltagi (2008), Hsiao (2014), and Wooldridge (2010) for modern textbook treatments on the difference between fixed and random effects.”
Synthetic Difference In Differences (2018, unknown): “there is a wide variety of standard error estimates that that have been studied in the literature; see Arellano [2003], Bertrand, Duflo, and Mullainathan [2004], Hansen [2007], Liang and Zeger [1986], and Stock and Watson [2008] for examples and discussions.”
The Differential Impact of Knowledge Depth and Knowledge Breadth on Creativity over Individual Careers (2017, background): “effect sizes in the form of incidence rate ratios (IRR), the most appropriate when the dependent variable is a count (Arellano, 2003; Hilbe, 2007).”
Econometric Methods for Program Evaluation (2018, methodology): “This type of structure is the same as the widespread linear fixed effect panel data model (see, e.g., Arellano, 2003).”