Panel Data Models: Some Recent Developments

By M. Arellano, Bo E. Honoré. 2001

651 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/97044e7ddd8f91d17d86a3ac6d7443cf0d1be157

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In Economics and Econometrics

Citations in the corpus

Estimating Dynamic Panel Data Discrete Choice Models with Fixed Effects (2007, neutral): “5See Arellano and Honoré (2001) and Arellano (2003) for surveys on fixed T solutions for discrete choice models.”
Multiple Fixed Effects in Binary Response Panel Data Models (2017, positive): “…on∑T t=1 yit to obtain the conditional distribution: P ( yi1, . . . , yit | T∑ t=1 yit, xi1, . . . , xit, αi ) = exp( ∑T t=1 yitx ′ itβ)∑ (d1,...,dt)∈B exp( ∑T t=1 dtx ′ itβ) , (3) withB being the set of all sequences of zeros and ones that have ∑T t=1 dit = ∑T t=1 yit (Arellano and Honoré 2001).”
Panel-Data Estimates of the Production Function and the Revenue Function: What Difference does it Make? (2005, neutral): “12 Up-to-date reviews of panel-data estimators can be found, for example, in Arellano and Honore (2001) and Arellano (2003).”
Panel Data Models With Interactive Fixed Effects (2009, neutral): “The triplet (β̂, F̂ , Λ̂) jointly minimizes the objective function (9).”
Partial rank estimation of duration models with general forms of censoring (2007, neutral): “As is the case with duration data,12 panel data or models with group specific effects have received an increasing amount of attention in the econometric literature—see Arellano and Honore, 2001 for a recent survey.”
Customer Satisfaction and Stock Returns Risk (2009, positive): “For example, in Equation 6, βmi(T – 2) and other lags can be used as an instrument for Δβmi(T – 1) under the following condition (Arellano and Honore 2001): (14) E[εi(T – 1), εi(T – 2)] = 0.”
Estimation of residential water demand: a state-of-the-art review (2003, background): “From a theoretical point of view, several static and dynamic panel-data models have been proposed(Baltagi, 1995; Arellano and Honoré, 2001).”
Interim Rank, Risk Taking, and Performance in Dynamic Tournaments (2012, neutral): “In fact, few results are available for this class of models (see Arellano and Honorè, 2001 for a survey).”
Binary choice panel data models with predetermined variables (2003, neutral): “11 A discussion of this problem in the context of a duration model with predetermined time-varying covariates can be found in Bover et al. (2002). The form of a likelihood comparable to (3.”