Estimating Panel Models With Internal and External Habit Formation

By George M. Korniotis. 2010

138 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/abb438f7cd6d5a524122279054d915fad1460f27

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

Citations in the corpus

Estimation of Higher-Order Spatial Autoregressive Panel Data Error Component Models (2009, background): “Korniotis, G. (2008). Estimating panel models with internal and external habit formation. Journal of Business and Economic Statistics, forthcoming. Lee, L.F. and Liu, X. (2008). Efficient GMM estimation of high order spatial autoregressive models. Working Paper, Department of Economics, Ohio State U”
What Drives Corporate Tax Rates Down? A Reassessment of Globalization, Tax Competition, and Dynamic Adjustment to Shocks (2011, background): “However, as first discussed by Nickell (1981) for the case of the autoregressive model without a spatial effect, the bias diminishes as T grows, and the same holds for the more general model with cross-sectional dependence (Korniotis, 2010).”
Unified M-estimation of fixed-effects spatial dynamic models with short panels (2018, background): “…where the spatial effects may appear in the model either in the form of spatial lag(s) of the response variable (Yu et al., 2008; Yu and Lee, 2010; Lee and Yu, 2010a; Korniotis, 2010; Elhorst, 2010), or in the form of spatial errors (Elhorst, 2005; Yang et al., 2006; Mutl, 2006; Su and Yang, 2015).”
Dynamic spatial panels: models, methods, and inferences (2012, methodology): “This model is considered in LeSage and Pace (2009, Ch.7) and Korniotis (2010).”
The Hausman Test in a Cliff and Ord Panel Model (2011, unknown): “Korniotis (2008) introduces a bias-corrected estimator for a spatial dynamic panel model with fixed effects.”