Panel Data Econometrics

By M. Arellano. 2002

1,043 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/f05c8296ec712b99f076c0ac41ae9b66988a2445

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In Economics and Econometrics

Citations in the corpus

Determinants of Economic Growth: A Bayesian Panel Data Approach (2009, methodology): “In addition, we can rewrite equation (3) as:”
INTERNATIONAL CORPORATE TAX AVOIDANCE: A REVIEW OF THE CHANNELS, MAGNITUDES, AND BLIND SPOTS (2018, neutral): “…is the reported semi-elasticity of pre-tax profits, winsorized at top and bottom one percentile to remove the influence of outliers.23 We account for heteroscedasticity and intra-study correlation by presenting fully robust GLS standard errors (see e.g. Arellano, 2003 and Wooldridge, 2010).”
Maximum Likelihood for Cross-lagged Panel Models with Fixed Effects (2017, neutral): “The dominant method is usually attributed to Arellano and Bond (1991) although there were important earlier precedents (Anderson and Hsiao 1981, Holtz-Eaken et al.”
A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE (2009, positive): “errors, it is interesting to investigate whether the results obtained in this paper apply to more general models and errors, say, models that include additional regressors other than the lagged dependent variables (Arellano, 2003a) and/or heteroskedastic errors (Alvarez and Arellano, 2004). Moreover”
Minimum Distance Estimation of the Errors-In-Variables Model Using Linear Cumulant Equations (2014, neutral): “See, for example, Arellano (2003). Note that E ( pip ′ j ) = 0 only if i and j belong to different clusters.”
Panel data analysis—advantages and challenges (2007, neutral): “(e.g. Ahn and Schmidt, 1995; Arellano, 2003; Arellano and Bond, 1991; Arellano and Bover, 1995).”
How do the ownership structure and board of directors' features impact earnings management? The Spanish case (2020, background): “On the other hand, the endogeneity problem takes place when abnormal accruals might drive an impact on governance measures (López & Saona, 2007), and consequently, the direction of the causality is not clearly established (Arellano, 2003; Baltagi, 2013).”