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Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model. (2008). Kruiniger, Hugo.
In: Journal of Econometrics.
RePEc:eee:econom:v:144:y:2008:i:2:p:447-464.

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Cited: 51

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  1. Likelihood approach to dynamic panel models with interactive effects. (2024). Bai, Jushan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:240:y:2024:i:1:s0304407623003524.

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  2. Likelihood-based inference for dynamic panel data models. (2023). Thomas, Gareth M ; Ahn, Seung C.
    In: Empirical Economics.
    RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02375-0.

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  3. Asset securitizations and bank stability: Evidence from different banking systems. (2022). Williams, Julian ; Ahmed, Habib ; Elnahass, Marwa ; Abdelsalam, Omneya.
    In: Global Finance Journal.
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  4. .

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  6. Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels. (2021). Choi, In ; Jung, Sanghyun.
    In: Empirical Economics.
    RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-02007-x.

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  7. A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions.. (2021). Kruiniger, Hugo.
    In: MPRA Paper.
    RePEc:pra:mprapa:110375.

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  8. FDML versus GMM for Dynamic Panel Models with Roots Near Unity. (2021). Mehic, Adrian.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:405-:d:622597.

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  9. The factor analytical approach in near unit root interactive effects panels. (2021). Westerlund, Joakim ; Norkut, Milda.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:221:y:2021:i:2:p:569-590.

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  10. Backward mean transformation in unit root panel data models. (2021). Poldermans, Rutger W ; Juodis, Artras.
    In: Economics Letters.
    RePEc:eee:ecolet:v:201:y:2021:i:c:s0165176521000574.

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  11. Unit Root Tests for Dependent Micropanels. (2019). Choi, In.
    In: The Japanese Economic Review.
    RePEc:spr:jecrev:v:70:y:2019:i:2:d:10.1111_jere.12170.

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  12. The factor analytical method for interactive effects dynamic panel models with moving average errors. (2019). Westerlund, Joakim ; Norkut, Milda.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:11:y:2019:i:c:p:83-104.

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  13. Rank based cointegration testing for dynamic panels with fixed T. (2018). Juodis, Artras.
    In: Empirical Economics.
    RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1304-8.

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  14. A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions.. (2018). Kruiniger, Hugo .
    In: MPRA Paper.
    RePEc:pra:mprapa:88623.

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  15. Local power of panel unit root tests allowing for structural breaks. (2017). Tzavalis, Elias ; Karavias, Yiannis.
    In: Econometric Reviews.
    RePEc:taf:emetrv:v:36:y:2017:i:10:p:1123-1156.

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  16. Misspecification in Dynamic Panel Data Models and Model-Free Inferences. (2017). Okui, Ryo.
    In: The Japanese Economic Review.
    RePEc:spr:jecrev:v:68:y:2017:i:3:d:10.1111_jere.12080.

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  17. INEQUALITY AND PROPERTY RIGHTS, REVISITED. (2017). OUATTARA, BAZOUMANA ; Standaert, Samuel .
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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  18. Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. (2017). Kiviet, Jan ; Poldermans, Rutger ; Pleus, Milan .
    In: Econometrics.
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  19. On Maximum Likelihood Estimation of Dynamic Panel Data Models. (2017). Juodis, Artūras ; Carree, Martin.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:79:y:2017:i:4:p:463-494.

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  20. A Lagrange Multiplier-Type Test for Idiosyncratic Unit Roots in the Exact Factor Model. (2017). Solberger, Martin ; Zhou, Xingwu.
    In: Journal of Time Series Analysis.
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  21. Misspecification in Dynamic Panel Data Models and Model-Free Inferences. (2017). Okui, Ryo.
    In: The Japanese Economic Review.
    RePEc:bla:jecrev:v:68:y:2017:i:3:p:283-304.

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  22. Cross-sectional maximum likelihood and bias-corrected pooled least squares estimators for dynamic panels with short T. (2016). Choi, In.
    In: Working Papers.
    RePEc:sgo:wpaper:1610.

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  23. Local Power of Fixed-T Panel Unit Root Tests With Serially Correlated Errors and Incidental Trends. (2016). Tzavalis, Elias ; Karavias, Yiannis.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:37:y:2016:i:2:p:222-239.

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  24. Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity. (2015). Hayakawa, Kazuhiko ; Pesaran, Hashem M.
    In: Journal of Econometrics.
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  25. Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. (2015). Kiviet, Jan ; Pleus, Milan ; Poldermans, Rutger .
    In: CESifo Working Paper Series.
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  26. Unit root tests for dependent and heterogeneous micropanels. (2014). Choi, In.
    In: Working Papers.
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  27. Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models. (2014). Kiviet, Jan ; Poldermans, Rutger ; Pleus, Milan .
    In: Economic Growth Centre Working Paper Series.
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  28. Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models. (2014). Kiviet, Jan F. ; Poldermans, Rutger ; Pleus, Milan .
    In: UvA-Econometrics Working Papers.
    RePEc:ame:wpaper:1409.

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  29. A Lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model under misspecification. (2013). Solberger, Martin ; Solberger M., ; Zhou X., .
    In: Research Memorandum.
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  30. Lessons from a Decade of IPS and LLC. (2013). Westerlund, Joakim ; Breitung, Jörg.
    In: Econometric Reviews.
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  31. Likelihood approach to dynamic panel models with interactive effects. (2013). Bai, Jushan.
    In: MPRA Paper.
    RePEc:pra:mprapa:50267.

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  32. The Power Performance of Fixed-T Panel Unit Root Tests allowing for Structural Breaks. (2013). Tzavalis, Elias ; Karavias, Yiannis.
    In: MPRA Paper.
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  33. First difference maximum likelihood and dynamic panel estimation. (2013). Phillips, Peter ; Han, Chirok ; Phillips, Peter C. B., .
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  34. First Difference Transformation in Panel VAR models: Robustness, Estimation and Inference. (2013). Juodis, Artūras.
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  35. Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models. (2012). Pesaran, M ; Hayakawa, Kazuhiko.
    In: Working Paper series.
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  36. On the Local Power of Fixed T Panel Unit Root Tests with Serially Correlated Errors. (2012). Tzavalis, Elias ; Karavias, Yiannis.
    In: MPRA Paper.
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  37. Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models. (2012). Pesaran, M ; Hayakawa, Kazuhiko.
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  39. Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models. (2012). Pesaran, M ; Hayakawa, Kazuhiko.
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  40. Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models. (2012). Pesaran, M ; Hayakawa, Kazuhiko.
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  41. An Adjusted profile likelihood for non-stationary panel data models with fixed effects. (2011). Dhaene, Geert ; Jochmans, Koen.
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  42. An Adjusted profile likelihood for non-stationary panel data models with fixel effects. (2011). Dhaene, Geert .
    In: Sciences Po Economics Discussion Papers.
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  43. An Adjusted profile likelihood for non-stationary panel data models with fixed effects. (2011). Jochmans, Koen ; Dhaene, Geert.
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  44. X-Differencing and Dynamic Panel Model Estimation. (2010). Sul, Donggyu ; Phillips, Peter ; Han, Chirok ; Peter C. B. Phillips, .
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  45. Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions. (2006). Kruiniger, Hugo.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp582.

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  46. GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data. (2006). Kruiniger, Hugo.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp560.

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  47. Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions. (2006). Kruiniger, Hugo .
    In: Working Papers.
    RePEc:qmw:qmwecw:582.

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  48. GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data. (2006). Kruiniger, Hugo .
    In: Working Papers.
    RePEc:qmw:qmwecw:560.

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  49. The power performance of fixed-T panel unit root tests allowing for structural breaks. (2001). Tzavalis, Elias ; Karavias, Yiannis.
    In: Discussion Papers.
    RePEc:not:notgts:13/01.

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  50. The local power of fixed-T panel unit root tests allowing for serially correlated errors. (2001). Tzavalis, Elias ; Karavias, Yiannis.
    In: Discussion Papers.
    RePEc:not:notgts:12/01.

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  51. Testing for unit roots in panels with structural changes, spatial and temporal dependence when the time dimension is finite. (). Tzavalis, Elias ; Karavias, Yiannis.
    In: Discussion Papers.
    RePEc:not:notgts:14/03.

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  28. A study on the persistence of Farrells efficiency measure under a dynamic framework. (2007). Wang, Mei-Hui ; Huang, Tai-Hsin.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:180:y:2007:i:3:p:1302-1316.

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  29. Long difference instrumental variables estimation for dynamic panel models with fixed effects. (2007). Kuersteiner, Guido ; Hausman, Jerry ; Hahn, Jinyong.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:140:y:2007:i:2:p:574-617.

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  30. GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data. (2006). Kruiniger, Hugo .
    In: Working Papers.
    RePEc:qmw:qmwecw:560.

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  31. GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model. (2006). Schmidt, Peter ; Doran, Howard E..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:133:y:2006:i:1:p:387-409.

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  32. Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models. (2005). Kiviet, Jan.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20050112.

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  33. Effects of trade liberalisation, environmental and labour regulations on employment in Indias organised textile sector. (2005). Narayanan, Badri G.
    In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
    RePEc:ind:igiwpp:2005-005.

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  34. Unit roots: identification and testing in micro panels. (2005). Windmeijer, Frank ; Nauges, Celine ; Bond, Steve .
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:07/05.

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  35. Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects. (2005). Kuersteiner, Guido ; Hausman, Jerry ; Hahn, Jinyong.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2005-024.

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  36. Likelihood Based Inference for amic Panel Data Models. (2004). Ahn, Seung ; Thomas, Gareth M..
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:669.

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  37. Long-run Study of Residential Water Consumption. (2003). Thomas, Alban ; Nauges, Celine.
    In: Environmental & Resource Economics.
    RePEc:kap:enreec:v:26:y:2003:i:1:p:25-43.

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  38. Unconditional maximum likelihood estimation of dynamic models for spatial panels. (2003). Elhorst, J.Paul.
    In: Research Report.
    RePEc:gro:rugsom:03c27.

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  39. Efficiency Measure from Dynamic Stochastic Production Frontier: Application to Tunisian Textile, Clothing and Leather Industries. (2002). Goaied, Mohamed ; ben Ayed, Rym .
    In: Working Papers.
    RePEc:erg:wpaper:0235.

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  40. Exogenous cash: testing financing constraints on inventory investment using dynamic panels with additional information from annual reports. (2002). Wang, Hung-Jen.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:42:y:2002:i:4:p:779-802.

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  41. On the estimation of panel regression models with fixed effects. (2002). Kruiniger, Hugo.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
    RePEc:cpd:pd2002:c6-2.

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  42. Determinants of Current Account Deficits in Developing Countries. (2002). Loayza, Norman ; Chong, Alberto ; Calderon, Cesar Augusto .
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:contributions.2:y:2002:i:1:n:2.

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  43. Volumen y calidad de la infraestructura y la distribución del ingreso: investigación empírica. (2001). Chong, Alberto ; Calderon, Cesar.
    In: Research Department Publications.
    RePEc:idb:wpaper:4264.

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  44. Volume and Quality of Infrastructure and the Distribution of Income: An Empirical Investigation. (2001). Chong, Alberto ; Calderon, Cesar.
    In: Research Department Publications.
    RePEc:idb:wpaper:4263.

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  45. Determinants of current account deficits in developing countries. (2000). Loayza, Norman ; Chong, Alberto ; Calderon, Cesar.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2398.

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  46. Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey. (2000). Kao, Chihwa ; Baltagi, Badi.
    In: Center for Policy Research Working Papers.
    RePEc:max:cprwps:16.

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  47. What are the determinants of the location of foreign direct investment? The Chinese experience. (2000). Cheng, Leonard K. ; Kwan, Yum K..
    In: Journal of International Economics.
    RePEc:eee:inecon:v:51:y:2000:i:2:p:379-400.

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  48. Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration. (2000). Pesaran, M ; Binder, Michael ; Hsaio, C..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0003.

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  49. Nonstationary Panel Data Analysis: An Overview of Some Recent Developments. (1999). Phillips, Peter ; Moon, Hyungsik.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1221.

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  50. Determinants of Current Account Deficits in Developing Countries. (1999). Loayza, Norman ; Chong, Alberto ; Calderon, Cesar.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:51.

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