Three-dimensional panel data models with interactive effects: Estimation and simulation

Xiaoqing Ye; Xiangjun Wu

首页> 外文期刊>Economics letters >Three-dimensional panel data models with interactive effects: Estimation and simulation

【24h】

Three-dimensional panel data models with interactive effects: Estimation and simulation

机译：具有交互作用的三维面板数据模型：估计和模拟

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

This paper considers three-dimensional panel data models with unobservable multiple interactive effects, which are potentially correlated with the covariates. We propose an iterated OLS (IOLS) approach for the estimation of the static model and an iterated GMM (IGMM) method for the dynamic model. Monte Carlo simulations illustrate that our methods perform well in finite samples.

机译：本文考虑具有不可观察的多重交互作用的三维面板数据模型，这些模型可能与协变量相关。我们提出了一种用于估计静态模型的迭代OLS（IOLS）方法和一种用于动态模型的迭代GMM（IGMM）方法。蒙特卡洛模拟表明，我们的方法在有限样本中表现良好。

著录项

来源
《Economics letters》 |2014年第1期|62-65|共4页
作者
Xiaoqing Ye; Xiangjun Wu;
展开▼
作者单位

School of Mathematics and Statistics, South-Central University For Nationalities, China,School of Economics, Huazhong University of Science and Technology, China;

School of Economics, Huazhong University of Science and Technology, China;

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类
关键词
Three-dimensional panel data models; Interactive effects; Iterated OLS; Iterated GMM;

机译：三维面板数据模型;互动效果;迭代的OLS;迭代的GMM;

相似文献

外文文献
中文文献
专利

1. Estimating three-dimensional nonlinear panel data models with interactive effects [J] . Ye Xiaoqing, Wu Xiangjun Applied economics letters . 2017,第10a12期

机译：估计具有交互效应的三维非线性面板数据模型
2. Shrinkage estimation of dynamic panel data models with interactive fixed effects [J] . Lu Xun, Su Liangjun Journal of Econometrics . 2016,第1期

机译：具有交互式固定效应的动态面板数据模型的收缩估计
3. GMM ESTIMATION OF SHORT DYNAMIC PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS [J] . Kazuhiko Hayakawa Journal of the Japan Statistical Society . 2012,第2期

机译：具有交互式固定效应的短动态面板数据模型的GMM估计
4. Estimation of three-dimensional panel data SUR spatial econometric model [C] . Mei Wu Transportation, Mechanical, and Electrical Engineering (TMEE), 2011 International Conference on . 2011

机译：三维面板数据SUR空间计量模型的估计
5. Panel Data Models with Interactive Fixed Effects: A Bayesian Approach. [D] . Huo, Ran. 2015

机译：具有交互式固定效果的面板数据模型：贝叶斯方法。
6. Estimation of Partially Specified Dynamic Spatial Panel Data Models with Fixed-Effects [O] . Yuanqing Zhang -1

机译：具有固定效果的部分指定动态空间面板数据模型的估计
7. The estimation of three-dimensional fixed effects panel data models [O] . Matyas Laszlo, Balazsi Laszlo 2011

机译：三维固定效应面板数据模型的估计

Three-dimensional panel data models with interactive effects: Estimation and simulation

摘要

著录项

相似文献

相关主题

期刊订阅