English, Article, Journal or magazine article edition: Modelos Dinâmicos com Dados em Painel: Revisão da Literatura Luis David Marques

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Bookmark: http://trove.nla.gov.au/version/182869
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Modelos Dinâmicos com Dados em Painel: Revisão da Literatura
Author
  • Luis David Marques
Physical Description
  • preprint
Notes
  • Since Hsiao [1986]’s work, many surveys have appeared, providing the researcher with the necessary tools for fully enjoying the advantages of panel data in terms of both microeconometric and macroeconometric studies. This survey has this very aim and, in a sense, offers no novel contribution, beyond the fact of bringing together some new developments in estimation and specification testing in a selective manner. The estimation of dynamic models either with fixed effects or random effects in the intercept using LSDV, GLS,MLE, IV and GMM is presented, as well as binary choice models. A short review on specification tests and unit roots testing is also presented.
  • panel data, dynamic models estimation, LSDV, GLS, MLE, IV, GMM, unit root tests
  • RePEc:por:fepwps:100
Language
  • English
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