Browsing BI Open by Journals "Econometrics Journal"
Now showing items 1-3 of 3
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IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk
(Peer reviewed; Journal article, 2023)This paper develops a new instrumental variables estimator for spatial, dynamic panels with interactive effects under large N and T asymptotics. For this class of models, most approaches available in the literature are ... -
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects
(Peer reviewed; Journal article, 2022)This paper analyses the instrumental variables (IV) approach put forward by Norkute et al. (2021), in the context of static linear panel data models with interactive effects present in the error term and the regressors. ... -
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects
(Peer reviewed; Journal article, 2022)This paper analyses the instrumental variables (IV) approach put forward by Norkute et al. (2021), in the context of static linear panel data models with interactive effects present in the error term and the regressors. ...