Browsing BI Open by Author "Yamagata, Takashi"
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Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
Norkutė, Milda; Sarafidis, Vasilis; Yamagata, Takashi; Cui, Guowei (Journal article; Peer reviewed, 2021)This paper develops two instrumental variable (IV) estimators for dynamic panel data models with exogenous covariates and a multifactor error structure when both the cross-sectional and time series dimensions, and respectively, ... -
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk
Cui, Guowei; Sarafidis, Vasilis; Yamagata, Takashi (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
Cui, Guowei; Norkutė, Milda; Sarafidis, Vasilis; Yamagata, Takashi (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
Cui, Guowei; Norkutė, Milda; Sarafidis, Vasilis; Yamagata, Takashi (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. ...