The DOI matches its Crossref record; 29 of the 29 references it cites were found in a registry or an index.
Estimating Panel Time-Series Models with Heterogeneous Slopes
Open accessAbstract
This article introduces a new Stata command, xtmg, that implements three panel time-series estimators, allowing for heterogeneous slope coefficients across group members: the Pesaran and Smith (1995, Journal of Econometrics 68: 79–113) mean group estimator, the Pesaran (2006, Econometrica 74: 967– 1012) common correlated effects mean group estimator, and the augmented mean group estimator introduced by Eberhardt and Teal (2010, Discussion Paper 515, Department of Economics, University of Oxford). The latter two estimators further allow for unobserved correlation across panel members (cross-section dependence).
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Cites
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Initial conditions and moment restrictions in dynamic panel data models
Blundell, R., & Bond, S. (1998) · Journal of Econometrics · doi:10.1016/s0304-4076(98)00009-8 · Cited by 22,571
Testing for unit roots in heterogeneous panels
Im, K. S., Pesaran, M. H., & Shin, Y. (2003) · Journal of Econometrics · doi:10.1016/s0304-4076(03)00092-7 · Cited by 15,435
A Contribution to the Empirics of Economic Growth
Mankiw, N. G., Romer, D., & Weil, D. N. (1992) · The Quarterly Journal of Economics · doi:10.2307/2118477 · Cited by 15,119
Unit root tests in panel data: asymptotic and finite-sample properties
Levin, A., Lin, C.-F., & James Chu, C.-S. (2002) · Journal of Econometrics · doi:10.1016/s0304-4076(01)00098-7 · Cited by 12,849
A simple panel unit root test in the presence of cross‐section dependence
Pesaran, M. H. (2007) · Journal of Applied Econometrics · doi:10.1002/jae.951 · Cited by 12,787
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
Maddala, G. S., & Wu, S. (1999) · Oxford Bulletin of Economics and Statistics · doi:10.1111/1468-0084.0610s1631 · Cited by 7,460
Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors
Pedroni, P. (1999) · Oxford Bulletin of Economics and Statistics · doi:10.1111/1468-0084.61.s1.14 · Cited by 6,726
Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
Pesaran, M. H., Shin, Y., & Smith, R. P. (1999) · Journal of the American Statistical Association · doi:10.1080/01621459.1999.10474156 · Cited by 6,683
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Cited by
Hao, L.-N., Umar, M., Khan, Z., & Ali, W. (2021) · Science of The Total Environment · doi:10.1016/j.scitotenv.2020.141853 · Cited by 785
Ahmad, M., Jiang, P., Majeed, A., Umar, M., Khan, Z., & Muhammad, S. (2020) · Resources Policy · doi:10.1016/j.resourpol.2020.101817 · Cited by 773
Shen, Y., Su, Z.-W., Malik, M. Y., Umar, M., Khan, Z., & Khan, M. (2021) · Science of The Total Environment · doi:10.1016/j.scitotenv.2020.142538 · Cited by 698
Khan, Z., Ali, S., Umar, M., Kirikkaleli, D., & Jiao, Z. (2020) · Science of The Total Environment · doi:10.1016/j.scitotenv.2020.138945 · Cited by 694
Samargandi, N., Fidrmuc, J., & Ghosh, S. (2015) · World Development · doi:10.1016/j.worlddev.2014.11.010 · Cited by 647
Metadata
- Authors
- Eberhardt, M.
- Venue
- The Stata Journal: Promoting communications on statistics and Stata
- Publisher
- SAGE Publications
- Published
- 2012-03
- Volume
- 12
- Issue
- 1
- Pages
- 61-71
- ISSN
- 1536-867X (ISSN-L)
- 1536-8734
- OpenAlex
- W1582881161
- Cited by
- 619
- References
- 29
- FWCI
- 34.09
- Type
- journal article
- Language
- en
- Open access
- green
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
