International Journal of Social Science & Economic Research
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Title:
ESTIMATION OF DYNAMIC PANEL DATA MODELS WHEN REGRESSION COEFFICIENTS AND INDIVIDUAL EFFECTS ARE TIME-VARYING

Authors:
Chung-ki Min


Volume - 2 Issue - 1, Pages - 2144-2150

Abstract:
This study suggests an estimation method for dynamic panel data models when their coefficients and individual effects are time-varying. The quasi-differencing transformation is employed to eliminate the time-varying individual effects. Empirical results from simulated data herein support the performance of the quasi-differencing approach for estimation and test of dynamic panel data models, particularly for small-sized samples

Cite this Article:

[Min, Chung-ki. "THE JOURNEY UNDESIGNED: BECOMING THE PARENT OF A DISABLED CHILD." International Journal of Social Science & Economic Research 2.1 (2017): 2144-150.]

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