Dynamic panel data models : a guide to micro data methods and practice

Detalhes bibliográficos
Autor(a) principal: Bond, Stephen R.
Data de Publicação: 2002
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.5/15459
Resumo: This paper reviews econometric methods for dynamic panel data models, and presents examples that illustrate the use of these procedures. The focus is on panels where a large number of individuals or firms are observed for a small number of time periods, typical of applications with microeconomic data. The emphasis is on single equation models with autoregressive dynamics and explanatory variables that are not strictly exogenous, and hence on the Generalised Method of Moments estimators that are widely used in this context. Two examples using firm-level panels are discussed in detail: a simple autoregressive model for investment rates; and a basic production function.
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spelling Dynamic panel data models : a guide to micro data methods and practicePanel dataDynamic modelsGeneralised method of momentsThis paper reviews econometric methods for dynamic panel data models, and presents examples that illustrate the use of these procedures. The focus is on panels where a large number of individuals or firms are observed for a small number of time periods, typical of applications with microeconomic data. The emphasis is on single equation models with autoregressive dynamics and explanatory variables that are not strictly exogenous, and hence on the Generalised Method of Moments estimators that are widely used in this context. Two examples using firm-level panels are discussed in detail: a simple autoregressive model for investment rates; and a basic production function.Financial support from the ESRC Centre for the Microeconomic Analysis of Public PolicySpringer VerlagRepositório da Universidade de LisboaBond, Stephen R.2018-05-23T09:15:40Z2002-082002-08-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.5/15459engBond, Stephen R. (2002). "Dynamic panel data models : a guide to micro data methods and practice". Portuguese Economic Journal, 1(2):141-1621617-982X (print)10.1007/s10258-002-0009-9metadata only accessinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-03-06T14:45:25Zoai:www.repository.utl.pt:10400.5/15459Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T17:01:06.856859Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Dynamic panel data models : a guide to micro data methods and practice
title Dynamic panel data models : a guide to micro data methods and practice
spellingShingle Dynamic panel data models : a guide to micro data methods and practice
Bond, Stephen R.
Panel data
Dynamic models
Generalised method of moments
title_short Dynamic panel data models : a guide to micro data methods and practice
title_full Dynamic panel data models : a guide to micro data methods and practice
title_fullStr Dynamic panel data models : a guide to micro data methods and practice
title_full_unstemmed Dynamic panel data models : a guide to micro data methods and practice
title_sort Dynamic panel data models : a guide to micro data methods and practice
author Bond, Stephen R.
author_facet Bond, Stephen R.
author_role author
dc.contributor.none.fl_str_mv Repositório da Universidade de Lisboa
dc.contributor.author.fl_str_mv Bond, Stephen R.
dc.subject.por.fl_str_mv Panel data
Dynamic models
Generalised method of moments
topic Panel data
Dynamic models
Generalised method of moments
description This paper reviews econometric methods for dynamic panel data models, and presents examples that illustrate the use of these procedures. The focus is on panels where a large number of individuals or firms are observed for a small number of time periods, typical of applications with microeconomic data. The emphasis is on single equation models with autoregressive dynamics and explanatory variables that are not strictly exogenous, and hence on the Generalised Method of Moments estimators that are widely used in this context. Two examples using firm-level panels are discussed in detail: a simple autoregressive model for investment rates; and a basic production function.
publishDate 2002
dc.date.none.fl_str_mv 2002-08
2002-08-01T00:00:00Z
2018-05-23T09:15:40Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.5/15459
url http://hdl.handle.net/10400.5/15459
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Bond, Stephen R. (2002). "Dynamic panel data models : a guide to micro data methods and practice". Portuguese Economic Journal, 1(2):141-162
1617-982X (print)
10.1007/s10258-002-0009-9
dc.rights.driver.fl_str_mv metadata only access
info:eu-repo/semantics/openAccess
rights_invalid_str_mv metadata only access
eu_rights_str_mv openAccess
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dc.publisher.none.fl_str_mv Springer Verlag
publisher.none.fl_str_mv Springer Verlag
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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