Dynamic panel data models /
This entry discusses dynamic panel data (DPD) models: A set of econometric methods widely used to analyze the behavior of firms, households, or countries over a period of time. These models' dynamic nature refers to the notion that the units being observed are adjusting along a trajectory, so t...
| Main Author: | |
|---|---|
| Other Authors: | , , , , |
| Format: | eBook |
| Language: | English |
| Published: |
London :
SAGE Publications Ltd.,
2020.
|
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | This entry discusses dynamic panel data (DPD) models: A set of econometric methods widely used to analyze the behavior of firms, households, or countries over a period of time. These models' dynamic nature refers to the notion that the units being observed are adjusting along a trajectory, so that their outcome at a point in time is related to its previous value as well as other relevant factors. The most common method of DPD modeling, the Arellano-Bond method employing the generalized method of moments estimation technique, is described, and its empirical implementation illustrated in the context of the Stata statistical programming language. |
|---|---|
| Physical Description: | 1 online resource : illustrations |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781529748840 1529748844 9781526421036 1526421038 |