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Modelos Dinâmicos com Dados em Painel: Revisão da Literatura

Luis Brandao Marques ()

FEP Working Papers from Universidade do Porto, Faculdade de Economia do Porto

Abstract: Since Hsiao [1986]’s work, many surveys have appeared, providing the researcher with the necessary tools for fully enjoying the advantages of panel data in terms of both microeconometric and macroeconometric studies. This survey has this very aim and, in a sense, offers no novel contribution, beyond the fact of bringing together some new developments in estimation and specification testing in a selective manner. The estimation of dynamic models either with fixed effects or random effects in the intercept using LSDV, GLS,MLE, IV and GMM is presented, as well as binary choice models. A short review on specification tests and unit roots testing is also presented.

Keywords: panel data; dynamic models estimation; LSDV; GLS; MLE; IV; GMM; unit root tests (search for similar items in EconPapers)
Date: 2000-10
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Persistent link: http://EconPapers.repec.org/RePEc:por:fepwps:100

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