Milda Norkute

Lund University

Box 117

Lund, SC Skane S221 00

Sweden

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure

ISER Discussion Paper No. 1019
Number of pages: 98 Posted: 26 Feb 2018 Last Revised: 11 May 2019
Milda Norkute, Vasilis Sarafidis, Takashi Yamagata and Guowei Cui
Lund University, BI Norwegian Business School, University of York - Department of Economics and Related Studies and Huazhong University of Science and Technology (Formerly Tongi Medical University)
Downloads 104 (320,160)
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method of moments, dynamic panel data, cross-sectional dependence, factor model

2.

Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects

ISER DP No. 1101, 2020
Number of pages: 74 Posted: 03 Nov 2020
Guowei Cui, Milda Norkute, Vasilis Sarafidis and Takashi Yamagata
Huazhong University of Science and Technology (Formerly Tongi Medical University), Lund University, affiliation not provided to SSRN and University of York - Department of Economics and Related Studies
Downloads 22 (626,820)

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Large Panel Data, Interactive Effects, Common Factors, Principal Components Analysis, Instrumental Variables