Dynamic Fixed Effects Models
Dynamic Fixed Effects Models is a panel data econometric framework that incorporates lagged dependent variables as regressors within a fixed effects specification to account for temporal dynamics and unobserved heterogeneity, distinguishing it from static fixed effects models by explicitly modeling the persistence of outcomes over time.
159
Publications
44.9K
Citations
317
Authors
244
Institutions
Publications per year
2017–2026
65
Variants
Dynamic Fixed Effects Model
Parents
159
Biases in Dynamic Models with Fixed Effects
Stephen Nickell · Econometrica · 1981 · 8.6K citations
Estimating dynamic panel data models: a guide for macroeconomists
Ruth Judson, Ann L. Owen · Economics Letters · 1999 · 2.1K citations
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244
Singapore Management University
Singapore, Singapore
7 h-index
9 publications
754 citations
University of Southern California
Los Angeles, United States
6 h-index
6 publications
594 citations

University of Auckland
Auckland, New Zealand
5 h-index
6 publications
745 citations

University of Exeter
Exeter, United Kingdom
4 h-index
5 publications
3K citations

University of York
York, United Kingdom
4 h-index
5 publications
653 citations
University of Oxford
Oxford, United Kingdom
3 h-index
4 publications
65 citations
Ifo Institute for Economic Research
Munich, Germany
3 h-index
5 publications
941 citations

University of Cologne
Cologne, Germany
3 h-index
3 publications
404 citations
1–8 of 244
15 publications · 24.6K citations
14
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Repository · 15 publications · 483 citations
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6 publications · 2.7K citations
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5 publications · 461 citations
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4 publications · 277 citations
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