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

Authors

317

  1. PC
    Peter C.B. Phillips

    Yale University, United States

    6 publications · 552 citations

    6

    h-index

  2. KH
    Kazuhiko Hayakawa

    Hiroshima University, Japan

    4 publications · 356 citations

    4

    h-index

  3. JH
    Jinyong Hahn

    University of California, Los Angeles, United States

    3 publications · 532 citations

    3

    h-index

  4. DS
    Donggyu Sul

    University of Auckland, New Zealand

    3 publications · 363 citations

    3

    h-index

  5. SK
    Sebastian Kripfganz

    University of Exeter, United Kingdom

    3 publications · 152 citations

    3

    h-index

1–5 of 317

Venues

  1. Journal of Econometrics

    15 publications · 24.6K citations

    14

    h-index

  2. SSRN Electronic Journal

    Repository · 15 publications · 483 citations

    13

    h-index

  3. Economics Letters

    6 publications · 2.7K citations

    6

    h-index

  4. Econometric Theory

    5 publications · 461 citations

    5

    h-index

  5. Applied Economics

    4 publications · 277 citations

    4

    h-index

1–5