Lagged Dependent Variable Models is a panel data econometric model that incorporates past values of the dependent variable as regressors to account for dynamic persistence, distinguishing it from static panel models by explicitly modeling temporal dependence in the outcome variable.
289
Publications
30.9K
Citations
643
Authors
380
Institutions
Publications per year
2017–2026
103
Variants
Dynamic Panel Data Models
Parents
Publications
289
Testing Weak Cross-Sectional Dependence in Large Panels
M. Hashem Pesaran · Econometric Reviews · 2014 · 2.7K citations
1–5 of 289
Authors
643
- MH
7
h-index
- NB
5
h-index
- JP
4
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- AC
4
h-index
- GO
3
h-index
1–5 of 643
Institutions
380
University of Southern California
Los Angeles, United States
7 h-index
8 publications
5.5K citations
Michigan State University
East Lansing, United States
7 h-index
10 publications
662 citations
University College London
London, United Kingdom
6 h-index
9 publications
633 citations
University of Amsterdam
Amsterdam, The Netherlands
6 h-index
10 publications
474 citations
University of Michigan
Ann Arbor, United States
6 h-index
7 publications
272 citations
Cornell University
Ithaca, United States
5 h-index
5 publications
861 citations
Utrecht University
Utrecht, The Netherlands
5 h-index
12 publications
1.9K citations
Rutgers, The State University of New Jersey
New Brunswick, United States
5 h-index
6 publications
217 citations
1–8 of 380
Venues
- SSRN Electronic Journal
Repository · 13 publications · 637 citations
13
h-index
- The Review of Economics and Statistics
10 publications · 1.4K citations
10
h-index
- Econometrica
9 publications · 3.2K citations
9
h-index
- RePEc: Research Papers in Economics
Repository · 6 publications · 96 citations
6
h-index
- Journal of Applied Econometrics
5 publications · 266 citations
5
h-index
1–5