Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179): Difference between revisions

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+Efficient estimation of models for dynamic panel data
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+Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
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+The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
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+Formulation and estimation of dynamic models using panel data
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+Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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+Another look at the instrumental variable estimation of error-components models
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+Initial conditions and moment restrictions in dynamic panel data models
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+The weak instrument problem of the system GMM estimator in dynamic panel data models
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+Analysis of Covariance with Qualitative Data
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+Small sample bias properties of the system GMM estimator in dynamic panel data models
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+Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
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+GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA
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+Consistent Estimates Based on Partially Consistent Observations
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+Biases in Dynamic Models with Fixed Effects
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+Likelihood-based inference with singular information matrix
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+GMM with Weak Identification
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+Asymptotic Statistics
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+A finite sample correction for the variance of linear efficient two-step GMM estimators
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+Publication:528179