GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA (Q5411520): Difference between revisions

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+Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
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+Ratios of Normal Variables and Ratios of Sums of Uniform Variables
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+ON THE BIMODALITY OF THE EXACT DISTRIBUTION OF THE TSLS  ESTIMATOR
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+YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
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+THE DISTRIBUTION OF THE INDEX IN A NORMAL BIVARIATE POPULATION
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+Inference for unit roots in dynamic panels where the time dimension is fixed
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+GMM with Many Moment Conditions
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+Initial conditions and moment restrictions in dynamic panel data models
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+Another look at the instrumental variable estimation of error-components models
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+Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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+Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
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+Efficient estimation of models for dynamic panel data
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+Instrumental Variables Regression with Weak Instruments
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+Linear Regression Limit Theory for Nonstationary Panel Data
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+ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA
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+Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
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