Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (Q5931142)
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scientific article; zbMATH DE number 1593933
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models |
scientific article; zbMATH DE number 1593933 |
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Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (English)
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2 September 2001
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Akaike information criterion
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Bayesian information criterion
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consistent selection procedure
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generalized method of moments estimator
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instrumental variables estimator
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model selection
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moment selection
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panel data model
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test of over-identifying restrictions
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