Small sample bias properties of the system GMM estimator in dynamic panel data models
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Publication:1934015
DOI10.1016/j.econlet.2006.09.011zbMath1255.62353MaRDI QIDQ1934015
Publication date: 28 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2006.09.011
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Cites Work
- Initial conditions and moment restrictions in dynamic panel data models
- Another look at the instrumental variable estimation of error-components models
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
