Pages that link to "Item:Q3563653"
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The following pages link to The weak instrument problem of the system GMM estimator in dynamic panel data models (Q3563653):
Displaying 23 items.
- Dynamic panels with threshold effect and endogeneity (Q337767) (← links)
- The long-run determinants of fertility: one century of demographic change 1900--1999 (Q381050) (← links)
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179) (← links)
- Improved GMM estimation of panel VAR models (Q1659117) (← links)
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions (Q1659119) (← links)
- Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects (Q1659129) (← links)
- Neighbourhood GMM estimation of dynamic panel data models (Q1659141) (← links)
- Can religion explain cross-country differences in inequality? A global perspective (Q1703366) (← links)
- Detection of structural breaks in linear dynamic panel data models (Q1927089) (← links)
- The democratic transition (Q2014731) (← links)
- Simple and trustworthy cluster-robust GMM inference (Q2024463) (← links)
- Level-based estimation of dynamic panel models (Q2181491) (← links)
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit (Q2224996) (← links)
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
- Estimation of dynamic panel data models with a lot of heterogeneity (Q5065202) (← links)
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS (Q5104479) (← links)
- Do the most frequently used dynamic panel data estimators have the best performance in a small sample? A Monte Carlo comparison (Q5147604) (← links)
- Quasi maximum likelihood estimation of dynamic panel data models (Q5154051) (← links)
- THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH <i>N</i> AND <i>T</i> ARE LARGE (Q5255877) (← links)
- Testing initial conditions in dynamic panel data models (Q5860980) (← links)
- First difference transformation in panel VAR models: Robustness, estimation, and inference (Q5862491) (← links)
- Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators (Q6107001) (← links)
- Testing underidentification in linear models, with applications to dynamic panel and asset pricing models (Q6199649) (← links)