GMM Estimation with persistent panel data: an application to production functions
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Cites work
- Another look at the instrumental variable estimation of error-components models
- Dynamic panel data methods and practice
- Efficient estimation of models for dynamic panel data
- Initial conditions and moment restrictions in dynamic panel data models
- Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Strategic Spillovers and Incentives for Research and Development
Cited in
(41)- Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators
- Precautionary price stickiness
- Corrected standard errors for optimal minimum distance estimator
- Estimation of and testing for random effects in dynamic panel data models
- Editorial: Introduction to the annals issue in honor of Gary Chamberlain
- The production approach to markup estimation often measures input distortions
- Estimating production functions with robustness against errors in the proxy variables
- The limited information maximum likelihood approach to dynamic panel structural equation models
- Exchange rate volatility and productivity growth: the role of liability dollarization
- Education and income of the states of the United States: 1840--2000
- The non-monetary side of the global disinflation
- Initial conditions and Blundell-Bond estimators
- A test of cross section dependence for a linear dynamic panel model with regressors
- Instrumental variable and GMM estimation for panel data with measurement error
- Export diversification and export performance by destination country
- Efficiency Measure from Dynamic Stochastic Production Frontier: Application to Tunisian Textile, Clothing, and Leather Industries
- 中国製造業の企業レベル生産性の地域分布—「ブロックGWR」の試み—
- Random autoregressive models: a structured overview
- Dynamic panel GMM using R
- Identifying the number of components in Gaussian mixture models using numerical algebraic geometry
- Do the most frequently used dynamic panel data estimators have the best performance in a small sample? A Monte Carlo comparison
- The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large
- Topics on dynamic panel data models with random effects using semi-parametric Bayesian approach
- Under-identification of structural models based on timing and information set assumptions
- Using monotonicity restrictions to identify models with partially latent covariates
- Indirect inference estimation of dynamic panel data models
- Regularized estimation of dynamic panel models
- Spatial dependence in small cooperative bank risk behavior and its effects on bank competitiveness and SMEs
- Hazed and confused: the effect of air pollution on dementia
- IQ, expectations, and choice
- A welfare analysis of occupational licensing in U.S. states
- A more credible approach to parallel trends
- Testing the production approach to markup estimation
- Nonlinear GMM estimation in dynamic panels with serially correlated unobservables
- Structural estimation under misspecification: theory and implications for practice
- The Hitchhiker's guide to markup estimation: assessing estimates from financial data
- Markups across space and time
- Some properties of the LIML estimator in a dynamic panel structural equation
- Does the profile of income inequality matter for economic growth?
- Innovation and employment: Evidence from Italian microdata
- A finite sample correction for the variance of linear efficient two-step GMM estimators
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