IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS (Q5104479)

scientific article; zbMATH DE number 7583890

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English	IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS	scientific article; zbMATH DE number 7583890

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title

IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS (English)

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DOI

10.1017/S026646662100027X

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12 September 2022

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full work available at URL

https://arxiv.org/abs/2105.08346

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Mathematics Subject Classification ID

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MaRDI publication profile

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cites work

Efficient estimation of models for dynamic panel data

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Robust likelihood estimation of dynamic panel data models

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Estimation of Dynamic Models with Error Components

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Formulation and estimation of dynamic models using panel data

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The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations

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Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression

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Conditional Linear Combination Tests for Weakly Identified Models

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Conditional Inference With a Functional Nuisance Parameter

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Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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Another look at the instrumental variable estimation of error-components models

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Initial conditions and moment restrictions in dynamic panel data models

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RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS

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The weak instrument problem of the system GMM estimator in dynamic panel data models

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LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS

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The asymptotic properties of GMM and indirect inference under second-order identification

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Inference in second-order identified models

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Testing for Common Conditionally Heteroskedastic Factors

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Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models

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Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments

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Co-Integration and Error Correction: Representation, Estimation, and Testing

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A more powerful subvector Anderson Rubin test in linear instrumental variables regression

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On the Asymptotic Sizes of Subset Anderson-Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression

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Long difference instrumental variables estimation for dynamic panel models with fixed effects

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GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY

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Large Sample Properties of Generalized Method of Moments Estimators

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Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

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Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

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Testing Parameters in GMM Without Assuming that They Are Identified

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Efficient size correct subset inference in homoskedastic linear instrumental variables regression

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GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA

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A Conditional Likelihood Ratio Test for Structural Models

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Generalized Method of Moments With Many Weak Moment Conditions

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Biases in Dynamic Models with Fixed Effects

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DYNAMIC PANEL ANDERSON-HSIAO ESTIMATION WITH ROOTS NEAR UNITY

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Instrumental Variables Regression with Weak Instruments

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GMM with Weak Identification

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OpenAlex ID

W2163550022

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Sitelinks

Mathematics(1 entry)

mardi Publication:5104479