Alternative GMM estimators for first-order autoregressive panel model: an improving efficiency approach (Q5358364)
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scientific article; zbMATH DE number 6777612
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| English | Alternative GMM estimators for first-order autoregressive panel model: an improving efficiency approach |
scientific article; zbMATH DE number 6777612 |
Statements
Alternative GMM estimators for first-order autoregressive panel model: An improving efficiency approach (English)
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20 September 2017
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dynamic panel data
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generalized method of moments
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Kantorovich inequality upper bound
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Monte Carlo simulation
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optimal and suboptimal weighting matrices
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0.865064263343811
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0.8128325939178467
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0.8082513213157654
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0.7984535694122314
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0.7949802279472351
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