An augmented Anderson–Hsiao estimator for dynamic short-T panels† (Q5865520)

scientific article; zbMATH DE number 7538754

Language	Label	Description	Also known as
English	An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup>	scientific article; zbMATH DE number 7538754

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scholarly article

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title

An augmented Anderson–Hsiao estimator for dynamic short-T panels† (English)

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9 June 2022

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zbMATH Keywords

short-\(T\) dynamic panels

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GMM

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bias-corrected moment conditions

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BMM

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self-instrumenting

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nonlinear moment conditions

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panel VARs

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Hausman test

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Monte-Carlo evidence

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/07474938.2021.1971388

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cites work

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A note on the Anderson-Hsiao estimator for panel data

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Identifiers

DOI

10.1080/07474938.2021.1971388

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5865520

An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> (Q5865520)

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Sitelinks

Mathematics(1 entry)