On instrumental variable estimation of semiparametric dynamic panel data models.

DOI10.1016/S0165-1765(02)00025-3MaRDI QIDQ1603848zbMATH OpenOpenAlexFDO

Authors Badi H. Baltagi, Qi Li

Publication date 15 July 2002

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(02)00025-3

zbMATH Keywords

Monte Carlo simulationSemiparametric estimationEfficient estimationDynamic panelInstrumental variable

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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Cites work

• Efficient Instrumental Variables Estimation of Nonlinear Models
• Estimating partially linear panel data models with one-way error components
• Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
• Instrumental Variables Regression with Weak Instruments
• Judging Instrument Relevance in Instrumental Variables Estimation
• Root-N-Consistent Semiparametric Regression
• Semiparametric Estimation of Regression Models for Panel Data
• Semiparametric estimation of partially linear panel data models
• Testing serial correlation in semiparametric panel data models

Cited in

(15)

• Local GMM estimation of semiparametric panel data with smooth coefficient models
• A Hausman specification test based on root-\(N\)-consistent semiparametric estimators
• Long difference instrumental variables estimation for dynamic panel models with fixed effects
• Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
• Semiparametric efficient estimation of dynamic panel data models
• Local information theoretic methods for smooth coefficients dynamic panel data models
• Semiparametric estimation of partially varying-coefficient dynamic panel data models
• Semiparametric instrumental variable estimation of simultaneous equation sample selection models
• Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
• INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA
• Semiparametric instrumental variables estimation
• IV estimation of panels with factor residuals
• Unequal spacing in dynamic panel data: identification and estimation
• Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
• Nonparametric dynamic panel data models: kernel estimation and specification testing

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