On testing overidentifying restrictions in dynamic panel data models

DOI10.1016/S0165-1765(02)00130-1MaRDI QIDQ1852907zbMATH OpenWikidataFDO

Authors Clive Bowsher

Publication date 21 January 2003

Published in Economics Letters (Search for Journal in Brave)

zbMATH Keywords

GMMExponential tiltingDynamic panel dataTests of overidentifying restrictions

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Recommendations

• Testing overidentifying restrictions with many instruments and heteroskedasticity
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Cites work

• Information Theoretic Approaches to Inference in Moment Condition Models
• Initial conditions and moment restrictions in dynamic panel data models
• Large Sample Properties of Generalized Method of Moments Estimators
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• The Estimation of Economic Relationships using Instrumental Variables

Cited in

(13)

• A test of cross section dependence for a linear dynamic panel model with regressors
• Testing exogeneity in overidentified models
• On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification
• Instrument approval by the Sargan test and its consequences for coefficient estimation
• Specification tests and tests for overidentifying restrictions in panel data models with selection
• Testing overidentifying restrictions with inefficient estimators
• A finite sample correction for the variance of linear efficient two-step GMM estimators
• Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's minimum chi-squared test
• To whom does outward FDI give jobs?
• On the effect of weighting matrix in GMM specification test
• The democratic transition
• A joint serial correlation test for linear panel data models
• Does the profile of income inequality matter for economic growth?

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