Efficient estimation of panel data models with sequential moment restrictions
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Publication:1362052
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Cites work
- Adaptive estimation of regression models via moment restrictions
- Another look at the instrumental variable estimation of error-components models
- Asymptotic efficiency in estimation with conditional moment restrictions
- Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form
- Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models
- Efficient Instrumental Variables Estimation of Nonlinear Models
- Efficient estimation of limited dependent variable models with endogenous explanatory variables
- Efficient estimation of models for dynamic panel data
- Estimating systems of equations with different instruments for different equations
- 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
Cited in
(27)- Long difference instrumental variables estimation for dynamic panel models with fixed effects
- GMM inference when the number of moment conditions in large
- Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators
- Semiparametric efficient estimation of dynamic panel data models
- Semiparametric efficiency bounds for conditional moment restriction models with different conditioning variables
- GMM redundancy results for general missing data problems
- Identification and sequential estimation of panel data models with insufficient exclusion restrictions
- Efficient estimation in dynamic conditional quantile models
- scientific article; zbMATH DE number 7306868 (Why is no real title available?)
- Semiparametric Efficient Distribution Free Estimation of Panel Models
- Semiparametric estimation of partially varying-coefficient dynamic panel data models
- The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
- Efficient estimation of multi-level models with strictly exogenous explanatory variables
- Feedback in panel data models
- Initial conditions and moment restrictions in dynamic panel data models
- Indirect inference for dynamic panel models
- Efficiently Breaking the Curse of Horizon in Off-Policy Evaluation with Double Reinforcement Learning
- Empirical likelihood estimation and consistent tests with conditional moment restrictions
- Indirect inference estimation of dynamic panel data models
- GMM estimation of linear panel data models with time-varying individual effects
- Sequential and efficient GMM estimation of dynamic short panel data models
- Semiparametric-efficient estimation of AR(1) panel data models.
- Estimating restricted common structural changes for panel data
- How informative is the initial condition in the dynamic panel model with fixed effects?
- Exploiting information from singletons in panel data analysis: a GMM approach
- Estimation of dynamic panel data models with a lot of heterogeneity
- Nonstationary panel data analysis: an overview of some recent developments
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