Corrected standard errors for optimal minimum distance estimator
DOI10.1016/J.ECONLET.2018.02.029zbMATH Open1401.62155OpenAlexW2611972792WikidataQ130185624 ScholiaQ130185624MaRDI QIDQ1787565FDOQ1787565
Authors: Kazuhiko Hayakawa 
Publication date: 5 October 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2018.02.029
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Cites Work
- Multivariate regression models for panel data
- Another look at the instrumental variable estimation of error-components models
- GMM Estimation with persistent panel data: an application to production functions
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Estimating Vector Autoregressions with Panel Data
- Initial conditions and moment restrictions in dynamic panel data models
- A finite sample correction for the variance of linear efficient two-step GMM estimators
- Panel data models with multiple time-varying individual effects
- Identification problem of GMM estimators for short panel data models with interactive fixed effects
- GMM estimation of short dynamic panel data models with interactive fixed effects
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