Corrected standard errors for optimal minimum distance estimator
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Publication:1787565
DOI10.1016/J.ECONLET.2018.02.029zbMath1401.62155OpenAlexW2611972792WikidataQ130185624 ScholiaQ130185624MaRDI QIDQ1787565
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
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Analysis of variance and covariance (ANOVA) (62J10)
Cites Work
- Estimating Vector Autoregressions with Panel Data
- Initial conditions and moment restrictions in dynamic panel data models
- Another look at the instrumental variable estimation of error-components models
- A finite sample correction for the variance of linear efficient two-step GMM estimators
- Panel data models with multiple time-varying individual effects
- Multivariate regression models for panel data
- 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
- 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
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