On testing overidentifying restrictions in dynamic panel data models

DOI10.1016/S0165-1765(02)00130-1zbMath1027.91062WikidataQ56764967 ScholiaQ56764967MaRDI QIDQ1852907

Clive G. Bowsher

Publication date: 21 January 2003

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

GMMDynamic panel dataExponential tiltingTests of overidentifying restrictions

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cites Work

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

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