On testing overidentifying restrictions in dynamic panel data models

DOI10.1016/S0165-1765(02)00130-1zbMATH Open1027.91062WikidataQ56764967 ScholiaQ56764967MaRDI QIDQ1852907FDOQ1852907

Authors: Clive Bowsher 

Publication date: 21 January 2003

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

Recommendations

• Testing overidentifying restrictions with many instruments and heteroskedasticity
• A cautionary note on tests of overidentifying restrictions
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Testing initial conditions in dynamic panel data models
• Specification tests and tests for overidentifying restrictions in panel data models with selection

zbMATH Keywords

GMMExponential tiltingDynamic panel dataTests of overidentifying restrictions

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• 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
• Initial conditions and moment restrictions in dynamic panel data models

Cited In (13)

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

This page was built for publication: On testing overidentifying restrictions in dynamic panel data models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1852907)