Exploiting information from singletons in panel data analysis: a GMM approach

DOI10.1016/J.ECONLET.2019.07.004MaRDI QIDQ2292727zbMATH OpenOpenAlexWikidataFDO

Authors Randolph Luca Bruno, Laura Magazzini, Marco Stampini

Publication date 5 February 2020

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://discovery.ucl.ac.uk/id/eprint/10077461/

zbMATH Keywords

efficient estimationGMMpanel datasingletonsunobserved heterogeneity

Mathematics Subject Classification ID

Causal inference from observational studies (62D20) Analysis of variance and covariance (ANOVA) (62J10) Applications of statistics to economics (62P20)

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Cites work

• A finite sample correction for the variance of linear efficient two-step GMM estimators
• Efficient Estimation Using Panel Data
• scientific article; zbMATH DE number 1862807 (Why is no real title available?)
• Instrumental-Variable Estimation of an Error-Components Model
• Large Sample Properties of Generalized Method of Moments Estimators
• Panel Data and Unobservable Individual Effects

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