Efficiency of GMM estimation in panel data models with measurement error
From MaRDI portal
Publication:3580912
Recommendations
- GMM estimation in panel data models with measurement error
- Sequential and efficient GMM estimation of dynamic short panel data models
- Instrumental variable and GMM estimation for panel data with measurement error
- Panel data with errors-in-variables: essential and redundant orthogonality conditions in GMM-estimation
- Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences
Cited in
(13)- Alternative GMM estimators for first-order autoregressive panel model: an improving efficiency approach
- Bias corrected generalized method of moments and generalized quasi-likelihood inferences in linear models for panel data with measurement error
- Instrumental variable and GMM estimation for panel data with measurement error
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: some additional results
- GMM in linear regression for longitudinal data with multiple covariates measured with error
- A finite sample correction for the variance of linear efficient two-step GMM estimators
- Estimation with unbalanced panel data having covariate measurement error
- Improving the efficiency of GMM estimators for dynamic panel models
- Efficient GMM estimation with singular system of moment conditions
- Consistent estimation of linear panel data models with measurement error
- Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences
- Inferences in longitudinal count data models with measurement errors in time dependent covariates
- GMM estimation in panel data models with measurement error
This page was built for publication: Efficiency of GMM estimation in panel data models with measurement error
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3580912)