Efficiency of GMM estimation in panel data models with measurement error

zbMATH Open1193.62030MaRDI QIDQ3580912FDOQ3580912

Authors: Zhiguo Xiao, Jun Shao, Ruifeng Xu, Mari Palta 

Publication date: 14 August 2010

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zbMATH Keywords

efficient GMMfirst-stage GMM

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Linear inference, regression (62J99) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Cited In (13)

• Consistent estimation of linear panel data models with measurement error
• Bias corrected generalized method of moments and generalized quasi-likelihood inferences in linear models for panel data with measurement error
• Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences
• GMM in linear regression for longitudinal data with multiple covariates measured with error
• Alternative GMM estimators for first-order autoregressive panel model: an improving efficiency approach
• Estimation with unbalanced panel data having covariate measurement error
• Efficient GMM estimation with singular system of moment conditions
• Improving the efficiency of GMM estimators for dynamic panel models
• A finite sample correction for the variance of linear efficient two-step GMM estimators
• Inferences in longitudinal count data models with measurement errors in time dependent covariates
• 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 estimation in panel data models with measurement error

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