The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large
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Publication:5255877
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Cites work
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- Another look at the instrumental variable estimation of error-components models
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- Dynamic panel estimation and homogeneity testing under cross section dependence
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Cited in
(8)- On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root
- Double filter instrumental variable estimation of panel data models with weakly exogenous variables
- Dynamic panels with threshold effect and endogeneity
- Econometric estimates of Earth's transient climate sensitivity
- The factor analytical approach in near unit root interactive effects panels
- Half-panel jackknife estimation for dynamic panel models
- Asymptotic properties of a robust variance matrix estimator for panel data when T is large
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
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