The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large
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The asymptotic properties of the system GMM estimator in dynamic panel data models when both \(N\) and \(T\) are large
The asymptotic properties of the system GMM estimator in dynamic panel data models when both \(N\) and \(T\) are large
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Cites work
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
- A note on spectral decomposition and maximum likelihood estimation in ANOVA models with balanced data
- A test of cross section dependence for a linear dynamic panel model with regressors
- Alternative Approximations to the Distributions of Instrumental Variable Estimators
- Another look at the instrumental variable estimation of error-components models
- Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Biases in Dynamic Models with Fixed Effects
- Dynamic panel estimation and homogeneity testing under cross section dependence
- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
- Efficient estimation of models for dynamic panel data
- Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
- Estimating Vector Autoregressions with Panel Data
- Estimation of dynamic panel data models with both individual and time-specific effects
- GMM Estimation with persistent panel data: an application to production functions
- GMM estimation and inference in dynamic panel data models with persistent data
- GMM estimation for dynamic panels with fixed effects and strong instruments at unity
- GMM estimation of short dynamic panel data models with interactive fixed effects
- GMM with more moment conditions than observations
- Growth is good for the poor
- Initial conditions and moment restrictions in dynamic panel data models
- Linear Regression Limit Theory for Nonstationary Panel Data
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- On the effect of mean-nonstationarity in dynamic panel data models
- On the impact of error cross-sectional dependence in short dynamic panel estimation
- Panel Data Econometrics
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
- RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS
- Redundancy of moment conditions
- Small sample bias properties of the system GMM estimator in dynamic panel data models
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: some additional results
- The weak instrument problem of the system GMM estimator in dynamic panel data models
- X-differencing and dynamic panel model estimation
Cited in
(10)- Cross-section asymptotic for random-effects panel data models with autoregressive errors
- 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
- Nonlinear GMM estimation in dynamic panels with serially correlated unobservables
- 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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