Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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DOI10.2307/2297968zbMATH Open0719.62116OpenAlexW2025610165WikidataQ56030332 ScholiaQ56030332MaRDI QIDQ5751802FDOQ5751802
Authors: Manuel Arellano, Stephen D. Bond 
Publication date: 1991
Published in: Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/ec9ee35477bd1ecd186131926ca77b38109fec14
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Cited In (only showing first 100 items - show all)
- Statistical inference in dynamic panel data models
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
- Bootstrap consistency for quadratic forms of sample averages with increasing dimension
- Consistency of the instrumental weighted variables
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- Case deletion diagnostics for GMM estimation
- An experimental test of Taylor-type rules with inexperienced central bankers
- The impact of regulation on risk and return
- Testing for serial independence of panel errors
- Financial globalization and the increase in the size of government: are they related?
- Differential tariffs and income inequality in the United States: some evidence from the States
- Multistep forecast selection for panel data
- Does central bank financial strength really matter for inflation? The key role of the fiscal support
- Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks
- Tariff reduction and income inequality: some empirical evidence
- A study on the persistence of Farrell's efficiency measure under a dynamic framework
- Wage flexibility: evidence from five EU countries based on the wage curve.
- Robust estimation and moment selection in dynamic fixed-effects panel data models
- Robust estimation of moments in dynamic panel models with potential intercorrelation
- Median-based estimation of dynamic panel models with fixed effects
- Time-specific average estimation of dynamic panel regressions
- Panel data unit roots tests: the role of serial correlation and the time dimension
- X-differencing and dynamic panel model estimation
- Reserve currencies in an evolving international monetary system
- Algorithm research on the influence of financing structure and cash holding on enterprise innovation based on system GMM model function theory
- Inferring technological parameters from incomplete panel data
- Improved GMM estimation of panel VAR models
- Statistical inference for panel dynamic simultaneous equations models
- Neighbourhood GMM estimation of dynamic panel data models
- Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects
- Statistical inference for the unbalanced two-way error component regression model with errors-in-variables
- GENERAL SPECIFICATION TESTING WITH LOCALLY MISSPECIFIED MODELS
- Institutions and growth: a GMM/IV panel VAR approach
- The impact of government size on economic growth: a threshold analysis
- Score-driven dynamic patent count panel data models
- Job destruction and the impact of imports on wages in U.S. manufacturing
- The effectiveness of non-standard monetary policy in addressing liquidity risk during the financial crisis: the experiences of the federal reserve and the European central bank
- \textit{Post-mortem} examination of the international financial network
- Does income support increase abortions?
- IV estimation of panels with factor residuals
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
- Local GMM estimation of semiparametric panel data with smooth coefficient models
- On the effect of mean-nonstationarity in dynamic panel data models
- On IV, GMM and ML in a dynamic panel data model
- Gender differences and dynamics in competition: the role of luck
- Structural breaks, tourism development, and economic growth: Evidence from Taiwan
- Robust likelihood estimation of dynamic panel data models
- A robust test for serial correlation in panel data models
- Revealing the depth of reasoning in \(p\)-beauty contest games
- Local influence analysis for GMM estimation
- Why does democracy need education?
- Misspecified heteroskedasticity in the panel probit model: A small sample comparison of GMM and SML estimators
- Many IVs estimation of dynamic panel regression models with measurement error
- Public education expenditures, growth and income inequality
- Foreign direct investment in R\&D and exchange rate uncertainty
- Likelihood inference in an autoregression with fixed effects
- Reopening the convergence debate: A new look at cross-country growth empirics.
- Empirical likelihood block bootstrapping
- Nonparametric dynamic panel data models: kernel estimation and specification testing
- Indirect inference for dynamic panel models
- Individual effects and dynamics in count data models.
- Bias-corrected estimation in dynamic panel data models with heteroscedasticity
- Generalized dynamic panel data models with random effects for cross-section and time
- GMM versus GQL inferences for panel count data
- Indirect inference estimation of dynamic panel data models
- Tests for serial correlation and overdispersion in a count data regression model∗
- Testing for serial correlation in multivariate regression models
- Systemic risk, financial markets, and performance of financial institutions
- Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences
- Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance
- Estimation of dynamic panel data models with both individual and time-specific effects
- Panel AR(1) estimators under misspecification
- Small sample bias properties of the system GMM estimator in dynamic panel data models
- A note on the POUM effect with heterogeneous social mobility
- Specification tests and tests for overidentifying restrictions in panel data models with selection
- Semiparametric estimation of partially varying-coefficient dynamic panel data models
- GMM versus GQL inferences in semiparametric linear dynamic mixed models
- Bootstrap inference for misspecified moment condition models
- Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators
- Detection of structural breaks in linear dynamic panel data models
- Monte Carlo comparison of model and moment selection and classical inference approaches to break detection in panel data models
- Inequality and growth: the neglected time dimension
- Nonparametric identification of discrete choice models with lagged dependent variables
- The Hausman-Taylor panel data model with serial correlation
- Nonstationary panel data analysis: an overview of some recent developments
- Fixed T dynamic panel data estimators with multifactor errors
- Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence
- Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects
- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
- Asymptotic distributions of impulse response functions in short panel vector autoregressions
- Some properties of the LIML estimator in a dynamic panel structural equation
- Three-dimensional panel data models with interactive effects: estimation and simulation
- An alternative identification of nonlinear dynamic panel data models with unobserved covariates
- Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter
- Variable selection in panel models with breaks
- Cross-Sectional Dependence in Panel Data Analysis
- Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation
- Brain drain and income distribution
- Does the profile of income inequality matter for economic growth?
- Testing for unit roots in panel data using a GMM approach
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