The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: some additional results
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Publication:736699
DOI10.1016/J.JECONOM.2010.06.002zbMATH Open1431.62623OpenAlexW3124975665MaRDI QIDQ736699FDOQ736699
Publication date: 4 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://ir.lib.hiroshima-u.ac.jp/00030797
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Cites Work
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- Another look at the instrumental variable estimation of error-components models
- Panel Data Econometrics
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
- Small sample bias properties of the system GMM estimator in dynamic panel data models
Cited In (3)
- THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH N AND T ARE LARGE
- Identification of parametric models with a priori knowledge of process properties
- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables
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