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.2010.06.002zbMath1431.62623OpenAlexW3124975665MaRDI QIDQ736699
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
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Identification of parametric models with a priori knowledge of process properties, THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH N AND T ARE LARGE
Cites Work
- Another look at the instrumental variable estimation of error-components models
- 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
- Panel Data Econometrics
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators