The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: some additional results

DOI10.1016/J.JECONOM.2010.06.002MaRDI QIDQ736699zbMATH OpenOpenAlexFDO

Authors Kazuhiko Hayakawa

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cites work

• Another look at the instrumental variable estimation of error-components models
• Panel Data Econometrics
• Small sample bias properties of the system GMM estimator in dynamic panel data models
• 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

Cited in

(4)

• The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
• 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
• A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables

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