Initial conditions and moment restrictions in dynamic panel data models
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Publication:83297
DOI10.1016/S0304-4076(98)00009-8zbMATH Open0943.62112OpenAlexW3121403162WikidataQ56885204 ScholiaQ56885204MaRDI QIDQ83297FDOQ83297
Authors: Richard Blundell, Stephen Bond, Richard Blundell, Stephen D. Bond 
Publication date: November 1998
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4076(98)00009-8
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)
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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
- Asymmetric peer effects in capital structure dynamics
- Indirect inference estimation of dynamic panel data models
- The impact of regulation on risk and return
- Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences
- Financial globalization and the increase in the size of government: are they related?
- On quasi maximum-likelihood estimation of dynamic panel data models
- Differential tariffs and income inequality in the United States: some evidence from the States
- Does central bank financial strength really matter for inflation? The key role of the fiscal support
- The asymptotic properties of GMM and indirect inference under second-order identification
- Small sample bias properties of the system GMM estimator in dynamic panel data models
- GMM versus GQL inferences in semiparametric linear dynamic mixed models
- Bootstrap inference for misspecified moment condition models
- Missing dependent variables in fixed-effects models
- Detection of structural breaks in linear dynamic panel data models
- Tariff reduction and income inequality: some empirical evidence
- Revisiting the link between financial development and industrialization: evidence from low and middle income countries
- A study on the persistence of Farrell's efficiency measure under a dynamic framework
- Estimating convergence for Asian economies using dynamic random variable models
- 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
- Panel data unit roots tests: the role of serial correlation and the time dimension
- Fixed T dynamic panel data estimators with multifactor errors
- Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence
- X-differencing and dynamic panel model estimation
- Dynamic panel Anderson-Hsiao estimation with roots near unity
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- Improved GMM estimation of panel VAR models
- Does the profile of income inequality matter for economic growth?
- Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks
- Neighbourhood GMM estimation of dynamic panel data models
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- Corrected standard errors for optimal minimum distance estimator
- Job destruction and the impact of imports on wages in U.S. manufacturing
- How do epidemics induce behavioral changes?
- Iterated feasible generalized least-squares estimation of augmented dynamic panel data models
- Exponential class of dynamic binary choice panel data models with fixed effects
- Does income support increase abortions?
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- Title not available (Why is that?)
- Can religion explain cross-country differences in inequality? A global perspective
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- Why does democracy need education?
- Innovation and employment: Evidence from Italian microdata
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- Moment Estimation With Attrition
- GMM versus GQL inferences for panel count data
- Likelihood inference and the role of initial conditions for the dynamic panel data model
- Econometric analysis of copyrights
- Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
- The weak instrument problem of the system GMM estimator in dynamic panel data models
- The optimal choice of moments in dynamic panel data models
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- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
- Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
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- Management of agricultural research centers in Brazil: a DEA application using a dynamic GMM approach
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- Brain drain and income distribution
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