Initial conditions and moment restrictions in dynamic panel data models
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
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- 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
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- Job destruction and the impact of imports on wages in U.S. manufacturing
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- Econometric analysis of copyrights
- Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance
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- The optimal choice of moments in dynamic panel data models
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- Brain drain and income distribution
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