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)
- On the impact of error cross-sectional dependence in short dynamic panel estimation
- Probabilistic measures of efficiency and the influence of contextual variables in nonparametric production models: an application to agricultural research in Brazil
- Public education expenditures, growth and income inequality
- Estimation of dynamic panel data models with a lot of heterogeneity
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions
- Likelihood inference in an autoregression with fixed effects
- Estimating dynamic models from repeated cross-sections
- Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
- GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model
- On testing overidentifying restrictions in dynamic panel data models
- Indirect inference for dynamic panel models
- Individual effects and dynamics in count data models.
- Bias-corrected estimation in dynamic panel data models with heteroscedasticity
- Simple and trustworthy cluster-robust GMM inference
- Generalized dynamic panel data models with random effects for cross-section and time
- 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
- Robust estimation of dynamic fixed-effects panel data models
- 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
- A joint serial correlation test for linear panel data models
- Management of agricultural research centers in Brazil: a DEA application using a dynamic GMM approach
- A test of cross section dependence for a linear dynamic panel model with regressors
- Estimation of heterogeneous autoregressive parameters with short panel data
- Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators
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- Inequality and growth: the neglected time dimension
- Income and democracy: a semiparametric approach
- Lessons from a decade of IPS and LLC
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- Cross-Sectional Dependence in Panel Data Analysis
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- Brain drain and income distribution
- Parameters measuring bank risk and their estimation
- Business cycles, unemployment insurance, and the calibration of matching models
- Dynamic panels with threshold effect and endogeneity
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- RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS
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- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- A finite sample correction for the variance of linear efficient two-step GMM estimators
- A doubly corrected robust variance estimator for linear GMM
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- Growth and human capital: good data, good results
- A note on autoregressive error components models
- Quantile regression for dynamic panel data with fixed effects
- Bayesian analysis of quantile regression for censored dynamic panel data
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- Efficient estimation of panel data models with sequential moment restrictions
- Penalized quantile regression for dynamic panel data
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
- 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
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- Tariff reduction and income inequality: some empirical evidence
- Revisiting the link between financial development and industrialization: evidence from low and middle income countries
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- 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
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