Another look at the instrumental variable estimation of error-components models
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Cites work
- Asymptotic efficiency in estimation with conditional moment restrictions
- Efficiency Bounds for Semiparametric Regression
- Efficient estimation of models for dynamic panel data
- Efficient Estimation Using Panel Data
- Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
- Estimating Vector Autoregressions with Panel Data
- Formulation and estimation of dynamic models using panel data
- Instrumental Variables Regression with Independent Observations
- Instrumental-Variable Estimation of an Error-Components Model
- Large Sample Properties of Generalized Method of Moments Estimators
- Multivariate regression models for panel data
- Nearly Efficient Estimation of Time Series Models with Predetermined, but not Exogenous, Instruments
- Panel Data and Unobservable Individual Effects
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
Cited in
(only showing first 100 items - show all)- Bootstrap-based bias correction for dynamic panels
- How do epidemics induce behavioral changes?
- Does income support increase abortions?
- Estimating dynamic models from time series of independent cross-sections
- Stochastic panel frontiers: A semiparametric approach
- Testing serial correlation in semiparametric panel data models
- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
- Efficient estimation of panel data models with sequential moment restrictions
- Pooled estimators vs. their heterogeneous counterparts in the context of dynamic demand for gasoline
- Testing for unit roots in panel data using a GMM approach
- Semiparametric-efficient estimation of AR(1) panel data models.
- The incidental parameter problem since 1948
- Changes in relative wages in the 1980s: Returns to observed and unobserved skills and black-white wage differentials
- Brain drain and income distribution
- Improved GMM estimation of panel VAR models
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions
- Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects
- Neighbourhood GMM estimation of dynamic panel data models
- Case deletion diagnostics for GMM estimation
- Threshold effects of human capital: schooling and economic growth
- Estimation of nonlinear dynamic panel data models with individual effects
- Asymmetric peer effects in capital structure dynamics
- Corrected standard errors for optimal minimum distance estimator
- A quantile correlated random coefficients panel data model
- A double-hurdle rational addiction model with heterogeneity: Estimating the demand for tobacco
- Efficient estimation of panel data models with strictly exogenous explanatory variables
- Binary choice panel data models with predetermined variables
- Estimating multi-way error components models with unbalanced data structures.
- Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model.
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- Instrumental variable estimation of heteroskedasticity adaptive error component models
- Detection of structural breaks in linear dynamic panel data models
- Bias-corrected estimation in dynamic panel data models with heteroscedasticity
- Small sample bias properties of the system GMM estimator in dynamic panel data models
- Panel AR(1) estimators under misspecification
- The role of foreign direct investment and labor productivity in explaining Croatian regional export dynamics
- Financial globalization and the increase in the size of government: are they related?
- The effect of farm genetics expenses on dynamic productivity growth
- Revisiting the link between financial development and industrialization: evidence from low and middle income countries
- Differential tariffs and income inequality in the United States: some evidence from the States
- The effectiveness of capital controls
- Earthquakes and economic outcomes: does central bank independence matter?
- Feedback in panel data models
- Robust likelihood estimation of dynamic panel data models
- Does domestic demand matter for firms' exports?
- Globalisation, welfare models and social expenditure in OECD countries
- Local influence analysis for GMM estimation
- Transformations and moment conditions for dynamic fixed effects logit models
- Half-panel jackknife estimation for dynamic panel models
- Level-based estimation of dynamic panel models
- Environmental regulations, enterprise productivity, and green technological progress: large-scale data analysis in China
- Linear mixed models with endogenous covariates: modeling sequential treatment effects with application to a mobile health study
- An econometric approach to the estimation of multi-level models
- Efficient estimation of multi-level models with strictly exogenous explanatory variables
- Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
- Green supply chain management, environmental degradation, and energy: evidence from Asian countries
- Inflation and demography through time
- The limited information maximum likelihood approach to dynamic panel structural equation models
- A Monte Carlo study of growth regressions
- A measure of total firm performance: new insights for the corporate objective
- Nonparametric identification of discrete choice models with lagged dependent variables
- Exchange rate volatility and productivity growth: the role of liability dollarization
- Civil liberties and terrorism in Middle East, North Africa, Afghanistan, and Pakistan
- IV estimation of panels with factor residuals
- Comment on `IV estimation of panels with factor residuals' by D. Robertson and V. Sarafidis
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
- Panel data analysis -- advantages and challenges (with comments and rejoinder)
- Many IVs estimation of dynamic panel regression models with measurement error
- Fiscal episodes and market power
- Tariff reduction and income inequality: some empirical evidence
- A numerical equivalence result for generalized method of moments
- Panel data unit roots tests: the role of serial correlation and the time dimension
- Limit theory for panel data models with cross sectional dependence and sequential exogeneity
- Identification and \(\sqrt N\)-consistent estimation of a nonlinear panel data model with correlated unobserved effects
- Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- An alternative identification of nonlinear dynamic panel data models with unobserved covariates
- Bayesian analysis of quantile regression for censored dynamic panel data
- Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter
- Multilevel modeling with correlated effects
- The optimal choice of moments in dynamic panel data models
- On the effect of mean-nonstationarity in dynamic panel data models
- Finance, inequality and the poor
- Growth accelerations and reversals in emerging market and developing economies: external conditions and domestic amplifiers
- Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship
- Estimation of spillover effects with matched data or longitudinal network data
- On the use of the Helmert transformation, and its applications in panel data econometrics
- Income inequality and economic growth: heterogeneity and nonlinearity
- Reprint of: Initial conditions and moment restrictions in dynamic panel data models
- Initial conditions and Blundell-Bond estimators
- GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model
- Semiparametric efficient estimation of dynamic panel data models
- Local power of fixed-T panel unit root tests with serially correlated errors and incidental trends
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model
- An efficient linear GMM estimator for the covariance stationary AR(1)/unit root model for panel data
- Fixed effects instrumental variables estimation in correlated random coefficient panel data models
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
- Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large
- 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
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