Pages that link to "Item:Q1852907"
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The following pages link to On testing overidentifying restrictions in dynamic panel data models (Q1852907):
Displaying 10 items.
- A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312) (← links)
- A joint serial correlation test for linear panel data models (Q295708) (← links)
- A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
- On the effect of weighting matrix in GMM specification test (Q313110) (← links)
- Does the profile of income inequality matter for economic growth? (Q814994) (← links)
- Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's minimum chi-squared test (Q1021777) (← links)
- The democratic transition (Q2014731) (← links)
- Instrument approval by the Sargan test and its consequences for coefficient estimation (Q2043135) (← links)
- On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification (Q2259715) (← links)
- To whom does outward FDI give jobs? (Q2416324) (← links)
