Pages that link to "Item:Q1934015"
From MaRDI portal
The following pages link to Small sample bias properties of the system GMM estimator in dynamic panel data models (Q1934015):
Displayed 7 items.
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179) (← links)
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: some additional results (Q736699) (← links)
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(<i>p</i>) MODELS WHEN BOTH<i>N</i>AND<i>T</i>ARE LARGE (Q3181953) (← links)
- The weak instrument problem of the system GMM estimator in dynamic panel data models (Q3563653) (← links)
- GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY (Q5187624) (← links)
- THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH <i>N</i> AND <i>T</i> ARE LARGE (Q5255877) (← links)