A Note on the Theme of Too Many Instruments
- 1 January 2008
- preprint
- Published by Elsevier BV in SSRN Electronic Journal
Abstract
No abstract availableThis publication has 32 references indexed in Scilit:
- Modelling optimal instrumental variables for dynamic panel data modelsResearch in Economics, 2016
- Stock markets, banks, and growth: Panel evidenceJournal of Banking & Finance, 2004
- Panel Data EconometricsPublished by Oxford University Press (OUP) ,2003
- GMM Estimation with persistent panel data: an application to production functionsEconometric Reviews, 2000
- Initial conditions and moment restrictions in dynamic panel data modelsJournal of Econometrics, 1998
- Small-Sample Bias in GMM Estimation of Covariance StructuresJournal of Business & Economic Statistics, 1996
- GMM Estimation of a Stochastic Volatility Model: A Monte Carlo StudyJournal of Business & Economic Statistics, 1996
- Another look at the instrumental variable estimation of error-components modelsJournal of Econometrics, 1995
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment EquationsThe Review of Economic Studies, 1991
- Formulation and estimation of dynamic models using panel dataJournal of Econometrics, 1982