The weak instrument problem of the system GMM estimator in dynamic panel data models
Top Cited Papers
Open Access
- 1 February 2010
- journal article
- Published by Oxford University Press (OUP) in The Econometrics Journal
- Vol. 13 (1), 95-126
- https://doi.org/10.1111/j.1368-423x.2009.00299.x
Abstract
No abstract availableKeywords
Other Versions
This publication has 30 references indexed in Scilit:
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data modelsJournal of Econometrics, 2006
- Testing for Weak Instruments in Linear IV RegressionPublished by Cambridge University Press (CUP) ,2005
- RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELSEconometric Reviews, 2005
- Estimation in dynamic panel data models: Improving on the performance of the standard GMM estimatorPublished by Emerald ,2004
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data EstimatorsEconometrica, 2003
- Initial conditions and moment restrictions in dynamic panel data modelsJournal of Econometrics, 1998
- Another look at the instrumental variable estimation of error-components modelsJournal of Econometrics, 1995
- The Bias of Instrumental Variable EstimatorsEconometrica, 1992
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment EquationsThe Review of Economic Studies, 1991
- Dynamic Models for Panel DataPublished by Elsevier BV ,1990