The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
- 30 June 2006
- journal article
- Published by Elsevier BV in Journal of Econometrics
- Vol. 132 (2), 409-444
- https://doi.org/10.1016/j.jeconom.2005.02.006
Abstract
No abstract availableKeywords
This publication has 13 references indexed in Scilit:
- BOOTSTRAPPING A STABLE AD MODEL: WEAK VS STRONG EXOGENEITY*Oxford Bulletin of Economics and Statistics, 2009
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data EstimatorsEconometrica, 2003
- GMM inference when the number of moment conditions is largeJournal of Econometrics, 1999
- Symmetrically Normalized Instrumental-Variable Estimation Using Panel DataJournal of Business & Economic Statistics, 1999
- Initial conditions and moment restrictions in dynamic panel data modelsJournal of Econometrics, 1998
- Efficient Estimation with Panel Data When Instruments Are Predetermined: An Empirical Comparison of Moment-Condition EstimatorsJournal of Business & Economic Statistics, 1997
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data modelsJournal of Econometrics, 1995
- Another look at the instrumental variable estimation of error-components modelsJournal of Econometrics, 1995
- Efficient estimation of models for dynamic panel dataJournal of Econometrics, 1995
- Formulation and estimation of dynamic models using panel dataJournal of Econometrics, 1982