Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models
Year of publication: |
2017
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Authors: | Kiviet, Jan ; Pleus, Milan ; Poldermans, Rutger |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 5.2017, 1, p. 1-54
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Publisher: |
Basel : MDPI |
Subject: | cross-sectional heteroskedasticity | model specification strategy | Sargan-Hansen (incremental) tests | variants of t-tests | weighting matrices | Windmeijer-correction |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/econometrics5010014 [DOI] 888673655 [GVK] hdl:10419/171913 [Handle] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C23 - Models with Panel Data ; c26 ; C52 - Model Evaluation and Testing ; J22 - Time Allocation and Labor Supply |
Source: |
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Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models
Kiviet, J. F., (2017)
-
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
Kiviet, Jan Frederik, (2015)
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Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models
Kiviet, Jan F., (2014)
- More ...
-
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
Kiviet, Jan Frederik, (2015)
-
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models
Kiviet, Jan F., (2014)
-
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models
Kiviet, Jan Frederik, (2014)
- More ...