Practical aspects of using quadratic moment conditions in linear dynamic panel data models
Year of publication: |
2019
|
---|---|
Authors: | Pua, Andrew Adrian Yu ; Fritsch, Markus ; Schnurbus, Joachim |
Publisher: |
Passau : Universität Passau, Wirtschaftswissenschaftliche Fakultät |
Subject: | panel data | linear dynamic model | quadratic moment conditions | root selection | standard asymptotics | inference |
Series: | |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 167818893X [GVK] hdl:10419/204583 [Handle] RePEc:zbw:upadbr:B3819 [RePEc] |
Classification: | c18 ; C23 - Models with Panel Data ; c26 |
Source: |
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Practical aspects of using quadratic moment conditions in linear dynamic panel data models
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Large sample properties of an IV estimator based on the Ahn and Schmidt moment conditions
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