The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models
Year of publication: |
2009-10-09
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Authors: | Bun, Maurice J.G. ; Windmeijer, Frank |
Institutions: | Tinbergen Institute |
Subject: | Dynamic Panel Data | System GMM | Weak Instruments |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 09-086/4 |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C23 - Models with Panel Data |
Source: |
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The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models
Bun, Maurice J.G., (2009)
-
The weak instrument problem of the system GMM estimator in dynamic panel data models
Bun, Maurice, (2007)
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The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models
Bun, Maurice J.G., (2007)
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The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models
Bun, Maurice J.G., (2009)
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A Comparison of Bias Approximations for the 2SLS Estimator
Bun, Maurice J.G., (2011)
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The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models
Bun, Maurice J.G., (2007)
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