near-stationary and a mildly explosive artificially constructed instrument, delivers mixed-Gaussian limit theory and gives …

Limit theory is developed for the dynamic panel GMM estimator in the presence of an autoregressive root near unity. In … but irrelevance does not prevent consistent estimation. The same Cauchy limit theory holds sequentially and jointly as (n …

. Consistency of the dating estimators is established and the limit theory addresses new complications arising from the alternative …