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Dynamic panel GMM with near unity

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Identifying latent structures in panel data

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Dynamic panel modeling of climate change

Phillips, Peter C. B. - 2018

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Higher-order improvements of a computationally attractive k-step bootstrap for extremum estimators

Andrews, Donald W. K. - 2001 - Rev

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Cross-section regression with common shocks

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GMM estimation and uniform subvector inference with possible identification failure

Cheng, Xu - 2011

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Sieve quasi likelihood ratio inference on semi/nonparametric conditional moment models

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Asymptotic efficiency of semiparametric two-step GMM

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A simple test for identification in GMM under conditional moment restrictions

Bravo, Francesco; Escanciano, Juan Carlos; Otsu, Taisuke - 2011

This paper proposes a simple, fairly general, test for global identification of unconditional moment restrictions implied from point-identified conditional moment restrictions. The test is based on the Hausdorff distance between an estimator that is consistent even under global identification...

Persistent link: https://www.econbiz.de/10008934003