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Bias correction in the dynamic panel data model with a nonscalar disturbance covariance matrix
Bun, Maurice J. G. - In: Econometric reviews 22 (2003) 1, pp. 29-58
Persistent link: https://www.econbiz.de/10001749175
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Finite sample properties of the GMM Anderson-Rubin test
Bun, Maurice J. G.; Farbmacher, Helmut; Poldermans, Rutger W - In: Econometric reviews 39 (2020) 10, pp. 1042-1056
Persistent link: https://www.econbiz.de/10012406208
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OLS and IV estimation of regression models including endogenous interaction terms
Bun, Maurice J. G.; Harrison, Teresa D. - In: Econometric reviews 38 (2019) 7, pp. 814-827
Persistent link: https://www.econbiz.de/10012181359
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Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix
Bun, Maurice - In: Econometric reviews 22 (2003) 1, pp. 29-58
Persistent link: https://www.econbiz.de/10006890694
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Cross-Sectional Dependence in Panel Data Analysis
Sarafidis, Vasilis; Wansbeek, Tom - In: Econometric reviews 31 (2012) 5, pp. 483-532
Persistent link: https://www.econbiz.de/10009842057
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Cross-sectional dependence in panel data analysis
Sarafidis, Vasilis; Wansbeek, Tom - In: Econometric reviews 31 (2012) 4/6, pp. 483-531
Persistent link: https://www.econbiz.de/10009539714
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Fixed T dynamic panel data estimators with multifactor errors
Juodis, Artūras; Sarafidis, Vasilis - In: Econometric reviews 37 (2018) 6/10, pp. 893-929
Persistent link: https://www.econbiz.de/10012040421
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A method to evaluate the rank condition for CCE estimators
Vos, Ignace de; Everaert, Gerdie; Sarafidis, Vasilis - In: Econometric reviews 43 (2024) 2/4, pp. 123-155
Persistent link: https://www.econbiz.de/10014551480