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An econometrician's perspective on big data

Hsiao, Cheng - In: Essays in honor of Cheng Hsiao, (pp. 413-423). 2020

Persistent link: https://www.econbiz.de/10012249466

Comments on "An econometrician's perspective on big data" by Cheng Hsiao

Fomby, Thomas B. - In: Essays in honor of Cheng Hsiao, (pp. 425-430). 2020

Persistent link: https://www.econbiz.de/10012249469

Comments on "An econometrician's perspective on big data" by Cheng Hsiao

Bresson, Georges - In: Essays in honor of Cheng Hsiao, (pp. 431-443). 2020

Persistent link: https://www.econbiz.de/10012249479

Correction for the asymptotical bias of the Arellano-Bond type GMM estimation of dynamic panel models

Zhang, Yonghui; Zhou, Qiankun - In: Essays in honor of Cheng Hsiao, (pp. 1-24). 2020

Persistent link: https://www.econbiz.de/10012249347

Chapter 14 An Econometrician’s Perspective on Big Data

Hsiao, Cheng - In: Essays in honor of Cheng Hsiao, (pp. 413-423). 2020

Persistent link: https://www.econbiz.de/10015088869

Chapter 1 Correction for the Asymptotical Bias of the Arellano-Bond type GMM Estimation of Dynamic Panel Models

Zhang, Yonghui; Zhou, Qiankun - In: Essays in honor of Cheng Hsiao, (pp. 1-24). 2020

It is shown in the literature that the Arellano–Bond type generalized method of moments (GMM) of dynamic panel models is asymptotically biased (e.g., Hsiao & Zhang, 2015; Hsiao & Zhou, 2017). To correct the asymptotical bias of Arellano–Bond GMM, the authors suggest to use the jackknife...

Persistent link: https://www.econbiz.de/10015088877