Narrow search
Showing 1 - 10 of 23
Cover Image
An efficient GLS estimator of triangular models with covariance restrictions
Arellano, Manuel - In: Journal of econometrics 42 (1989) 2, pp. 267-273
Persistent link: https://www.econbiz.de/10001071069
Cover Image
On the efficient estimation of simultaneous equations with covariance restrictions
Arellano, Manuel - In: Journal of econometrics 42 (1989) 2, pp. 247-265
Persistent link: https://www.econbiz.de/10001071070
Cover Image
How informative is the initial condition in the dynamic panel model with fixed effects?
Hahn, Jinyong - In: Journal of econometrics 93 (1999) 2, pp. 309-326
Persistent link: https://www.econbiz.de/10001406659
Cover Image
Efficient estimation of panel data models with sequential moment restrictions
Hahn, Jinyong - In: Journal of econometrics 79 (1997) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10001220090
Cover Image
Binary choice panel data models with predetermined variables
Arellano, Manuel; Carrasco, Raquel - In: Journal of econometrics 115 (2003) 1, pp. 125-157
Persistent link: https://www.econbiz.de/10001758139
Cover Image
Underidentification?
Arellano, Manuel; Hansen, Lars Peter; Sentana, Enrique - In: Journal of econometrics 170 (2012) 2, pp. 256-280
Persistent link: https://www.econbiz.de/10009685920
Cover Image
Robust likelihood estimation of dynamic panel data models
Alvarez, Javier; Arellano, Manuel - In: Journal of econometrics 226 (2022) 1, pp. 21-61
Persistent link: https://www.econbiz.de/10013440479
Cover Image
Heterogeneity of consumption responses to income shocks in the presence of nonlinear persistence
Arellano, Manuel; Blundell, Richard W.; Bonhomme, Stéphane - In: Journal of econometrics 240 (2024) 2, pp. 1-45
Persistent link: https://www.econbiz.de/10015075135
Cover Image
The Hausman test and weak instruments
Hahn, Jinyong; Ham, John C.; Moon, Hyungsik Roger - In: Journal of econometrics 160 (2011) 2, pp. 289-299
Persistent link: https://www.econbiz.de/10009242255
Cover Image
Neglected heterogeneity in moment condition models
Hahn, Jinyong; Newey, Whitney K.; Smith, Richard J. - In: Journal of econometrics 178 (2014) 1, pp. 86-100
Persistent link: https://www.econbiz.de/10010255460