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The weak instrument problem of the system GMM estimator in dynamic panel data models
Bun, Maurice J. G.; Windmeijer, Frank - In: The econometrics journal 13 (2010) 1, pp. 95-126
Persistent link: https://www.econbiz.de/10003975654
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On the impact of error cross-sectional dependence in short dynamic panel estimation
Sarafidis, Vasilis; Robertson, Donald - In: The econometrics journal 12 (2009) 1, pp. 62-81
Persistent link: https://www.econbiz.de/10008178656
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On the impact of error cross-sectional dependence in short dynamic panel estimation
Sarafidis, Vasilis; Robertson, Donald - In: The econometrics journal 12 (2009) 1, pp. 62-81
Persistent link: https://www.econbiz.de/10003841969
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A new structural break test for panels with common factors
Zhu, Huanjun; Sarafidis, Vasilis; Silvapulle, Mervyn J. - In: The econometrics journal 23 (2020) 1, pp. 137-155
Persistent link: https://www.econbiz.de/10012167253
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IV estimation of spatial dynamic panels with interactive effects : large sample theory and an application on bank attitude towards risk
Cui, Guowei; Sarafidis, Vasilis; Yamagata, Takashi - In: The econometrics journal 26 (2023) 2, pp. 124-146
Persistent link: https://www.econbiz.de/10014319278
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Two-stage instrumental variable estimation of linear panel data models with interactive effects
Cui, Guowei; Norkutė, Milda; Sarafidis, Vasilis; … - In: The econometrics journal 25 (2022) 2, pp. 340-361
Persistent link: https://www.econbiz.de/10013253838