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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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Identification and inference in a simultaneous equation under alternative information sets and sampling schemes
Kiviet, J. F. - In: The econometrics journal 16 (2013) 1, pp. 24-59
Persistent link: https://www.econbiz.de/10009722529
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Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models
Kiviet, J. F.; Phillips, Garry D. A. - In: The econometrics journal 1 (1998) 2, pp. 44-70
Persistent link: https://www.econbiz.de/10001443721
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Moment approximation for least-squares estimators in dynamic regression models with a unit root
Kiviet, J. F.; Phillips, Garry D. A. - In: The econometrics journal 8 (2005) 2, pp. 115-142
Persistent link: https://www.econbiz.de/10003018790
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Moment approximation for least-squares estimators in dynamic regression models with a unit root link rid="fn1">*
Kiviet, Jan F.; Phillips, Garry D.A. - In: The econometrics journal 8 (2005) 2, pp. 115-142
Persistent link: https://www.econbiz.de/10007434442
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Identification and inference in a simultaneous equation under alternative information sets and sampling schemes
Kiviet, Jan F. - In: The econometrics journal 16 (2013) 1, pp. S24
Persistent link: https://www.econbiz.de/10010075500