Similar Search Results - EconBiz

Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance

Meghir, Costas; Windmeijer, Frank - 1997

Moment conditions are derived for dynamic linear panel data models with linear individual specific effects in the mean and multiplicative individual effects in the conditional ARCH type variance function. The relation and correlation between the linear and multiplicative effects are...

Persistent link: https://www.econbiz.de/10010330358

Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance

Meghir, Costas; Windmeijer, Frank - In: Annales d'économie et de statistique (1999), pp. 317-330

Persistent link: https://www.econbiz.de/10001566517

Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance

Meghir, Costas; Windmeijer, Frank - 1997

Persistent link: https://www.econbiz.de/10000647505

Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance

Meghir, Costas; Windmeijer, Frank - 1997

Moment conditions are derived for dynamic linear panel data models with linear individual specific effects in the mean and multiplicative individual effects in the conditional ARCH type variance function. The relation and correlation between the linear and multiplicative effects are...

Persistent link: https://www.econbiz.de/10011538468

Deviance based R-squared measures of goodness of fit for generalized linear models

Cameron, Colin - 1993

Persistent link: https://www.econbiz.de/10000417638

A finite sample correction for the variance of linear two-step GMM estimators

Windmeijer, Frank - 2000

Persistent link: https://www.econbiz.de/10001537510

Moment conditions for fixed effects count data models with endogenous regressors

Windmeijer, Frank - In: Economics letters 68 (2000) 1, pp. 21-24

Persistent link: https://www.econbiz.de/10001481918

Efficiency comparisons for a system GMM estimator in dynamic panel data models

Windmeijer, Frank - 1997

Persistent link: https://www.econbiz.de/10000655380

Expend, a Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data

Windmeijer, Frank (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001748235

A finite sample correction for the variance of linear efficient two-step GMM estimators

Windmeijer, Frank - In: Journal of econometrics 126 (2005) 1, pp. 25-51

Persistent link: https://www.econbiz.de/10002538627

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