The finite sample behaviour is analysed of particular least squares (LS) andmethod of moments (MM) estimators in panel … of bias of (generalized) MMestimators tends to increase with the number of moment conditions exploited. Forvarious … feedbacks none of the techniques examined dominates. However, asimple bias corrected LS estimator which presupposes strict …

We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel …. The estimators differ w.r.t. the choice of instruments and whether they use trimming to reduce the bias or not. In a Monte …

model in terms of bias and root mean squared error. However, we show in this paper that in the covariance stationary panel …The system GMM estimator for dynamic panel data models combines moment conditions for the model in first differences … results are shown in a Monte Carlo study to extend to the panel data system GMM estimator. …

panel data error component model. We derive moment conditions to estimate the parameters of the higher order spatial …

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial …

endogenous regressors for cross section and panel data. The estimators included in this package are simple Poisson pseudo ML; GMM … Poisson for panel data; GMM estimation using quasi-differenced moment conditions eliminating unobserved heterogeneity and …

The well-known problem of too many instruments in dynamic panel data GMM is dealt with in detail in Roodman (2009 … simulations show that this new estimation technique outperforms other possible transformations by having a lower bias and RMSE as …