Similar Search Results - EconBiz

Dynamic panel data models : a guide to micro data methods and practice

Bond, Stephen (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001748250

Criterion-based inference for GMM in autoregressive panel data models

Bond, Stephen; Bowsher, Clive; Windmeijer, Frank - 2001

In this paper we examine the properties of a simple criterion-based, likelihood ratio type test of parameter restristions for standard GMM estimators in autoregressive panel data models. A comparison is made with recent test proposals based in the continuously-updated GMM criterion (Hansen,...

Persistent link: https://www.econbiz.de/10010293028

GMM estimation with persistent panel data : an application to production functions

Blundell, Richard W.; Bond, Stephen - In: Econometric reviews 19 (2000) 3, pp. 321-340

Persistent link: https://www.econbiz.de/10001508269

Initial conditions and moment restrictions in dynamic panel data models

Blundell, Richard W.; Bond, Stephen - 1997

Persistent link: https://www.econbiz.de/10001426468

Estimation in dynamic panel data models : improving on the performance of the standard GMM estimator

Blundell, Richard W.; Bond, Stephen; Windmeijer, Frank - 2000

Persistent link: https://www.econbiz.de/10001483382

GMM estimation with persistent panel data : an application to production functions

Blundell, Richard W.; Bond, Stephen - 1999

Persistent link: https://www.econbiz.de/10000683970

Initial conditions and moment restrictions in dynamic panel data models

Blundell, Richard W.; Bond, Stephen - 1995

Persistent link: https://www.econbiz.de/10000920610

Some tests of specification for panel data : Monte Carlo evidence and an application to employment equations

Arellano, Manuel - In: The review of economic studies 58 (1991) 2, pp. 277-297

Persistent link: https://www.econbiz.de/10001112717

Criterion-based inference for GMM in autoregressive panel data models

Bond, Stephen (contributor); Bowsher, Clive (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001545011

Estimation in dynamic panel data models : improving on the performance of the standard GMM estimator

Blundell, Richard W.; Bond, Stephen; Windmeijer, Frank - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 53-91). 2000

Persistent link: https://www.econbiz.de/10001583116

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