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Identification robust inference for moments based analysis of linear dynamic panel data models

Kleibergen, Frank - 2021

We use identification robust tests to show that difference, level and non-linear moment conditions, as proposed by Arellano and Bond (1991), Arellano and Bover (1995), Blundell and Bond (1998) and Ahn and Schmidt (1995) for the linear dynamic panel data model, do not separately identify the...

Persistent link: https://www.econbiz.de/10013227367

Bias correction in the dynamic panel data model with a nonscalar disturbance covariance matrix

Bun, Maurice J. G. - 2000

Persistent link: https://www.econbiz.de/10001546172

Bias correction in the dynamic panel data model with a nonscalar disturbance covariance matrix

Bun, Maurice J. G. - In: Econometric reviews 22 (2003) 1, pp. 29-58

Persistent link: https://www.econbiz.de/10001749175

Identifying the impact of deterrence on crime : internal versus external instruments

Bun, Maurice J. G. - In: Applied economics letters 22 (2015) 1/3, pp. 204-208

Persistent link: https://www.econbiz.de/10010481976

Bias correction in the dynamic panel data model with a nonscalar disturbance covariance matrix

Bun, Maurice J. G. - 2001

Approximation formulae are developed for the bias of ordinary andgeneralized Least Squares Dummy Variable (LSDV) estimators in dynamicpanel data models. Results from Kiviet (1995, 1999) are extended tohigher-order dynamic panel data models with general covariancestructure. The focus is on...

Persistent link: https://www.econbiz.de/10011313930