Showing 1 - 10 of 247
Persistent link: https://www.econbiz.de/10000683971
Persistent link: https://www.econbiz.de/10000919898
Persistent link: https://www.econbiz.de/10000920604
Persistent link: https://www.econbiz.de/10001656604
Persistent link: https://www.econbiz.de/10011537569
Persistent link: https://www.econbiz.de/10001483382
Persistent link: https://www.econbiz.de/10001583116
Persistent link: https://www.econbiz.de/10000619391
This chapter reviews developments to improve on the poor performance of the standard GMM estimator for highly autoregressive panel series. It considers the use of the system GMM estimator that relies on relatively mild restrictions on the initial condition process. This system GMM estimator...
Persistent link: https://www.econbiz.de/10011537713
Persistent link: https://www.econbiz.de/10000925802