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Panel data models : some recent developments
Arellano, Manuel - 2001
Persistent link: https://www.econbiz.de/10001631143
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Sargan's instrumental variables estimation and the generalized method of moments
Arellano, Manuel - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 4, pp. 450-459
Persistent link: https://www.econbiz.de/10001705958
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Sargan's instrumental variable estimation and GMM
Arellano, Manuel - 2001
Persistent link: https://www.econbiz.de/10001653205
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Modelling optimal instrumental variables for dynamic panel data models
Arellano, Manuel - 2003
Persistent link: https://www.econbiz.de/10001907666
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Uncertainty, persistence, and heterogeneity : a panel data perspective
Arellano, Manuel - In: Journal of the European Economic Association 12 (2014) 5, pp. 1127-1153
Persistent link: https://www.econbiz.de/10010499721
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Modelling optimal instrumental variables for dynamic panel data models
Arellano, Manuel - In: Research in economics : an international review of economics 70 (2016) 2, pp. 238-261
Persistent link: https://www.econbiz.de/10011631137
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How informative is the initial condition in the dynamic panel model with fixed effects?
Hahn, Jinyong - In: Journal of econometrics 93 (1999) 2, pp. 309-326
Persistent link: https://www.econbiz.de/10001406659
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The information bound of a dynamic panel logit model with fixed effects
Hahn, Jinyong - In: Econometric theory 17 (2001) 5, pp. 913-932
Persistent link: https://www.econbiz.de/10001609163
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Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system
Hahn, Jinyong - In: Economics letters 73 (2001) 2, pp. 227-231
Persistent link: https://www.econbiz.de/10001613723