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The weak instrument problem of the system GMM estimator in dynamic panel data models

Bun, Maurice J. G. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003433485

The weak instrument problem of the system GMM estimator in dynamic panel data models

Bun, Maurice J. G. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003434193

Consistent OLS estimation of AR(1) dynamic panel data models with short time series

Hayakawa, Kazuhiko - In: Applied economics letters 14 (2007) 13/15, pp. 1141-1145

Persistent link: https://www.econbiz.de/10003606924

An alternative system GMM estimation in dynamic panel models

Jung, Hosung (contributor); Kwon, Hyeog Ug (contributor) - 2007

Persistent link: https://www.econbiz.de/10003502933

Enhanced routines for instrumental variables/GMM estimation and testing

Baum, Christopher F. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003535653

Judging contending estimators by simulation : tournaments in dynamic panel data models

Kiviet, J. F. - 2005

Persistent link: https://www.econbiz.de/10003233535

Estimation of spatial autoregressive panel data models with fixed effects

Lee, Lung-fei; Yu, Jihai - In: Journal of econometrics 154 (2010) 2, pp. 165-185

Persistent link: https://www.econbiz.de/10003940092

A Monte Carlo comparison of alternative estimators for dynamic panel data models

Lokshin, Boris - In: Applied economics letters 15 (2008) 1/3, pp. 15-18

Persistent link: https://www.econbiz.de/10003724912

GM estimation of higher order spatial autoregressive processes in panel data error component models

Badinger, Harald (contributor); Egger, Peter (contributor) - 2008

Persistent link: https://www.econbiz.de/10003711864

GM estimation of higher-order spatial autoregressive processes in cross-section models with heteroskedastic disturbances

Badinger, Harald (contributor); Egger, Peter (contributor) - 2008

This paper generalizes the approach to estimating a first-order spatial autoregressive model with spatial autoregressive disturbances (SARAR(1,1)) in a cross-section with heteroskedastic innovations by Kelejian and Prucha (2008) to the case of spatial autoregressive models with spatial...

Persistent link: https://www.econbiz.de/10003748246