Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00181-023-02374-1.pdf
Reference22 articles.
1. Ahn SC, Schmidt P (1995) Efficient estimation of dynamic panel data models. J Econom 68(1):5–27
2. Ahn SC, Schmidt P (1997) Efficient estimation of dynamic panel data models: alternative assumptions and simplified estimation. J Econom 76(1–2):309–321
3. Alvarez J, Arellano M (2003) The time series and cross-section asymptotics of dynamic panel data estimators. Econometrica 71(4):1121–1159
4. Anderson TW, Hsiao C (1981) Estimation of dynamic models with error components. J Am Stat Assoc 76(375):598–606
5. Arellano M, Bond S (1991) Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Rev Econ Stud 58(2):277–297
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