Estimating dynamic panel data models: a guide for macroeconomists
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference12 articles.
1. Efficient estimation of models for dynamic panel data;Ahn;Journal of Econometrics,1995
2. Estimation of dynamic models with error components;Anderson;Journal of the American Statistical Association,1981
3. A note on the Anderson–Hsiao estimator for panel data;Arellano;Economic Letters,1989
4. Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations;Arellano;Review of Economic Studies,1991
5. Initial conditions and moment restrictions in dynamic panel data models;Blundell;Journal of Econometrics,1998
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