Small sample bias properties of the system GMM estimator in dynamic panel data models
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference5 articles.
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3. Initial conditions and moment restrictions in dynamic panel data models;Blundell;Journal of Econometrics,1998
4. The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models;Bun;Journal of Econometrics,2006
5. Bias corrected instrumental variables estimation for dynamic panel models with fixed effects;Hahn,2001
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