Pages that link to "Item:Q5411520"
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The following pages link to GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA (Q5411520):
Displaying 15 items.
- A simple test for nonstationarity in mixed panels: a further investigation (Q254914) (← links)
- Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179) (← links)
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions (Q1659119) (← links)
- Neighbourhood GMM estimation of dynamic panel data models (Q1659141) (← links)
- The weak instrument problem of the system GMM estimator in dynamic panel data models (Q3563653) (← links)
- DYNAMIC PANEL ANDERSON-HSIAO ESTIMATION WITH ROOTS NEAR UNITY (Q4637608) (← links)
- RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS (Q4678782) (← links)
- Unit root test for short panels with serially correlated errors (Q4976264) (← links)
- Estimation of dynamic panel data models with a lot of heterogeneity (Q5065202) (← links)
- Lessons from a Decade of IPS and LLC (Q5080584) (← links)
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS (Q5104479) (← links)
- THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH <i>N</i> AND <i>T</i> ARE LARGE (Q5255877) (← links)
- Likelihood ratio tests for a unit root in panels with random effects (Q5283165) (← links)
- Unit Root Inference in Generally Trending and Cross-Correlated Fixed-<i>T</i> Panels (Q6623198) (← links)
