Pages that link to "Item:Q98312"

The following pages link to A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312):

Displaying 50 items.

• A doubly corrected robust variance estimator for linear GMM (Q98316) (← links)
• GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (Q274929) (← links)
• A joint serial correlation test for linear panel data models (Q295708) (← links)
• The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969) (← links)
• A bias-corrected covariance estimator for improved inference when using an unstructured correlation with quadratic inference functions (Q386291) (← links)
• Sieve semiparametric two-step GMM under weak dependence (Q496156) (← links)
• Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179) (← links)
• Inequality and growth: the neglected time dimension (Q744398) (← links)
• An alternative two-step generalized method of moments estimator based on a reduced form model (Q777714) (← links)
• \textit{Post-mortem} examination of the international financial network (Q900402) (← links)
• Bootstrap-based bias correction for dynamic panels (Q1017030) (← links)
• How do epidemics induce behavioral changes? (Q1037345) (← links)
• Does income support increase abortions? (Q1039565) (← links)
• pdynmc (Q1334479) (← links)
• Does central bank financial strength really matter for inflation? The key role of the fiscal support (Q1628337) (← links)
• Brain drain and income distribution (Q1654176) (← links)
• Improved GMM estimation of panel VAR models (Q1659117) (← links)
• Estimation of nonlinear dynamic panel data models with individual effects (Q1718902) (← links)
• Asymmetric peer effects in capital structure dynamics (Q1730146) (← links)
• Should we go one step further? An accurate comparison of one-step and two-step procedures in a generalized method of moments framework (Q1739594) (← links)
• Corrected standard errors for optimal minimum distance estimator (Q1787565) (← links)
• The democratic transition (Q2014731) (← links)
• Simple and trustworthy cluster-robust GMM inference (Q2024463) (← links)
• The effect of farm genetics expenses on dynamic productivity growth (Q2029395) (← links)
• Differential tariffs and income inequality in the United States: some evidence from the States (Q2046992) (← links)
• Impact of regulatory trade barriers and controls of the movement of capital and people on international trade of selected central, eastern and southeastern European economies (Q2051194) (← links)
• Globalisation, welfare models and social expenditure in OECD countries (Q2121129) (← links)
• Disentangling the impact of mean reversion in estimating policy response with dynamic panels (Q2148724) (← links)
• Half-panel jackknife estimation for dynamic panel models (Q2180747) (← links)
• Sample sensitivity for two-step and continuous updating GMM estimators (Q2226955) (← links)
• A Monte Carlo study of growth regressions (Q2269009) (← links)
• Exploiting information from singletons in panel data analysis: a GMM approach (Q2292727) (← links)
• Exchange rate volatility and productivity growth: the role of liability dollarization (Q2316909) (← links)
• Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
• Tariff reduction and income inequality: some empirical evidence (Q2416257) (← links)
• Job destruction and the impact of imports on wages in U.S. manufacturing (Q2416265) (← links)
• To whom does outward FDI give jobs? (Q2416324) (← links)
• The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
• Does mobile money services adoption foster intra-African goods trade? (Q2659929) (← links)
• Initial conditions and Blundell-Bond estimators (Q2697969) (← links)
• Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← links)
• Algorithm research on the influence of financing structure and cash holding on enterprise innovation based on system GMM model function theory (Q2698001) (← links)
• Consistent variance of the Laplace-type estimators: application to DSGE models (Q2812315) (← links)
• A Comparison of Utilized and Theoretical Covariance Weighting Matrices on the Estimation Performance of Quadratic Inference Functions (Q2876156) (← links)
• The weak instrument problem of the system GMM estimator in dynamic panel data models (Q3563653) (← links)
• EXPORT DIVERSIFICATION AND EXPORT PERFORMANCE BY DESTINATION COUNTRY (Q4629504) (← links)
• RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS (Q4678782) (← links)
• Estimation of dynamic panel data models with a lot of heterogeneity (Q5065202) (← links)
• GMM inference in spatial autoregressive models (Q5860887) (← links)
• Testing initial conditions in dynamic panel data models (Q5860980) (← links)