On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions (Q1659119)

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scientific article; zbMATH DE number 6918336
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On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions
scientific article; zbMATH DE number 6918336

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    On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions (English)
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    15 August 2018
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    dynamic panel data models
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    GMM
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    initial conditions
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    strong persistency
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    weak instruments
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