On IV, GMM and ML in a dynamic panel data model

DOI10.1016/0165-1765(95)00785-7zbMath0875.90183OpenAlexW2028710752MaRDI QIDQ1350553

Tom Wansbeek, Paul A. Bekker

Publication date: 27 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(95)00785-7

zbMATH Keywords

Panel dataInstrumental variablesC13Generalized method of moments

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (3)

Indirect inference estimation of dynamic panel data models ⋮ ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION ⋮ Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

Cites Work

• Unnamed Item
• Efficient estimation of models for dynamic panel data
• Formulation and estimation of dynamic models using panel data
• Estimation of Dynamic Models with Error Components
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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