On instrumental variable estimation of semiparametric dynamic panel data models.

DOI10.1016/S0165-1765(02)00025-3zbMath1100.91566OpenAlexW2068081353MaRDI QIDQ1603848

Badi H. Baltagi, Q. Li

Publication date: 15 July 2002

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

Full work available at URL: https://doi.org/10.1016/s0165-1765(02)00025-3

zbMATH Keywords

Monte Carlo simulationInstrumental variableEfficient estimationSemiparametric estimationDynamic panel

Mathematics Subject Classification ID

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

Related Items (7)

Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables ⋮ Nonparametric dynamic panel data models: kernel estimation and specification testing ⋮ Unequal spacing in dynamic panel data: identification and estimation ⋮ Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models ⋮ Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models ⋮ Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing ⋮ Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models

Cites Work

• Testing serial correlation in semiparametric panel data models
• Semiparametric estimation of partially linear panel data models
• Efficient Instrumental Variables Estimation of Nonlinear Models
• Root-N-Consistent Semiparametric Regression
• Estimating partially linear panel data models with one-way error components
• Instrumental Variables Regression with Weak Instruments
• Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
• Semiparametric Estimation of Regression Models for Panel Data
• Judging Instrument Relevance in Instrumental Variables Estimation

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