Corrected standard errors for optimal minimum distance estimator

DOI10.1016/J.ECONLET.2018.02.029zbMath1401.62155OpenAlexW2611972792WikidataQ130185624 ScholiaQ130185624MaRDI QIDQ1787565

Kazuhiko Hayakawa

Publication date: 5 October 2018

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.02.029

zbMATH Keywords

serial correlationpanel data modelminimum distance estimatorinteractive fixed effectsstandard error

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• Estimating Vector Autoregressions with Panel Data
• Initial conditions and moment restrictions in dynamic panel data models
• Another look at the instrumental variable estimation of error-components models
• A finite sample correction for the variance of linear efficient two-step GMM estimators
• Panel data models with multiple time-varying individual effects
• Multivariate regression models for panel data
• Identification problem of GMM estimators for short panel data models with interactive fixed effects
• GMM Estimation of Short Dynamic Panel Data Models with Interactive Fixed Effects
• GMM Estimation with persistent panel data: an application to production functions
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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