Estimating dynamic panel data models: A guide for macroeconomists
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Publication:1960668
DOI10.1016/S0165-1765(99)00130-5zbMath1007.91524MaRDI QIDQ1960668
Publication date: 12 January 2000
Published in: Economics Letters (Search for Journal in Brave)
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Cites Work
- Initial conditions and moment restrictions in dynamic panel data models
- Efficient estimation of models for dynamic panel data
- A note on the Anderson-Hsiao estimator for panel data
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
- Biases in Dynamic Models with Fixed Effects
- 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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