GMM versus GQL inferences in semiparametric linear dynamic mixed models
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Publication:2427783
DOI10.1214/10-BJPS127zbMath1235.62137OpenAlexW2062433599MaRDI QIDQ2427783
V. N. Pandit, R. Prabhakar Rao, Brajendra Chandra Sutradhar
Publication date: 18 April 2012
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bjps/1327328083
consistencyefficiencyrandom effectsvariance componentsregression effectsdynamic dependence parameters
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Cites Work
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- Large Sample Properties of Generalized Method of Moments Estimators
- Initial conditions and moment restrictions in dynamic panel data models
- Efficient estimation of models for dynamic panel data
- GMM versus GQL inferences for panel count data
- Generalized method of moments versus generalized quasilikelihood inferences in binary panel data models
- Robust estimation in generalised linear mixed models
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Criterion-based inference for GMM in autoregressive panel data models.
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