Reprint of: Initial conditions and moment restrictions in dynamic panel data models

DOI10.1016/J.JECONOM.2023.03.001OpenAlexW4323823240MaRDI QIDQ2697963

Stephen D. Bond, Richard Blundell

Publication date: 14 April 2023

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2023.03.001

zbMATH Keywords

initial conditionsdynamic panel dataGMMweak instrumentserror components

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Estimating Vector Autoregressions with Panel Data
• Efficient estimation of models for dynamic panel data
• Another look at the instrumental variable estimation of error-components models
• A note on autoregressive error components models
• Asymptotic efficiency in estimation with conditional moment restrictions
• On the Asymptotic Efficiency of Feasible Aitken Estimators for Seemingly Unrelated Regression Models with Error Components
• Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
• Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods
• Biases in Dynamic Models with Fixed Effects
• Estimation of Dynamic Models with Error Components
• Instrumental Variables Regression with Weak Instruments
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

This page was built for publication: Reprint of: Initial conditions and moment restrictions in dynamic panel data models