Initial conditions and Blundell-Bond estimators

DOI10.1016/j.jeconom.2023.01.020OpenAlexW4319080069MaRDI QIDQ2697969

Steve 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.2023.01.020

zbMATH Keywords

fixed effectspanel dataweak instrumentspersistent seriessystem estimator

Mathematics Subject Classification ID

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

Uses Software

• xtabond2

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Estimating Vector Autoregressions with Panel Data
• Initial conditions and moment restrictions in dynamic panel data models
• Efficient estimation of models for dynamic panel data
• 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
• The Estimation of Economic Relationships using Instrumental Variables
• Biases in Dynamic Models with Fixed Effects
• Tobin's Marginal q and Average q: A Neoclassical Interpretation
• Estimation of Dynamic Models with Error Components
• 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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