Robust Estimation of Moments in Dynamic Panel Models with Potential Intercorrelation

DOI10.1080/03610926.2011.654039zbMath1462.62136OpenAlexW2038456475MaRDI QIDQ2873916

Jian-hong Wu

Publication date: 28 January 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2011.654039

zbMATH Keywords

dynamic panel dataestimation of momentpotential intercorrelation

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Asymptotic properties of parametric tests (62F05)

Cites Work

• A joint serial correlation test for linear panel data models
• Estimation of moments for linear panel data models with potential existence of time effects
• Empirical method of moments and its applications
• Estimation of and testing for random effects in dynamic panel data models
• An Orthogonality-Based Estimation of Moments for Linear Mixed Models
• Estimating Moments in Linear Mixed Models
• Estimation in a simple random effects model with nonnormal distributions
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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