On the Estimation and Testing of Fixed Effects Panel Data Models with Weak Instruments

DOI10.1108/S0731-9053(2012)0000030012zbMath1452.62616MaRDI QIDQ5133605

Long Liu, Chihwa Kao, Badi H. Baltagi

Publication date: 10 November 2020

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

zbMATH Keywords

fixed effectspanel dataweak instrumentPitman drift local-to-zero

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Causal inference from observational studies (62D20)

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