Testing initial conditions in dynamic panel data models

DOI10.1080/07474938.2019.1690194zbMath1490.62465OpenAlexW2990808383WikidataQ126651945 ScholiaQ126651945MaRDI QIDQ5860980

Giorgio Calzolari, Laura Magazzini

Publication date: 4 March 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2019.1690194

zbMATH Keywords

dynamic modelpanel datainitial conditionsGMM estimationtest of overidentifying restrictions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Uses Software

• xtabond2

Cites Work

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