First difference or forward demeaning: Implications for the method of moments estimators
From MaRDI portal
Publication:5864653
DOI10.1080/07474938.2017.1307594OpenAlexW2600794510MaRDI QIDQ5864653
Publication date: 8 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2017.1307594
generalized method of momentsdynamic panel data modelinstrumental variable estimationfirst differenceforward demeaning
Related Items (4)
JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS ⋮ Indirect inference estimation of dynamic panel data models ⋮ Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models ⋮ Double filter instrumental variable estimation of panel data models with weakly exogenous variables
Cites Work
- Another look at the instrumental variable estimation of error-components models
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
- IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large
- The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
- A note on transformed likelihood approach in linear dynamic panel models
- Statistical inference for panel dynamic simultaneous equations models
- Formulation and estimation of dynamic models using panel data
- Eigenvalues of tridiagonal pseudo-Toeplitz matrices
- Analysis of Panel Data
- Estimation of Dynamic Models with Error Components
- Inequalities for the trace of matrix product
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
This page was built for publication: First difference or forward demeaning: Implications for the method of moments estimators