An augmented Anderson–Hsiao estimator for dynamic short-T panels†
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Publication:5865520
DOI10.1080/07474938.2021.1971388OpenAlexW3123627613MaRDI QIDQ5865520
M. Hashem Pesaran, Alexander Chudik
Publication date: 9 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2021.1971388
GMMnonlinear moment conditionsHausman testbias-corrected moment conditionsBMMMonte-Carlo evidencepanel VARsself-instrumentingshort-\(T\) dynamic panels
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