Regularized estimation of dynamic panel models

Cites Work

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Another look at the instrumental variable estimation of error-components models
GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model
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Efficient estimation of general dynamic models with a continuum of moment conditions
Regularized LIML for many instruments
A regularization approach to the many instruments problem
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Instrumental variable estimation in the presence of many moment conditions
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The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
The weak instrument problem of the system GMM estimator in dynamic panel data models
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Least Squares Model Averaging
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Double filter instrumental variable estimation of panel data models with weakly exogenous variables

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