Residual-based IV estimation of dynamic panel data models with fixed effects

DOI10.1111/j.1467-9574.2012.00536.xzbMath1541.6239MaRDI QIDQ6552748

Peng Wang, Zhuangxiong Yu, Meijin Wang

Publication date: 10 June 2024

Published in: Statistica Neerlandica (Search for Journal in Brave)

zbMATH Keywords

dynamic panel modelsresidual-based IV estimatorsystem-GMM estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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