The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: some additional results

DOI10.1016/J.JECONOM.2010.06.002zbMath1431.62623OpenAlexW3124975665MaRDI QIDQ736699

Kazuhiko Hayakawa

Publication date: 4 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://ir.lib.hiroshima-u.ac.jp/00030797

Mathematics Subject Classification ID

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

Related Items (2)

Identification of parametric models with a priori knowledge of process properties ⋮ THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH N AND T ARE LARGE

Cites Work

• Another look at the instrumental variable estimation of error-components models
• The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
• Small sample bias properties of the system GMM estimator in dynamic panel data models
• Panel Data Econometrics
• The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators

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