An alternative two-step generalized method of moments estimator based on a reduced form model

DOI10.1016/J.ECONLET.2020.109184zbMath1443.62042OpenAlexW3021266456MaRDI QIDQ777714

Doosoo Kim

Publication date: 7 July 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2020.109184

zbMATH Keywords

minimum distancedynamic panel data modelcontinuous updatinggeneralized method of moments (GMM)reduced formhigher-order asymptotic bias

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Causal inference from observational studies (62D20)

Related Items (1)

Robust estimation of panel data regression models and applications

Cites Work

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• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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