Initial conditions and moment restrictions in dynamic panel data models

DOI10.1016/s0304-4076(98)00009-8zbMath0943.62112OpenAlexW3121403162WikidataQ56885204 ScholiaQ56885204MaRDI QIDQ83297

Richard Blundell, Stephen Bond, Richard Blundell, Stephen D. Bond

Publication date: November 1998

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

Full work available at URL: https://doi.org/10.1016/s0304-4076(98)00009-8

zbMATH Keywords

generalized method of moments estimatorslabour demand model

Mathematics Subject Classification ID

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

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