Small sample bias properties of the system GMM estimator in dynamic panel data models
type: Item
instance of: scholarly article
title: Small sample bias properties of the system GMM estimator in dynamic panel data models
zbMATH Open document ID: 1255.62353
author: Kazuhiko Hayakawa
published in: Economics Letters
publication date: 2013-01-28T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 6131138
zbMATH Keywords: finite sample bias
MaRDI profile type: Publication
full work available at URL: j.econlet.2006.09.011
OpenAlex ID: W2035013034
cites work: Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
cites work: Another look at the instrumental variable estimation of error-components models
cites work: Initial conditions and moment restrictions in dynamic panel data models
cites work: The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
cites work: Long difference instrumental variables estimation for dynamic panel models with fixed effects
DOI: 10.1016/J.ECONLET.2006.09.011
description: scientific article; zbMATH DE number 6131138