Estimation in dynamic panel data models: improving on the performance of the standard GMM estimator.

Estimation in dynamic panel data models: improving on the performance of the standard GMM estimator.

Εμφάνιση άλλων εκδόσεων (1)

This chapter reviews developments to improve on the poor performance of the standard GMM estimator for highly autoregressive panel series. It considers the use of the "system" GMM estimator that relies on relatively mild restrictions on the initial condition process. This system GMM estima...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς:	Blundell, R, Bond, S, Windmeijer, F
Μορφή:	Working paper
Γλώσσα:	English
Έκδοση:	Institute for Fiscal Studies 2000

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