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.

عرض إصدارات أخرى (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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلفون الرئيسيون:	Blundell, R, Bond, S, Windmeijer, F
التنسيق:	Working paper
اللغة:	English
منشور في:	Institute for Fiscal Studies 2000

مواد مشابهة

Estimation in dynamic panel data models: improving on the performance of the standard GMM estimator.
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منشور في: (2011)

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حسب: Bond, S, وآخرون
منشور في: (2002)

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حسب: Bond, S, وآخرون
منشور في: (2005)

GMM Estimation with Persistent Panel Data: An Application to Production Functions.
حسب: Blundell, R, وآخرون
منشور في: (2000)

GMM estimation with persistent panel data: an application to production functions.
حسب: Blundell, R, وآخرون
منشور في: (1999)

Criterion-based inference for GMM in autoregressive panel-data models.
حسب: Bond, S, وآخرون
منشور في: (2001)

Criterion-Based Inference for GMM in Autoregressive Panel Data Models.
حسب: Bond, S, وآخرون
منشور في: (2001)

Criterion-based inference for GMM in autoregressive panel-data models.
حسب: Bond, S, وآخرون
منشور في: (2001)

Criterion-Based Inference for GMM in Autoregressive Panel Data Models.
حسب: Bond, S, وآخرون
منشور في: (2001)

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حسب: Bond, S, وآخرون
منشور في: (2002)

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GMM Estimation of Empirical Growth Models.
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منشور في: (2001)

GMM Estimation of Empirical Growth Models.
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منشور في: (2001)

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منشور في: (2021-01-01)

GMM with Many Weak Moment Conditions
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منشور في: (2009)

Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators.
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منشور في: (2006)

Estimating Euler equations with noisy data: two exact GMM estimators
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منشور في: (2006)

Initial Conditions and Moment Restrictions in Dynamic Panel Data Models.
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منشور في: (2002)

Initial Conditions and Moment Restrictions in Dynamic Panel Data Models.
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منشور في: (2017-03-01)

GMM Estimator: An Application to Intraindustry Trade
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منشور في: (2012-01-01)

Johansen’s Reduced Rank Estimator Is GMM
حسب: Bruce E. Hansen
منشور في: (2018-05-01)

Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
حسب: Windmeijer, F
منشور في: (2021)

Dynamic linkages between poverty, inequality, crime, and social expenditures in a panel of 16 countries: two-step GMM estimates
حسب: Muhammad Khalid Anser, وآخرون
منشور في: (2020-06-01)

Rate-adaptive GMM estimations for linear time series models
حسب: Kuersteiner, Guido M.
منشور في: (2011)

The impact of healthcare expenditure and healthcare sector growth on Co2 emission using dynamic panel data system GMM estimation model during COVID 19 crisis
حسب: Intan Maizura, Abd Rashid, وآخرون
منشور في: (2023)

Drivers of economic growth: a dynamic short panel data analysis using system GMM
حسب: Amy Farzana, وآخرون
منشور في: (2024-11-01)

Efficient GMM estimation with singular system of moment conditions
حسب: Zhiguo Xiao
منشور في: (2020-07-01)

Finite sample properties of some alternative GMM estimators
حسب: Hansen, Lars Peter., وآخرون
منشور في: (2009)

The initial fiscal policy response to Covid-19 in Malaysia: The impact of government spending on healthcare sector using dynamic panel data system GMM estimation analysis
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GMM Estimation of a Partially Linear Additive Spatial Error Model
حسب: Jianbao Chen, وآخرون
منشور في: (2021-03-01)

Estimating dynamic Panel data. A practical approach to perform long panels
حسب: Romilio Labra, وآخرون

Fiscal decentralization, local government competition and farmland conversion in China: the co-integration analysis and the GMM estimation based on the inter-provincial panel data
حسب: Xu HENGZHOU, وآخرون
منشور في: (2013-09-01)

Profitability of real estate firms: Evidence using GMM estimation
حسب: Thu-Trang Thi Doan
منشور في: (2020-02-01)

Wild multiplicative bootstrap for M and GMM estimators in time series
حسب: Francesco Audrino, وآخرون
منشور في: (2019-04-01)

Identification issues in forward-looking models estimated by GMM, with an application to the Phillips curve.
حسب: Mavroeidis, S
منشور في: (2005)

Estimating Housing Supply Determinants: Applying an Urban Growth Model with GMM Method
حسب: Seyed Mohammad Rreza Seyednourani
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