Criterion-based inference for GMM in autoregressive panel-data models.

Criterion-based inference for GMM in autoregressive panel-data models.

Show other versions (3)

In this paper we examine the properties of a simple criterion-based, likelihood ratio type test of parameter restristions for standard GMM estimators in autoregressive panel data models. A comparison is made with recent test proposals based in the continuously-updated GMM criterion (Hansen, Heaton a...

書目詳細資料
Main Authors:	Bond, S, Bowsher, C, Windmeijer, F
格式:	Journal article
語言:	English
出版:	Elsevier 2001

相似書籍

Criterion-based inference for GMM in autoregressive panel-data models.
由: Bond, S, et al.
出版: (2001)

Criterion-Based Inference for GMM in Autoregressive Panel Data Models.
由: Bond, S, et al.
出版: (2001)

Criterion-Based Inference for GMM in Autoregressive Panel Data Models.
由: Bond, S, et al.
出版: (2001)

Finite Sample Inference for GMM Estimators in Linear Panel Data Models.
由: Bond, S, et al.
出版: (2002)

Reliable Inference for GMM Estimators? Finite Sample Properties of Alternative Test Procedures in Linear Panel Data Models.
由: Bond, S, et al.
出版: (2005)

Projection Estimators for Autoregressive Panel Data Models.
由: Bond, S, et al.
出版: (2002)

Estimation in dynamic panel data models: improving on the performance of the standard GMM estimator.
由: Blundell, R, et al.
出版: (2000)

Estimation in dynamic panel data models: improving on the performance of the standard GMM estimator.
由: Blundell, R, et al.
出版: (2011)

GMM estimation with persistent panel data: an application to production functions.
由: Blundell, R, et al.
出版: (1999)

GMM Estimation with Persistent Panel Data: An Application to Production Functions.
由: Blundell, R, et al.
出版: (2000)

Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
由: Jan Kiviet, et al.
出版: (2017-03-01)

GMM with Many Weak Moment Conditions
由: Newey, Whitney K., et al.
出版: (2010)

A generalized focused information criterion for GMM
由: Chang, M, et al.
出版: (2018)

Statistical Inference for Partially Linear Varying Coefficient Spatial Autoregressive Panel Data Model
由: Sanying Feng, et al.
出版: (2023-11-01)

Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models
由: Richard A. Ashley, et al.
出版: (2016-11-01)

GMM Estimation of Empirical Growth Models.
由: Bond, S, et al.
出版: (2001)

GMM Estimation of Empirical Growth Models.
由: Bond, S, et al.
出版: (2001)

The Likelihood Ratio Decision Criterion for Nuisance Attribute Projection in GMM Speaker Verification
由: France Mihelič, et al.
出版: (2008-07-01)

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

Message Passing-Based Inference for Time-Varying Autoregressive Models
由: Albert Podusenko, et al.
出版: (2021-05-01)

Drivers of economic growth: a dynamic short panel data analysis using system GMM
由: Amy Farzana, et al.
出版: (2024-11-01)

Capital mobility in the panel GMM framework: Evidence from EU members
由: Natalya Ketenci
出版: (2015-06-01)

Indirect Inference Estimation of Spatial Autoregressions
由: Yong Bao, et al.
出版: (2020-09-01)

Education and Economic Growth in Developing Countries: Empirical Evidence from GMM Estimators for Dynamic Panel Data
由: Sebki Wafa
出版: (2021-01-01)

CORPORATE FINANCING BEHAVIOUR OF SHARIAH COMPLIANT E50 SMEs. A PANEL DATA APPROACH OF GMM.
由: Razali Haron
出版: (2016-03-01)

ESTIMASI PARAMETER PADA SISTEM MODEL PERSAMAAN SIMULTAN DATA PANEL DINAMIS DENGAN METODE 2 SLS GMM-AB
由: Arya Fendha Ibnu Shina
出版: (2018-12-01)

Econometrics Model of Economic Growth in East Java Province with Dynamic Panel Data through Generalized Method of Moment (GMM) Approach
由: Joko Hadi Susilo, et al.
出版: (2020-03-01)

Dividend study with alternative tests, panel data analysis and panel generalised autoregressive conditional heteroscedasticity
由: Ng, Chee Pung
出版: (2017)

Empirical likelihood inference in autoregressive models with time-varying variances
由: Yu Han, et al.
出版: (2022-05-01)

Inference in Univariate and Bivariate Autoregressive Models with Non-Normal Innovations
由: Sedigheh Zamani Mehreyan, et al.
出版: (2023-01-01)

Likelihood Inference for Generalized Integer Autoregressive Time Series Models
由: Harry Joe
出版: (2019-10-01)

Bayesian inference for the log-symmetric autoregressive conditional duration model
由: JEREMIAS LEÃO, et al.
出版: (2021-10-01)

Modeling Analysis of Economic Growth in Asia with a Dynamic Panel Approach Generalized Method of Moment (GMM)
由: Heppi Syofya
出版: (2022-07-01)

The impact of gender equality on education inequality: a global analysis based on GMM dynamic panel estimation
由: Baloch, Amdadullah, et al.
出版: (2017)

Nonlinear Lag Correction Based on the Autoregressive Model for Dynamic Flat-Panel Detectors
由: Eunae Lee, et al.
出版: (2023-01-01)

Modeling of Scientific Images Using GMM
由: J. Svihlik
出版: (2009-12-01)

Motor Imagery Recognition Based on GMM-JCSFE Model
由: Chuncheng Liao, et al.
出版: (2024-01-01)

Fiscal Deficit, National Saving and Sustainability of Economic Growth in Emerging Economies: A Dynamic GMM Panel Data Approach
由: Buscemi Antonino, et al.
出版: (2012-06-01)

Fiscal Deficit, National Saving and Sustainability of Economic Growth in Emerging Economies: A Dynamic GMM Panel Data Approach
由: Buscemi Antonino, et al.
出版: (2012-01-01)

Fiscal Deficit, National Saving and Sustainability of Economic Growth in Emerging Economies: A Dynamic GMM Panel Data Approach
由: Buscemi Antonino, et al.
出版: (2012-01-01)