Criterion-Based Inference for GMM in Autoregressive Panel Data Models.
In this paper we examine the properties of a simple criterion-based, likelihood ratio type test of parameter restrictions for standard GMM estimators in autoregressive panel data models. A comparison is made with recent test proposals based on the continuously-updated GMM criterion (1996) or exponen...
| Principais autores: | , , |
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| Formato: | Journal article |
| Idioma: | English |
| Publicado em: |
Elsevier
2001
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