Add to ORKGThis paper considers first-order autoregressive panel model which is a simple model for dynamic panel data (DPD) models. The generalized method of moments (GMM) gives efficient estimators for these models. This efficiency is affected by the choice of the weighting matrix which has been used in GMM estimation. The non-optimal weighting matrices have been used in the conventional GMM estimators. This led to a loss of efficiency. Therefore, we present new GMM estimators based on optimal or suboptimal weighting matrices. Monte Carlo study indicates that the bias and efficiency of the new estimators are more reliable than the conventional estimators
In empirical economics, the generalized method of moments (GMM) is one of the most widely used metho...
Estimation of the dynamic error components model is considered using two alternative linear estimato...
We show that the Generalized Method of Moments (GMM) methodology is a useful tool to obtain the asym...
This paper considers first-order autoregressive panel model which is a simple model for dynamic pane...
In dynamic panel data (DPD) models, the generalized method of moments (GMM) estimation gives efficie...
In dynamic panel models, the generalized method of moments (GMM) has been used in many applications ...
References: p. 13-15The system GMM estimator in dynamic panel data models which combines two moment ...
This chapter reviews developments to improve on the poor performance of the standard GMM estimator f...
This paper considers the estimation methods for dynamic panel data (DPD) models with fixed effects w...
The system GMM estimator in dynamic panel data models combines moment conditions for hte differenced...
The commonly used 1-step and 2-step System GMM estimators for the panel AR(1) model are inconsisten...
This is the author accepted manuscript. The final version is available from Elsevier via the DOI in ...
This paper considers generalized method of moments (GMM) estimation of the inclusive panel AR(1) mod...
Dynamic panel data (DPD) models are usually estimated by the generalized method of moments. However,...
Studies employing Arellano-Bond and Blundell-Bond generalized method of moments (GMM) estimation for...
In empirical economics, the generalized method of moments (GMM) is one of the most widely used metho...
Estimation of the dynamic error components model is considered using two alternative linear estimato...
We show that the Generalized Method of Moments (GMM) methodology is a useful tool to obtain the asym...
This paper considers first-order autoregressive panel model which is a simple model for dynamic pane...
In dynamic panel data (DPD) models, the generalized method of moments (GMM) estimation gives efficie...
In dynamic panel models, the generalized method of moments (GMM) has been used in many applications ...
References: p. 13-15The system GMM estimator in dynamic panel data models which combines two moment ...
This chapter reviews developments to improve on the poor performance of the standard GMM estimator f...
This paper considers the estimation methods for dynamic panel data (DPD) models with fixed effects w...
The system GMM estimator in dynamic panel data models combines moment conditions for hte differenced...
The commonly used 1-step and 2-step System GMM estimators for the panel AR(1) model are inconsisten...
This is the author accepted manuscript. The final version is available from Elsevier via the DOI in ...
This paper considers generalized method of moments (GMM) estimation of the inclusive panel AR(1) mod...
Dynamic panel data (DPD) models are usually estimated by the generalized method of moments. However,...
Studies employing Arellano-Bond and Blundell-Bond generalized method of moments (GMM) estimation for...
In empirical economics, the generalized method of moments (GMM) is one of the most widely used metho...
Estimation of the dynamic error components model is considered using two alternative linear estimato...
We show that the Generalized Method of Moments (GMM) methodology is a useful tool to obtain the asym...