Bootstrapping GMM estimators in dynamic panel data models

Maximum likelihood estimation of dynamic linear panel data models with fixed effects

Kruiniger, H.
Queen Mary, Univ. of London (United Kingdom). Dept. of Economics

January 2002

Previous version produced December 2000SIGLEAvailable from British Library Document Supply Centre-DS...

The generalized dynamic factor model Identification and estimation

Forni, M.
Hallin, M.
Lippi, M.
Centre for Economic Policy Research, London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2338) / BLDSC - British Lib...

Bootstrap methods and parameter estimation in time series threshold modelling

Mekaiel, M.M

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN002155 / BLDSC - British Library ...

GMM estimation of dynamic panel data models with persistent data

Kruiniger, H.
Queen Mary Coll., London (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:6392.9265(no 428) / BLDSC - British L...

Estimation in dynamic panel data models Improving on the performance of the standard GMM estimator

Blundell, R.
Bond, S.
Windmeijer, F.
Institute for Fiscal Studies, London (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:4363.343505(no W00/12) / BLDSC - Brit...

Maximum likelihood and GMM estimation of dynamic panel data models with fixed effects

Kruiniger, H.
Queen Mary Coll., London (United Kingdom). Dept. of Economics

January 2000

First version produced October 1997SIGLEAvailable from British Library Document Supply Centre-DSC:63...

Efficiency comparisons for a system GMM estimator in dynamic panel data models

Windmeijer, F.
Institute for Fiscal Studies, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:4363.343505(98/1) / BLDSC - British L...

Criterion-based inference for GMM in autoregressive panel data models

Bond, S.
Bowsher, C.
Windmeijer, F.
Institute for Fiscal Studies, London (United Kingdom)

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:4363.343505(02/01) / BLDSC - British ...

GMM estimation of empirical growth models

Bond, S.R.
Hoeffler, A.
Temple, J.
Centre for Economic Policy Research, London (United Kingdom)

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(no 3048) / BLDSC - British ...

GMM estimation wih persistent panel data An application to production functions

Blundell, R.
Bond, S.
Institute for Fiscal Studies, London (United Kingdom)

January 1998

Paper presented at 8. International Conference on Panel Data held Goteborg University (Sweden) 11-12...

Estimators for correctly specified panel data models

Chowdhury, G.
London School of Economics and Political Science (UK). Centre for Labour Economics

January 1983

SIGLELD:3597.444(137) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Initial conditions and efficient estimation in dynamic panel data models

Blundell, R.
Smith, R.J
University Coll., London (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7738(UCLDE-DP--91-04) / BLDSC -...

Bootstrap testing procedures with dependent time series data

Nankervis, J.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

January 2001

Period of award April 1998 - March 2000SIGLEAvailable from British Library Document Supply Centre-DS...

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

Blundell, Richard
Bond, Stephen R.
Windmeijer, Frank

January 2000

This chapter reviews developments to improve on the poor performance of the standard GMM estimator f...

Bootstrapping measurement error in multilevel model

Hutchison, D.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

January 2001

Period of award Jan 2000 - Oct 2000SIGLEAvailable from British Library Document Supply Centre-DSC:37...

Maximum likelihood estimation of dynamic linear panel data models with fixed effects

Kruiniger, H.
Queen Mary, Univ. of London (United Kingdom). Dept. of Economics

January 2002

Previous version produced December 2000SIGLEAvailable from British Library Document Supply Centre-DS...

The generalized dynamic factor model Identification and estimation

Forni, M.
Hallin, M.
Lippi, M.
Centre for Economic Policy Research, London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2338) / BLDSC - British Lib...

Bootstrap methods and parameter estimation in time series threshold modelling

Mekaiel, M.M

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN002155 / BLDSC - British Library ...

GMM estimation of dynamic panel data models with persistent data

Kruiniger, H.
Queen Mary Coll., London (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:6392.9265(no 428) / BLDSC - British L...

Estimation in dynamic panel data models Improving on the performance of the standard GMM estimator

Blundell, R.
Bond, S.
Windmeijer, F.
Institute for Fiscal Studies, London (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:4363.343505(no W00/12) / BLDSC - Brit...

Maximum likelihood and GMM estimation of dynamic panel data models with fixed effects

Kruiniger, H.
Queen Mary Coll., London (United Kingdom). Dept. of Economics

January 2000

First version produced October 1997SIGLEAvailable from British Library Document Supply Centre-DSC:63...

Efficiency comparisons for a system GMM estimator in dynamic panel data models

Windmeijer, F.
Institute for Fiscal Studies, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:4363.343505(98/1) / BLDSC - British L...

Criterion-based inference for GMM in autoregressive panel data models

Bond, S.
Bowsher, C.
Windmeijer, F.
Institute for Fiscal Studies, London (United Kingdom)

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:4363.343505(02/01) / BLDSC - British ...

GMM estimation of empirical growth models

Bond, S.R.
Hoeffler, A.
Temple, J.
Centre for Economic Policy Research, London (United Kingdom)

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(no 3048) / BLDSC - British ...

GMM estimation wih persistent panel data An application to production functions

Blundell, R.
Bond, S.
Institute for Fiscal Studies, London (United Kingdom)

January 1998

Paper presented at 8. International Conference on Panel Data held Goteborg University (Sweden) 11-12...

Estimators for correctly specified panel data models

Chowdhury, G.
London School of Economics and Political Science (UK). Centre for Labour Economics

January 1983

SIGLELD:3597.444(137) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Initial conditions and efficient estimation in dynamic panel data models

Blundell, R.
Smith, R.J
University Coll., London (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7738(UCLDE-DP--91-04) / BLDSC -...

Bootstrap testing procedures with dependent time series data

Nankervis, J.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

January 2001

Period of award April 1998 - March 2000SIGLEAvailable from British Library Document Supply Centre-DS...

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

Blundell, Richard
Bond, Stephen R.
Windmeijer, Frank

January 2000

This chapter reviews developments to improve on the poor performance of the standard GMM estimator f...

Bootstrapping measurement error in multilevel model

Hutchison, D.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

January 2001

Period of award Jan 2000 - Oct 2000SIGLEAvailable from British Library Document Supply Centre-DSC:37...

Maximum likelihood estimation of dynamic linear panel data models with fixed effects

Kruiniger, H.
Queen Mary, Univ. of London (United Kingdom). Dept. of Economics

January 2002

Previous version produced December 2000SIGLEAvailable from British Library Document Supply Centre-DS...

The generalized dynamic factor model Identification and estimation

Forni, M.
Hallin, M.
Lippi, M.
Centre for Economic Policy Research, London (United Kingdom)

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(2338) / BLDSC - British Lib...

Bootstrap methods and parameter estimation in time series threshold modelling

Mekaiel, M.M

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN002155 / BLDSC - British Library ...

Bootstrapping GMM estimators in dynamic panel data models

Abstract

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Bootstrapping GMM estimators in dynamic panel data models

Abstract

Extracted data

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