Criterion-based inference for GMM in autoregressive panel data models

A study of threshold autoregressive models with some applications

Thanoon, B.Y

January 1984

SIGLEAvailable from British Library Document Supply Centre- DSC:D173813 / BLDSC - British Library Do...

GMM estimation of empirical growth models

Bond, S.
Hoeffler, A.
Temple, J.
Bristol Univ. (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(no 01/525) / BLDSC - British...

Vector autoregression modelling and forecasting

Holden, K.
Liverpool John Moores Univ. (United Kingdom). Centre for International Banking, Economics and Finance

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9663(5/94) / BLDSC - British Lib...

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...

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

Stephen R. Bond
Clive Bowsher
Frank Windmeijer

January 2001

In this paper we examine the properties of a simple criterion-based, likelihood ratio type test of p...

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

Bond, Stephen R.
Bowsher, Clive
Windmeijer, Frank

January 2001

In this paper we examine the properties of a simple criterion-based, likelihood ratio type test of p...

Criterion-Based Inference for GMM in Autoregressive Panel Data Models.

Bond, Stephen
Bowsher, Clive
Windmeijer, Frank

January 2001

In this paper we examine the properties of a simple criterion-based, likelihood ratio type test of p...

Criterion-Based Inference for GMM in Autoregressive Panel Data Models.

Bond, S
Bowsher, C
Windmeijer, F

January 2001

In this paper we examine the properties of a simple criterion-based, likelihood ratio type test of p...

Criterion-Based Inference for GMM in Autoregressive Panel Data Models.

Bond, Stephen R.
Bowsher, Clive
Windmeijer, Frank

December 2001

In this paper we examine the properties of a simple criterion-based, likelihood ratio type test of p...

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...

Bootstrapping GMM estimators in dynamic panel data models

Bond, S.
Windmeijer, F.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

January 2001

Period of award 01/11/99 to 31/10/2000Available from British Library Document Supply Centre-DSC:3739...

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...

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...

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...

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 ...

A study of threshold autoregressive models with some applications

Thanoon, B.Y

January 1984

SIGLEAvailable from British Library Document Supply Centre- DSC:D173813 / BLDSC - British Library Do...

GMM estimation of empirical growth models

Bond, S.
Hoeffler, A.
Temple, J.
Bristol Univ. (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(no 01/525) / BLDSC - British...

Vector autoregression modelling and forecasting

Holden, K.
Liverpool John Moores Univ. (United Kingdom). Centre for International Banking, Economics and Finance

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9663(5/94) / BLDSC - British Lib...

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...

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

Stephen R. Bond
Clive Bowsher
Frank Windmeijer

January 2001

In this paper we examine the properties of a simple criterion-based, likelihood ratio type test of p...

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

Bond, Stephen R.
Bowsher, Clive
Windmeijer, Frank

January 2001

In this paper we examine the properties of a simple criterion-based, likelihood ratio type test of p...

Criterion-Based Inference for GMM in Autoregressive Panel Data Models.

Bond, Stephen
Bowsher, Clive
Windmeijer, Frank

January 2001

In this paper we examine the properties of a simple criterion-based, likelihood ratio type test of p...

Criterion-Based Inference for GMM in Autoregressive Panel Data Models.

Bond, S
Bowsher, C
Windmeijer, F

January 2001

In this paper we examine the properties of a simple criterion-based, likelihood ratio type test of p...

Criterion-Based Inference for GMM in Autoregressive Panel Data Models.

Bond, Stephen R.
Bowsher, Clive
Windmeijer, Frank

December 2001

In this paper we examine the properties of a simple criterion-based, likelihood ratio type test of p...

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...

Bootstrapping GMM estimators in dynamic panel data models

Bond, S.
Windmeijer, F.
Economic and Social Research Council (ESRC), Swindon (United Kingdom)

January 2001

Period of award 01/11/99 to 31/10/2000Available from British Library Document Supply Centre-DSC:3739...

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...

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...

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...

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 ...

A study of threshold autoregressive models with some applications

Thanoon, B.Y

January 1984

SIGLEAvailable from British Library Document Supply Centre- DSC:D173813 / BLDSC - British Library Do...

GMM estimation of empirical growth models

Bond, S.
Hoeffler, A.
Temple, J.
Bristol Univ. (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(no 01/525) / BLDSC - British...

Vector autoregression modelling and forecasting

Holden, K.
Liverpool John Moores Univ. (United Kingdom). Centre for International Banking, Economics and Finance

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9663(5/94) / BLDSC - British Lib...

Criterion-based inference for GMM in autoregressive panel data models

Abstract

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Criterion-based inference for GMM in autoregressive panel data models

Abstract

Extracted data

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