Add to ORKGFor the basic dynamic panel data model we give an expression for the optimal instrumental variable (IV) estimator and show that the generalized method of moments (GMM) does not add to the asymptotic efficiency. It is recommended to exploit the full set of orthogonality conditions as given by Ahn and Schmidt
Estimation of dynamic panel data models largely relies on the generalized method of moments (GMM), a...
Estimation of dynamic panel data models largely relies on the generalized method of moments (GMM), a...
Estimation of dynamic panel data models largely relies on the generalized method of moments (GMM), a...
For the basic dynamic panel data model we give an expression for the optimal instrumental variable (...
For the basic dynamic panel data model we give an expression for the optimal instrumental variable (...
For the basic dynamic panel data model we give an expression for the optimal instrumental variable (...
This paper derives an approximation of the mean square error (MSE) of the GMM estimator in dynamic p...
General Method of Moments (GMM) estimation of a linear one-equation model using panel data with erro...
General Method of Moments (GMM) estimation of a linear one-equation model using panel data with erro...
We show that the Generalized Method of Moments (GMM) methodology is a useful tool to obtain the asym...
The system GMM estimator in dynamic panel data models combines moment conditions for hte differenced...
Estimation of dynamic panel data models largely relies on the generalized method of moments (GMM), a...
This paper provides a first order asymptotic theory for generalized method of moments (GMM) estimato...
Estimation of dynamic panel data models largely relies on the generalized method of moments (GMM), a...
Estimation of dynamic panel data models largely relies on the generalized method of moments (GMM), a...
Estimation of dynamic panel data models largely relies on the generalized method of moments (GMM), a...
Estimation of dynamic panel data models largely relies on the generalized method of moments (GMM), a...
Estimation of dynamic panel data models largely relies on the generalized method of moments (GMM), a...
For the basic dynamic panel data model we give an expression for the optimal instrumental variable (...
For the basic dynamic panel data model we give an expression for the optimal instrumental variable (...
For the basic dynamic panel data model we give an expression for the optimal instrumental variable (...
This paper derives an approximation of the mean square error (MSE) of the GMM estimator in dynamic p...
General Method of Moments (GMM) estimation of a linear one-equation model using panel data with erro...
General Method of Moments (GMM) estimation of a linear one-equation model using panel data with erro...
We show that the Generalized Method of Moments (GMM) methodology is a useful tool to obtain the asym...
The system GMM estimator in dynamic panel data models combines moment conditions for hte differenced...
Estimation of dynamic panel data models largely relies on the generalized method of moments (GMM), a...
This paper provides a first order asymptotic theory for generalized method of moments (GMM) estimato...
Estimation of dynamic panel data models largely relies on the generalized method of moments (GMM), a...
Estimation of dynamic panel data models largely relies on the generalized method of moments (GMM), a...
Estimation of dynamic panel data models largely relies on the generalized method of moments (GMM), a...
Estimation of dynamic panel data models largely relies on the generalized method of moments (GMM), a...
Estimation of dynamic panel data models largely relies on the generalized method of moments (GMM), a...