메뉴 건너뛰기




Volumn 98, Issue 2, 2000, Pages 365-383

A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections

Author keywords

GMM; Panel data; Time series of cross sections

Indexed keywords


EID: 0001446125     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(00)00024-5     Document Type: Article
Times cited : (25)

References (16)
  • 3
    • 84963014984 scopus 로고
    • Consumer demand and the life-cycle allocation of household expenditure
    • Blundell, R., Browning, M., Meghir, C., 1994. Consumer demand and the life-cycle allocation of household expenditure. Review of Economic Studies 61, 57-80.
    • (1994) Review of Economic Studies , vol.61 , pp. 57-80
    • Blundell, R.1    Browning, M.2    Meghir, C.3
  • 5
    • 0002362778 scopus 로고    scopus 로고
    • Estimating dynamic models from time series of independent cross sections
    • Collado, M.D., 1997. Estimating dynamic models from time series of independent cross sections. Journal of Econometrics 82, 37-62.
    • (1997) Journal of Econometrics , vol.82 , pp. 37-62
    • Collado, M.D.1
  • 6
    • 46549093197 scopus 로고
    • Panel data from time series of cross sections
    • Deaton, A., 1985. Panel data from time series of cross sections. Journal of Econometrics 30, 109-126.
    • (1985) Journal of Econometrics , vol.30 , pp. 109-126
    • Deaton, A.1
  • 7
    • 0012027867 scopus 로고
    • Assessing cross-sectional correlation in panel data
    • Frees, E.D., 1995. Assessing cross-sectional correlation in panel data. Journal of Econometrics 69, 393-414.
    • (1995) Journal of Econometrics , vol.69 , pp. 393-414
    • Frees, E.D.1
  • 8
    • 0000414660 scopus 로고
    • Large sample properties of generalised method of moments estimators
    • Hansen, L.P., 1982. Large sample properties of generalised method of moments estimators. Econometrica 50, 1029-1054.
    • (1982) Econometrica , vol.50 , pp. 1029-1054
    • Hansen, L.P.1
  • 9
    • 0003559593 scopus 로고
    • Cambridge University Press, Cambridge
    • Hsiao, C., 1986. Analysis of Panel Data. Cambridge University Press, Cambridge.
    • (1986) Analysis of Panel Data
    • Hsiao, C.1
  • 11
    • 0002903133 scopus 로고
    • Identification and estimation of dynamic models with time series of repeated cross sections
    • Moffitt, R., 1993. Identification and estimation of dynamic models with time series of repeated cross sections. Journal of Econometrics 59, 99-123.
    • (1993) Journal of Econometrics , vol.59 , pp. 99-123
    • Moffitt, R.1
  • 12
    • 0000706085 scopus 로고
    • A simple, positive definite, heteroskedasticity and autocorrelation consistent covariance matrix
    • Newey, W.K., West, K.D., 1987. A simple, positive definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica 55, 703-708.
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.K.1    West, K.D.2
  • 13
    • 58149365138 scopus 로고
    • Estimating long-run relationship from dynamic heterogeneous panels
    • Pesaran, M.H., Smith, R., 1995. Estimating long-run relationship from dynamic heterogeneous panels. Journal of Econometrics 68, 79-112.
    • (1995) Journal of Econometrics , vol.68 , pp. 79-112
    • Pesaran, M.H.1    Smith, R.2
  • 14
    • 0346307687 scopus 로고    scopus 로고
    • Instrumental variables regression with weak instruments
    • Staiger, D., Stock, J.H., 1997. Instrumental variables regression with weak instruments. Econometrica 65, 557-586.
    • (1997) Econometrica , vol.65 , pp. 557-586
    • Staiger, D.1    Stock, J.H.2
  • 15


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.