On IV, GMM and ML in a dynamic panel data model

Economics Letters

Volumn 51, Issue 2, 1996, Pages 145-152

  Wansbeek, Tom ^a   Bekker, Paul ^a  

^a UNIVERSITY OF GRONINGEN   (Netherlands)

Author keywords

Generalized method of moments; Instrumental variables; Panel data

Indexed keywords

EID: 0030537318     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1765(95)00785-7     Document Type: Article

References (10)

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5. Arellano, M. and S. Bond, 1991, Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations, The Review of Economic Studies 58, 277-297.
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9. Wansbeek, T.J., 1989, Permutation matrix-II, in: S Kotz and N.L. Johnson, eds., Encyclopedia of statistical sciences, Vol. 5 (Wiley, New York).
10. Wansbeek, T.J. and P.A. Bekker, 1994, Efficient instrumental variables estimators in a dynamic panel data model, Working Paper.