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Economics Letters
Volumn 73, Issue 3, 2001, Pages 379-388
Criterion-based inference for GMM in autoregressive panel data models
Author keywords

C12; C23; Generalised method of moments; Hypothesis testing; Panel data
Indexed keywords

EID: 0035647780     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(01)00507-9     Document Type: Article
Times cited : (52)
References (13)
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  • 5
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    • Blundell, R.W.1    Bond, S.R.2
  • 8
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    • Large sample properties of generalised method of moments estimators
    • Hansen L.P. Large sample properties of generalised method of moments estimators. Econometrica. 50:1982;1029-1054.
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    • Hansen, L.P.1
  • 9
    • 0030545862 scopus 로고    scopus 로고
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    • Hansen L.P., et al. Finite-sample properties of some alternative GMM estimators. Journal of Business & Economic Statistics. 14:1996;262-280.
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    • Hansen, L.P.1
  • 10
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    • Imbens, G.W.1
  • 11
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    • Information theoretic approaches to inference in moment condition models
    • Imbens G.W., et al. Information theoretic approaches to inference in moment condition models. Econometrica. 66:1998;333-357.
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    • Imbens, G.W.1
  • 12
    • 0010666697 scopus 로고    scopus 로고
    • GMM inference when the number of moment conditions is large
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    • (1999) Journal of Econometrics , vol.93 , pp. 327-344
    • Koenker, R.1    Machado, J.A.F.2
  • 13
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    • Hypothesis testing with efficient method of moments estimation
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    • Newey, W.K.1    West, K.D.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.