On instrumental variable estimation of semiparametric dynamic panel data models

Economics Letters

Volumn 76, Issue 1, 2002, Pages 1-9

  Baltagi, Badi H ^a   Li, Qi ^a  

^a TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Dynamic panel; Efficient estimation; Instrumental variable; Monte Carlo simulation; Semiparametric estimation

Indexed keywords

EID: 0036000742     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(02)00025-3     Document Type: Article

References (14)

1. Problems with instrumental variable estimation when the correlation between the instruments and the endogenous explanatory variable is weak
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3. Semiparametric estimation of regression models for panel data
4. Constructing instruments for regressions with measurement error when no additional data are available, with an application to patents and R&D
5. Semiparametric estimation of partially linear panel data models
6. Testing serial correlation in semiparametric panel data models
7. Estimating partially linear models with one-way error components
8. Efficient instrumental variable estimation of nonlinear models
9. Root-N-consistent semiparametric regression
10. Instrumental variable regression with weak instruments
11. Nonparametric and semiparametric econometrics of panel data
12. Semiparametric panel data estimation: An application to immigrates homelink effect on US producer trade flows
13. Inference on structural parameters in instrumental variable regression with weak instruments
14. Asymptotic Theory for Econometricians