Performance of the operational Wansbeek-Bekker estimator for dynamic panel data models

Applied Economics Letters

Volumn 7, Issue 3, 2000, Pages 149-153

  Harris, Mark N ^a   Mátyás, László ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039762210     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/135048500351690     Document Type: Article

References (9)

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3. Balestra, P. and Nerlove, M. (1966) Pooling cross-section and time-series data in the estimation of a dynamic model, Econometrica, 34, 585-612.
4. Bowden, R. J. and Turkington, D. A. (1984) Instrumental Variables, Cambridge University Press, Cambridge.
5. Crépon, B., Kramarz, F. and Trogon, A. (1998) Parameters of interest, nuisance parameters and orthogonality conditions: an application to autoregressive error component models, Journal of Econometrics, 82, 135-56.
6. Harris, M. N. and Mátyás, L. (1996) A comparative analysis of different estimators for dynamic panel data models. Working Paper 4/96, Monash University, Melbourne, Australia.
7. Sevestre, P. and Trognon, A. (1996) Dynamic linear models, in The Econometrics of Panel Data, Mátyás and Sevestre (eds), Kluwer Academic Publishers, Dordrecht, Chapter 7.
8. Sevestre, P. and Trognon, A. (1985) A note on autoregressive error component models, Journal of Econometrics, 29, 231-45.
9. Wansbeek, T. and Beeker, P. (1996) On IV, GMM and ML in a dynamic panel data model, Economic Letters, 51, 145-52.