-
1
-
-
0346651130
-
Efficient estimation of models for dynamic panel data
-
Ahn, S.C., Schmidt, P., 1995. Efficient estimation of models for dynamic panel data. Journal of Econometrics 68, 5-27.
-
(1995)
Journal of Econometrics
, vol.68
, pp. 5-27
-
-
Ahn, S.C.1
Schmidt, P.2
-
3
-
-
0000605573
-
The maximum likelihood and the nonlinear three stage least squares estimator in the general nonlinear simultaneous equation model
-
Amemiya, T., 1977. The maximum likelihood and the nonlinear three stage least squares estimator in the general nonlinear simultaneous equation model. Econometrica 45, 955-968.
-
(1977)
Econometrica
, vol.45
, pp. 955-968
-
-
Amemiya, T.1
-
4
-
-
0003698154
-
-
Harvard University Press, Cambridge, MA
-
Amemiya, T., 1985. Advanced Econometrics. Harvard University Press, Cambridge, MA.
-
(1985)
Advanced Econometrics
-
-
Amemiya, T.1
-
5
-
-
0001696502
-
Instrumental-variables estimation of an error-components model
-
Amemiya, T., MaCurdy, T.E., 1986. Instrumental-variables estimation of an error-components model. Econometrica 54, 869-880.
-
(1986)
Econometrica
, vol.54
, pp. 869-880
-
-
Amemiya, T.1
MaCurdy, T.E.2
-
7
-
-
58149364940
-
Another look at the instrumental variables estimation of error-component models
-
Arellano, M., Bover, O., 1995. Another look at the instrumental variables estimation of error-component models. Journal of Econometrics 68, 29-51.
-
(1995)
Journal of Econometrics
, vol.68
, pp. 29-51
-
-
Arellano, M.1
Bover, O.2
-
9
-
-
0001147153
-
Efficient estimation using panel data
-
Breusch, T.S., Mizon, G.E., Schmidt, P., 1989. Efficient estimation using panel data. Econometrica 57, 695-700.
-
(1989)
Econometrica
, vol.57
, pp. 695-700
-
-
Breusch, T.S.1
Mizon, G.E.2
Schmidt, P.3
-
10
-
-
0001620014
-
Asymptotic efficiency in estimation with conditional moment restrictions
-
Chamberlain, G.C., 1987. Asymptotic efficiency in estimation with conditional moment restrictions. Journal of Econometrics 34, 305-334.
-
(1987)
Journal of Econometrics
, vol.34
, pp. 305-334
-
-
Chamberlain, G.C.1
-
11
-
-
0000198789
-
Efficiency bounds for semiparametric regression
-
Chamberlain, G., 1992. Efficiency bounds for semiparametric regression. Econometrica 60, 567-596.
-
(1992)
Econometrica
, vol.60
, pp. 567-596
-
-
Chamberlain, G.1
-
12
-
-
0000740902
-
Panel data and unobservable individual effects
-
Hausman, J.A., Taylor, W.E., 1981. Panel data and unobservable individual effects. Econometrica 49, 1377-1398.
-
(1981)
Econometrica
, vol.49
, pp. 1377-1398
-
-
Hausman, J.A.1
Taylor, W.E.2
-
13
-
-
0000492632
-
Efficient estimation and identification of simultaneous equation models with covariance restrictions
-
Hausman, J.A., Newey, W.K., Taylor, W.E., 1987. Efficient estimation and identification of simultaneous equation models with covariance restrictions. Econometrica 55, 849-874.
-
(1987)
Econometrica
, vol.55
, pp. 849-874
-
-
Hausman, J.A.1
Newey, W.K.2
Taylor, W.E.3
-
14
-
-
0346946534
-
-
Unpublished Ph.D. Dissertation, Michigan State University
-
Im, K.S., 1994. Estimation with panel data. Unpublished Ph.D. Dissertation, Michigan State University.
-
(1994)
Estimation with Panel Data
-
-
Im, K.S.1
-
15
-
-
85034141201
-
Efficient estimation of panel data models with strictly exogenous explanatory variables
-
Michigan State University
-
Im, K.S., Ahn, S.C., Schmidt, P., Wooldridge, J.M., 1996. Efficient estimation of panel data models with strictly exogenous explanatory variables. Econometrics and economic theory working paper 9600, Michigan State University.
-
(1996)
Econometrics and Economic Theory Working Paper 9600
-
-
Im, K.S.1
Ahn, S.C.2
Schmidt, P.3
Wooldridge, J.M.4
-
16
-
-
84952503753
-
On the estimation of panel data models with serial correlation when instruments are not strictly exogenous
-
Keane, M.P., Runkle, D.E., 1992. On the estimation of panel data models with serial correlation when instruments are not strictly exogenous. Journal of Business and Economic Statistics 10, 1-10.
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 1-10
-
-
Keane, M.P.1
Runkle, D.E.2
-
17
-
-
85015528742
-
Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance
-
Kiefer, N.M., 1980. Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance. Journal of Econometrics 14, 195-202.
-
(1980)
Journal of Econometrics
, vol.14
, pp. 195-202
-
-
Kiefer, N.M.1
-
19
-
-
38249020678
-
Three stage least squares with different instruments in different equations
-
Schmidt, P., 1990. Three stage least squares with different instruments in different equations. Journal of Econometrics 43, 389-394.
-
(1990)
Journal of Econometrics
, vol.43
, pp. 389-394
-
-
Schmidt, P.1
-
20
-
-
84914649362
-
Comment
-
Schmidt, P., Ahn, S.C., Wyhowski, D., 1992. Comment. Journal of Business and Economic Statistics 10, 10-14.
-
(1992)
Journal of Business and Economic Statistics
, vol.10
, pp. 10-14
-
-
Schmidt, P.1
Ahn, S.C.2
Wyhowski, D.3
-
21
-
-
0000735116
-
Statistical properties of generalized method-of-moments estimators of structural parameters obtained from financial market data
-
Tauchen, G., 1986. Statistical properties of generalized method-of-moments estimators of structural parameters obtained from financial market data. Journal of Business and Economic Statistics 4, 397-416.
-
(1986)
Journal of Business and Economic Statistics
, vol.4
, pp. 397-416
-
-
Tauchen, G.1
-
23
-
-
0008227679
-
Estimating systems of equations with different instruments for different equations
-
Wooldridge, J.M., 1996. Estimating systems of equations with different instruments for different equations. Journal of Econometrics 74, 387-405.
-
(1996)
Journal of Econometrics
, vol.74
, pp. 387-405
-
-
Wooldridge, J.M.1
|