The optimal choice of moments in dynamic panel data models

Journal of Econometrics

Volumn 151, Issue 1, 2009, Pages 1-16

  Okui, Ryo ^a  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Dynamic panel data model; GMM; Higher order expansion; Moment selection

Indexed keywords

ASYMPTOTIC THEORIES; ASYMPTOTICS; DYNAMIC PANEL DATA; DYNAMIC PANEL DATA MODEL; FIRST-ORDER THEORIES; GMM; GMM ESTIMATORS; HIGHER ORDER; HIGHER-ORDER EXPANSION; HIGHER-ORDER THEORY; MOMENT SELECTION; OPTIMAL CHOICE;

ASYMPTOTIC ANALYSIS; ESTIMATION; MAGNETOSTRICTIVE DEVICES; MEAN SQUARE ERROR;

MODELS;

EID: 65649092621     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.04.002     Document Type: Article

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