-
1
-
-
0346651130
-
Efficient estimation of models for dynamic panel data
-
Ahn, S.C. & P. Schmidt (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
-
2
-
-
0141718495
-
The time series and cross-section asymptotics of dynamic panel data estimators
-
Alvarez, J. &M. Arellano (2003) The time series and cross-section asymptotics of dynamic panel data estimators. Econometrica 71(4), 1121-1159.
-
(2003)
Econometrica
, vol.71
, Issue.4
, pp. 1121-1159
-
-
Alvarez, J.1
Arellano, M.2
-
4
-
-
84881844837
-
Some tests of specification for panel data: Monte carlo evidence and an application to employment equations
-
Arellano, M. & S. Bond (1991) Some tests of specification for panel data: Monte carlo evidence and an application to employment equations. Review of Economic Studies 58, 277-297.
-
(1991)
Review of Economic Studies
, vol.58
, pp. 277-297
-
-
Arellano, M.1
Bond, S.2
-
5
-
-
58149364940
-
Another look at the instrumental variable estimation of errorcomponent models
-
Arellano, M. & O. Bover (1995) Another look at the instrumental variable estimation of errorcomponent models. Journal of Econometrics 68, 29-51.
-
(1995)
Journal of Econometrics
, vol.68
, pp. 29-51
-
-
Arellano, M.1
Bover, O.2
-
6
-
-
0001438979
-
Initial conditions and moment restrictions in dynamic panel data models
-
Blundell, R. & S. Bond (1998) Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics 87, 115-143.
-
(1998)
Journal of Econometrics
, vol.87
, pp. 115-143
-
-
Blundell, R.1
Bond, S.2
-
8
-
-
0036077642
-
Asymptotically unbiased inference for a dynamic panel model with fixed effects when both N and T are large
-
Hahn, J. & G. Kuersteiner (2002) Asymptotically unbiased inference for a dynamic panel model with fixed effects when both N and T are large. Econometrica 70(4), 1639-1657.
-
(2002)
Econometrica
, vol.70
, Issue.4
, pp. 1639-1657
-
-
Hahn, J.1
Kuersteiner, G.2
-
9
-
-
35448992930
-
Determinants of covariance matrices of differenced AR(1) processes
-
Han, C. (2007) Determinants of covariance matrices of differenced AR(1) processes. Econometric Theory 23, 1248-1253.
-
(2007)
Econometric Theory
, vol.23
, pp. 1248-1253
-
-
Han, C.1
-
10
-
-
33645030504
-
GMM with many moment conditions
-
Han, C. & P.C.B. Phillips (2006) GMM with many moment conditions. Econometrica 74, 147-192.
-
(2006)
Econometrica
, vol.74
, pp. 147-192
-
-
Han, C.1
Phillips, P.C.B.2
-
12
-
-
33947316307
-
Small sample bias properties of the system GMM estimator in dynamic panel data models
-
Hayakawa, K. (2007) Small sample bias properties of the system GMM estimator in dynamic panel data models. Economics Letters 95, 32-78.
-
(2007)
Economics Letters
, vol.95
, pp. 32-78
-
-
Hayakawa, K.1
-
13
-
-
0347985233
-
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
-
Hsiao, C., M.H. Pesaran, & A.K. Tahmiscioglu (2002) Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods. Journal of Econometrics 109, 107-150.
-
(2002)
Journal of Econometrics
, vol.109
, pp. 107-150
-
-
Hsiao, C.1
Pesaran, M.H.2
Tahmiscioglu, A.K.3
-
14
-
-
0344940189
-
Efficient estimation of panel data models with strictly exogenous explanatory variables-A Monte Carlo study
-
Im, K.S., S.C. Ahn, P. Schmidt, & J.Wooldridge (1999) Efficient estimation of panel data models with strictly exogenous explanatory variables-A Monte Carlo study. Journal of Econometrics 93(1), 177-201.
-
(1999)
Journal of Econometrics
, vol.93
, Issue.1
, pp. 177-201
-
-
Im, K.S.1
Ahn, S.C.2
Schmidt, P.3
Wooldridge, J.4
-
15
-
-
0003461311
-
Testing for unit roots in heterogeneous panels
-
University of Cambridge
-
Im, K.S., M.H. Pesaran, & Y. Shin (1997) Testing for Unit Roots in Heterogeneous Panels. Working paper, University of Cambridge.
-
(1997)
Working Paper
-
-
Im, K.S.1
Pesaran, M.H.2
Shin, Y.3
-
17
-
-
34247510303
-
An efficient linear GMM estimator for the covariance stationary AR(1)/unit root model for panel data
-
Kruiniger, H. (2007) An efficient linear GMM estimator for the covariance stationary AR(1)/unit root model for panel data. Econometric Theory 23, 519-535.
-
(2007)
Econometric Theory
, vol.23
, pp. 519-535
-
-
Kruiniger, H.1
-
18
-
-
0039545491
-
Unit root test in panel data: Asymptotic and finite sample properties
-
University of California at San Diego
-
Levin, A. & C.F. Lin (1992) Unit Root Test in Panel Data: Asymptotic and Finite Sample Properties. Discussion paper #92-93, University of California at San Diego.
-
(1992)
Discussion Paper #92-93
-
-
Levin, A.1
Lin, C.F.2
-
19
-
-
0000391884
-
Unit root tests in panel data: Asymptotic and finite-sample properties
-
Levin, A., C.F. Lin, & C.S.J. Chu (2002). Unit root tests in panel data: Asymptotic and finite-sample properties. Journal of Econometrics 108, 1-24.
-
(2002)
Journal of Econometrics
, vol.108
, pp. 1-24
-
-
Levin, A.1
Lin, C.F.2
Chu, C.S.J.3
-
21
-
-
33845735935
-
On the Breitung test for panel unit roots and local asymptotic power
-
Moon, H.R., B. Perron, & P.C.B. Phillips (2006a) On the Breitung test for panel unit roots and local asymptotic power. Econometric Theory 22, 1179-1190.
-
(2006)
Econometric Theory
, vol.22
, pp. 1179-1190
-
-
Moon, H.R.1
Perron, B.2
Phillips, P.C.B.3
-
23
-
-
0000604269
-
Biases in dynamic models with fixed effects
-
Nickell, S. (1981) Biases in dynamic models with fixed effects. Econometrica 49, 1417-1426.
-
(1981)
Econometrica
, vol.49
, pp. 1417-1426
-
-
Nickell, S.1
-
24
-
-
84974291840
-
Partially identified econometric models
-
Phillips, P.C.B. (1989) Partially identified econometric models. Econometric Theory 5, 181-240.
-
(1989)
Econometric Theory
, vol.5
, pp. 181-240
-
-
Phillips, P.C.B.1
-
25
-
-
42249105395
-
Gaussian inference in AR(1) times series with or without unit root
-
Phillips, P.C.B. & C. Han (2008). Gaussian inference in AR(1) times series with or without unit root. Econometric Theory 24, 631-650.
-
(2008)
Econometric Theory
, vol.24
, pp. 631-650
-
-
Phillips, P.C.B.1
Han, C.2
-
26
-
-
0001514642
-
Linear regression limit theory for nonstationary panel data
-
Phillips, P.C.B. & H.R. Moon (1999) Linear regression limit theory for nonstationary panel data. Econometrica 67(5), 1057-1111.
-
(1999)
Econometrica
, vol.67
, Issue.5
, pp. 1057-1111
-
-
Phillips, P.C.B.1
Moon, H.R.2
-
27
-
-
0001624219
-
Asymptotics for linear processes
-
Phillips, P.C.B. & V. Solo (1992) Asymptotics for linear processes. Annals of Statistics 20(2), 971-1001.
-
(1992)
Annals of Statistics
, vol.20
, Issue.2
, pp. 971-1001
-
-
Phillips, P.C.B.1
Solo, V.2
-
28
-
-
33846541934
-
Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
-
Phillips, P.C.B. & D. Sul (2007) Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence. Journal of Econometrics 137, 162-188.
-
(2007)
Journal of Econometrics
, vol.137
, pp. 162-188
-
-
Phillips, P.C.B.1
Sul, D.2
-
30
-
-
0346307687
-
Instrumental variables regression with weak instruments
-
Staiger, D. & J.H. Stock (1997) Instrumental variables regression with weak instruments. Econometrica 65(3), 557-586.
-
(1997)
Econometrica
, vol.65
, Issue.3
, pp. 557-586
-
-
Staiger, D.1
Stock, J.H.2
-
31
-
-
0000328019
-
GMM with weak identification
-
Stock, J.H. & J.H. Wright (2000) GMM with weak identification. Econometrica 68(5), 1055-1096.
-
(2000)
Econometrica
, vol.68
, Issue.5
, pp. 1055-1096
-
-
Stock, J.H.1
Wright, J.H.2
|