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Economics Bulletin
Volumn 29, Issue 3, 2009, Pages 2008-2017
First Difference or forward orthogonal deviation-which transformation should be used in dynamic panel data models?: A simulation study
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Indexed keywords

EID: 77952900987     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (96)
References (6)
  • 1
    • 0346651130 scopus 로고
    • Efficient Estimation of Models for Dynamic Panel Data
    • Ahn, S. C. and P. Schmidt (1995) "Efficient Estimation of Models for Dynamic Panel Data," Journal of Econometrics, 68, 1, 5-27.
    • (1995) Journal of Econometrics , vol.68 , Issue.1 , pp. 5-27
    • Ahn, S.C.1    Schmidt, P.2
  • 2
    • 84881844837 scopus 로고
    • Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
    • Arellano, M. and S. Bond (1991) "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," Review of Economic Studies, 58, 2, 277-97.
    • (1991) Review of Economic Studies , vol.58 , Issue.2 , pp. 277-297
    • Arellano, M.1    Bond, S.2
  • 3
    • 58149364940 scopus 로고
    • Another Look at the Instrumental Variable Estimation of Error-Components Models
    • Arellano, M. and O. Bover (1995) "Another Look at the Instrumental Variable Estimation of Error-Components Models," Journal of Econometrics, 68, 1, 29-51.
    • (1995) Journal of Econometrics , vol.68 , Issue.1 , pp. 29-51
    • Arellano, M.1    Bover, O.2
  • 4
    • 0001438979 scopus 로고    scopus 로고
    • Initial Conditions and Moment Restrictions in Dynamic Panel Data Models
    • Blundell, R. and S. Bond (1998) "Initial Conditions and Moment Restrictions in Dynamic Panel Data Models," Journal of Econometrics, 87, 1, 115-143.
    • (1998) Journal of Econometrics , vol.87 , pp. 115-143
    • Blundell, R.1    Bond, S.2
  • 5
    • 33845242494 scopus 로고    scopus 로고
    • The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models
    • Bun, M. J. G. and J. F. Kiviet (2006) "The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models," Journal of Econometrics, 127, 2, 409-444.
    • (2006) Journal of Econometrics , vol.127 , Issue.2 , pp. 409-444
    • Bun, M.J.G.1    Kiviet, J.F.2
  • 6
    • 69849114053 scopus 로고    scopus 로고
    • A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models
    • Hayakawa, K. (2009) "A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models," Econometric Theory, 25, 3, 873-890.
    • (2009) Econometric Theory , vol.25 , Issue.3 , pp. 873-890
    • Hayakawa, K.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.