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Volumn 19, Issue 3, 2000, Pages 321-340

GMM Estimation with persistent panel data: An application to production functions

Author keywords

GMM; Panel data; Production functions

Indexed keywords


EID: 85071221106     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930008800475     Document Type: Article
Times cited : (1277)

References (13)
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    • Ahn, S.C.1
  • 2
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    • Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
    • Arellano, M., and Bond, S. R., 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.R.2
  • 4
    • 58149364940 scopus 로고
    • Another Look at the Instrumental-Variable Estimation of Error-Components Models
    • Arellano, M., and Bover, 0., 1995. Another Look at the Instrumental-Variable Estimation of Error-Components Models. Journal of Econometrics, 68: 29–52.
    • (1995) Journal of Econometrics , vol.68 , pp. 29-52
    • Arellano, M.1    Bover2
  • 5
    • 0001438979 scopus 로고    scopus 로고
    • Initial Conditions and Moment Restrictions in Dynamic Panel Data Models
    • Blundell, R. W., and Bond, S. R., 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.W.1    Bond, S.R.2
  • 6
    • 0003372001 scopus 로고    scopus 로고
    • Econometric Models of Company Investment
    • Sevestre P., (ed), Kluwer Academic Publishers., and, Edited by
    • Blundell, R. W., Bond, S. R., and Meghir, C., “ Econometric Models of Company Investment ”. In The Econometrics of Panel Data, Edited by: Sevestre, P., Kluwer Academic Publishers.
    • The Econometrics of Panel Data
    • Blundell, R.W.1    Bond, S.R.2    Meghir, C.3
  • 10
    • 0141489283 scopus 로고    scopus 로고
    • Estimating the Productivity of Research and Development in French and US Manufacturing Firms: An Exploration of Simultaneity Issues with GMM Methods
    • Strom S., Wagner K., Van Ark B., (eds), Cambridge: Cambridge University Press, and, Edited by
    • Griliches, Z., Mairesse, J., Mairesse, J., and Hall, B. H., “ Estimating the Productivity of Research and Development in French and US Manufacturing Firms: an Exploration of Simultaneity Issues with GMM Methods ”. In Internatzonal Productivity DijCSerences and Their Explanations, Elsevier Science, Edited by: Strom, S., Wagner, K., and Van Ark, B., 285–315. Cambridge: Cambridge University Press.
    • Internatzonal Productivity DijCSerences and Their Explanations, Elsevier Science , pp. 285-315
    • Griliches, Z.1    Mairesse, J.2    Mairesse, J.3    Hall, B.H.4
  • 11
    • 0001357611 scopus 로고
    • Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
    • Nelson, C. R., and Startz, R., 1990a. Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator. Econometrica, 58: 967–976.
    • (1990) Econometrica , vol.58 , pp. 967-976
    • Nelson, C.R.1    Startz, R.2
  • 12
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    • The Distribution of the Instrumental Variable Estimator and its t-ratio When the Instrument is a Poor One
    • Nelson, C. R., 1990b. The Distribution of the Instrumental Variable Estimator and its t-ratio When the Instrument is a Poor One. Journal of Business Economics and Statistics, 63: 5125–5140.
    • (1990) Journal of Business Economics and Statistics , vol.63 , pp. 5125-5140
    • Nelson, C.R.1
  • 13
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    • Instrumental Variables Regression with Weak Instruments
    • Sowell, F., Staiger, D., and Stock, J. H., l997. Instrumental Variables Regression with Weak Instruments. Econometrica, 65: 557–586.
    • (1997) Econometrica , vol.65 , pp. 557-586
    • Sowell, F.1    Staiger, D.2    Stock, J.H.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.