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Long difference instrumental variables estimation for dynamic panel models with fixed effects
16 references·16 citing·19 second hopsampled
Long difference instrumental variables estimation for dynamic panel models with fixed effects (2006)Long difference instrumental variables es…The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators (2003)The Time Series and Cross-Sec…Orthogonal Parameters and Panel Data (2002)Orthogonal Parameters and Pan…Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large (2002)Asymptotically Unbiased Infer…Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data (1999)Symmetrically Normalized Inst…Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (1995)On bias, inconsistency, and e…Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment…Efficient estimation of models for dynamic panel data (1995)Efficient estimation of model…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Estimating Vector Autoregressions with Panel Data (1988)Estimating Vector Autoregress…Errors in variables in panel data (1986)Errors in variables in panel …Formulation and estimation of dynamic models using panel data (1982)Formulation and estimation of…Estimation of Dynamic Models with Error Components (1981)Estimation of Dynamic Models …Estimation of Dynamic Models with Error Components (1981)Estimation of Dynamic Models …Biases in Dynamic Models with Fixed Effects (1981)Biases in Dynamic Models with…Capital structure speed of adjustment heterogeneity across zero leverage and leveraged European firms (2022)Capital structure speed of ad…Do facilitation payments affect earnings management? Evidence from China (2021)Do facilitation payments affe…Uncertainty, macroprudential policies and corporate leverage: Firm-level evidence (2020)Uncertainty, macroprudential …What factors determine dividend smoothing by US and EU banks? (2019)What factors determine divide…Income inequality and education revisited: persistence, endogeneity and heterogeneity (2017)Income inequality and educati…Board governance, monetary interest, and closed-end fund performance (2016)Board governance, monetary in…Managerial Entrenchment and Firm Value: A Dynamic Perspective (2015)Managerial Entrenchment and F…Dynamic Panel Data Models (2015)Dynamic Panel Data ModelsTarget Capital Structure and Adjustment Speed in Asia (2014)Target Capital Structure and …In search of robust methods for dynamic panel data models in empirical corporate finance (2014)In search of robust methods f…Firm heterogeneity, macroeconomic conditions and capital structure adjustment speeds: Evidence from the JSE (2013)Firm heterogeneity, macroecon…Capital Structure Deviation and Speed of Adjustment (2013)Capital Structure Deviation a…Determinants of the target capital structure and adjustment speed - evidence from Asian capital markets (2010)Determinants of the target ca…Inference in Nearly Nonstationary SVAR Models With Long-Run Identifying Restrictions (2009)Inference in Nearly Nonstatio…Asymmetric Capital Structure Adjustments: New Evidence from Dynamic Panel Threshold Models (2009)Asymmetric Capital Structure …Empirical Capital Structure Research: New Ideas, Recent Evidence, and Methodological Issues (2008)Empirical Capital Structure R…Theory of the Consumption Function (1957)On the Pooling of Time Series and Cross Section Data (1978)Specification Tests in Econometrics (1978)The analysis of household surveys (1997)Computing Productivity: Firm-Level Evidence (2003)The great reversals: the politics of financial development in the twentieth century (2003)Panel data and unobservable individual effects (1981)Using Online Conversations to Study Word-of-Mouth Communication (2004)Bank-specific, industry-specific and macroeconomic determinants of bank profitability (2006)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2007)Estimating dynamic panel data models: a guide for macroeconomists (1999)Analysis of Panel Data (2003)Panel Data Econometrics (2003)Panel Data Models With Interactive Fixed Effects (2009)Econometric Analysis of Cross Section and Panel Data (2001)Finance, inequality and the poor (2007)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1995Initial conditions and moment restrictions in dynamic panel data models14,749 cited
  • 1981Biases in Dynamic Models with Fixed Effects8,724 cited
  • 1988Estimating Vector Autoregressions with Panel Data4,242 cited
  • 1982Formulation and estimation of dynamic models using panel data2,852 cited
  • 1981Estimation of Dynamic Models with Error Components2,326 cited
  • 1995On bias, inconsistency, and efficiency of various estimators in dynamic panel data models1,932 cited
  • 1986Errors in variables in panel data1,625 cited
  • 1995Efficient estimation of models for dynamic panel data1,033 cited
  • 2003The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators652 cited
  • 1999Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data613 cited
  • 2002Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large477 cited
  • 1981

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Estimation of Dynamic Models with Error Components
302 cited
  • 2002Orthogonal Parameters and Panel Data266 cited
  • Cited by

    • 2015Dynamic Panel Data Models159 cited
    • 2017Income inequality and education revisited: persistence, endogeneity and heterogeneity138 cited
    • 2014In search of robust methods for dynamic panel data models in empirical corporate finance132 cited
    • 2014Target Capital Structure and Adjustment Speed in Asia59 cited
    • 2015Managerial Entrenchment and Firm Value: A Dynamic Perspective54 cited
    • 2021Do facilitation payments affect earnings management? Evidence from China43 cited
    • 2009Asymmetric Capital Structure Adjustments: New Evidence from Dynamic Panel Threshold Models40 cited
    • 2013Capital Structure Deviation and Speed of Adjustment37 cited
    • 2008Empirical Capital Structure Research: New Ideas, Recent Evidence, and Methodological Issues32 cited
    • 2009Inference in Nearly Nonstationary SVAR Models With Long-Run Identifying Restrictions30 cited
    • 2013Firm heterogeneity, macroeconomic conditions and capital structure adjustment speeds: Evidence from the JSE29 cited
    • 2022Capital structure speed of adjustment heterogeneity across zero leverage and leveraged European firms28 cited
    • 2016Board governance, monetary interest, and closed-end fund performance26 cited
    • 2010Determinants of the target capital structure and adjustment speed - evidence from Asian capital markets26 cited
    • 2019What factors determine dividend smoothing by US and EU banks?26 cited
    • 2020Uncertainty, macroprudential policies and corporate leverage: Firm-level evidence25 cited