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Small sample bias properties of the system GMM estimator in dynamic panel data models · Study

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ArticleSmall sample bias properties of the system GMM estimator in dynamic panel data models

Kazuhiko Hayakawa2006

OA

Articlegreen2006

Small sample bias properties of the system GMM estimator in dynamic panel data models

Kazuhiko Hayakawa

215 citations·0/0 files stored·Economics Letters

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Spatial and Panel Data Analysis Statistical Methods and Bayesian Inference Advanced Causal Inference Techniques

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 215 citations exist upstream.

References

1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations 1998Initial conditions and moment restrictions in dynamic panel data models 1995Another look at the instrumental variable estimation of error-components models 1995Initial conditions and moment restrictions in dynamic panel data models 2003Panel Data Econometrics 1995On bias, inconsistency, and efficiency of various estimators in dynamic panel data models 1999GMM estimation with persistent panel data: an application to production functions 2001GMM Estimation of Empirical Growth Models

Cited by

2009GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY 2019Estimation of linear dynamic panel data models with time‐invariant regressors 2009Spatial Dynamic Panel Model and System GMM: A Monte Carlo Investigation 2012The impact of banking development on the size of shadow economies 2009The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models 2006The effect of public spending on suicide: Evidence from U.S. state data 2013Does fiscal decentralization foster regional investment in productive infrastructure?2019Logistics performance, exports, and growth: Evidence from Asian economies

Details

Year2006

Typearticle

Published2006-11-29

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations215

Files0 public / 0

ShelfSpatial and Panel Data Analysis

Identifiers

doi10.1016/j.econlet.2006.09.011

openalex_workW2035013034

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