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ArticleIndirect inference for dynamic panel models

Christian Gouriéroux2009

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Articlegreen2009

Indirect inference for dynamic panel models

Christian Gouriéroux · Peter C.B. Phillips · Jun Yu

125 citations·0/0 files stored·Journal of Econometrics

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Spatial and Panel Data Analysis Statistical Methods and Bayesian Inference Statistical Methods and Inference

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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 1981Biases in Dynamic Models with Fixed Effects 1988Estimating Vector Autoregressions with Panel Data 1982Formulation and estimation of dynamic models using panel data 1981Estimation of Dynamic Models with Error Components

Cited by

2013X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION 2012Folklore Theorems, Implicit Maps, and Indirect Inference 2009Simulation-Based Estimation of Contingent-Claims Prices 2016Estimating the parameters of system dynamics models using indirect inference 2017Inference for Large Financial Systems 2011UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION

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Year2009

Typearticle

Published2009-10-31

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations125

Files0 public / 0

ShelfSpatial and Panel Data Analysis

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doi10.1016/j.jeconom.2009.10.024

openalex_workW2136506776

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