A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence
Year of publication: |
2013-08
|
---|---|
Authors: | Calzolari, Giorgio ; Magazzini, Laura |
Institutions: | Dipartimento di Scienze Economiche, Facoltà di Economia |
Subject: | panel data | dynamic model | GMM estimation | test of overidentifying restrictions |
-
Testing initial conditions in dynamic panel data models
Magazzini, Laura, (2020)
-
Improving GMM efficiency in dynamic models for panel data with mean stationarity
Calzolari, Giorgio, (2014)
-
Moment Conditions and Neglected Endogeneity in Panel Data Models
Calzolari, Giorgio, (2011)
- More ...
-
Identification of linear panel data models when instruments are not available
Magazzini, Laura, (2012)
-
Calzolari, Giorgio, (2009)
-
Improving GMM efficiency in dynamic models for panel data with mean stationarity
Calzolari, Giorgio, (2014)
- More ...