Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
Year of publication: |
2015
|
---|---|
Authors: | Kiviet, Jan Frederik ; Pleus, Milan ; Poldermans, Rutger |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | cross-sectional heteroskedasticity | Sargan-Hansen (incremental) tests | variants of t-tests | weighting matrices | Windmeijer-correction |
Series: | CESifo Working Paper ; 5189 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 817951768 [GVK] hdl:10419/107366 [Handle] RePec:ces:ceswps:_5189 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C23 - Models with Panel Data ; c26 ; C52 - Model Evaluation and Testing |
Source: |
-
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
Kiviet, Jan Frederik, (2015)
-
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models
Kiviet, Jan F., (2014)
-
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models
Kiviet, Jan, (2017)
- More ...
-
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models
Kiviet, Jan Frederik, (2014)
-
Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
Kiviet, Jan Frederik, (2015)
-
Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models
Kiviet, J. F., (2014)
- More ...