Baltagi, Badi H.; Jiménez-Martín, Sergi; Labeaga, José M. - 2023
. Furthermore, the first-differenced generalized method of moments estimator uncorrected for sample selection as well as the … instrumental variables estimator uncorrected for sample selection are both consistent for autoregressive models even with … for such correlation. Under the same circumstances, the system generalized method of moments estimator adding more moments …