Measurement error causes a downward bias when estimating a panel data linear regression model. The panel data context … offers various opportunities to derive moment conditions that result in consistent GMM estimators. We consider three sources …

the 2019Q1-2021Q2 period using a dynamic panel approach, specifically the system Generalized Method of Moments (GMM). In …

This paper contributes to the GMM literature by introducing the idea of self-instrumenting target variables instead of …¤erent experimental designs and sample sizes, including in the case of experiments where the system GMM estimators are inconsistent. We …

Estimation and inference in the spatial econometrics literature are carried out assuming that the matrix of spatial or … (2001) is generalized and then used to establish the asymptotic properties of the GMM estimator due to Lee (2007) in the …

process and define a generalized two-stages least squares estimator for the regression parameters of the model. We prove …

the finite sample behavior of the transformed maximum likelihood estimator and compare it with various GMM estimators … transformed likelihood estimator outperforms the GMM estimators in almost all cases. -- dynamic panels ; cross …-sectional heteroskedasticity ; Monte Carlo simulation ; GMM estimation …

This paper considers a class of GMM estimators for general dynamic panel models, allowing for cross sectional …

estimator performs well in finite samples and outperforms the GMM estimators proposed in the literature in almost all cases …