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~subject:"Method of moments"
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Identification of a nonparametric panel data model with unobserved heterogeneity and lagged dependent variables
Yıldız, Neşe
- In:
Economics letters
132
(
2015
),
pp. 133-135
Persistent link: https://www.econbiz.de/10011431557
Saved in:
2
Consistent method of moments estimation of the true fixed effects model
Wikström, Daniel
- In:
Economics letters
137
(
2015
),
pp. 62-69
Persistent link: https://www.econbiz.de/10011436229
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3
On quasi maximum-likelihood estimation of dynamic panel data models
Phillips, Robert F.
- In:
Economics letters
137
(
2015
),
pp. 91-94
Persistent link: https://www.econbiz.de/10011436252
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4
On the nexus of fertility and debt
Sun, Lixin
- In:
Economics letters
181
(
2019
),
pp. 120-126
Persistent link: https://www.econbiz.de/10012121864
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5
Institutions and growth : a GMM/IV Panel VAR approach
Góes, Carlos
- In:
Economics letters
138
(
2016
),
pp. 85-91
Persistent link: https://www.econbiz.de/10011615522
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6
Identification problem of GMM estimators for short panel data models with interactive fixed effects
Hayakawa, Kazuhiko
- In:
Economics letters
139
(
2016
),
pp. 22-26
Persistent link: https://www.econbiz.de/10011615611
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7
The role of constant instruments in dynamic panel estimation
Han, Chirok
;
Kim, Hyoungjong
- In:
Economics letters
124
(
2014
)
3
,
pp. 500-503
Persistent link: https://www.econbiz.de/10010495098
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8
First difference estimation of spatial dynamic panel data models with fixed effects
Jin, Fei
;
Lee, Lung-fei
;
Yu, Jihai
- In:
Economics letters
189
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228071
Saved in:
9
Half-panel jackknife estimation for dynamic panel models
Mehic, Adrian
- In:
Economics letters
190
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012228135
Saved in:
10
The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
Phillips, Peter C. B.
;
Han, Chirok
- In:
Economics letters
127
(
2015
),
pp. 89-92
Persistent link: https://www.econbiz.de/10011382882
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